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DNOPY vs. XLG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DNOPY and XLG is 0.08, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.1

Performance

DNOPY vs. XLG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dino Polska S.A (DNOPY) and Invesco S&P 500® Top 50 ETF (XLG). The values are adjusted to include any dividend payments, if applicable.

80.00%100.00%120.00%140.00%160.00%JulyAugustSeptemberOctoberNovemberDecember
138.92%
124.27%
DNOPY
XLG

Key characteristics

Sharpe Ratio

DNOPY:

-0.38

XLG:

2.42

Sortino Ratio

DNOPY:

-0.25

XLG:

3.13

Omega Ratio

DNOPY:

0.97

XLG:

1.44

Calmar Ratio

DNOPY:

-0.50

XLG:

3.21

Martin Ratio

DNOPY:

-0.82

XLG:

13.23

Ulcer Index

DNOPY:

21.66%

XLG:

2.75%

Daily Std Dev

DNOPY:

46.57%

XLG:

15.05%

Max Drawdown

DNOPY:

-47.79%

XLG:

-52.39%

Current Drawdown

DNOPY:

-20.49%

XLG:

-1.96%

Returns By Period

In the year-to-date period, DNOPY achieves a -16.65% return, which is significantly lower than XLG's 34.91% return.


DNOPY

YTD

-16.65%

1M

1.57%

6M

-5.46%

1Y

-17.80%

5Y*

N/A

10Y*

N/A

XLG

YTD

34.91%

1M

2.97%

6M

11.04%

1Y

35.23%

5Y*

18.15%

10Y*

15.20%

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Risk-Adjusted Performance

DNOPY vs. XLG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dino Polska S.A (DNOPY) and Invesco S&P 500® Top 50 ETF (XLG). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for DNOPY, currently valued at -0.38, compared to the broader market-4.00-2.000.002.00-0.382.42
The chart of Sortino ratio for DNOPY, currently valued at -0.25, compared to the broader market-4.00-2.000.002.004.00-0.253.13
The chart of Omega ratio for DNOPY, currently valued at 0.97, compared to the broader market0.501.001.502.000.971.44
The chart of Calmar ratio for DNOPY, currently valued at -0.50, compared to the broader market0.002.004.006.00-0.503.21
The chart of Martin ratio for DNOPY, currently valued at -0.82, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.8213.23
DNOPY
XLG

The current DNOPY Sharpe Ratio is -0.38, which is lower than the XLG Sharpe Ratio of 2.42. The chart below compares the historical Sharpe Ratios of DNOPY and XLG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.38
2.42
DNOPY
XLG

Dividends

DNOPY vs. XLG - Dividend Comparison

DNOPY has not paid dividends to shareholders, while XLG's dividend yield for the trailing twelve months is around 0.53%.


TTM20232022202120202019201820172016201520142013
DNOPY
Dino Polska S.A
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XLG
Invesco S&P 500® Top 50 ETF
0.53%0.97%1.34%0.94%1.25%1.58%2.00%1.85%2.00%2.09%1.97%1.97%

Drawdowns

DNOPY vs. XLG - Drawdown Comparison

The maximum DNOPY drawdown since its inception was -47.79%, smaller than the maximum XLG drawdown of -52.39%. Use the drawdown chart below to compare losses from any high point for DNOPY and XLG. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-20.49%
-1.96%
DNOPY
XLG

Volatility

DNOPY vs. XLG - Volatility Comparison

Dino Polska S.A (DNOPY) has a higher volatility of 8.96% compared to Invesco S&P 500® Top 50 ETF (XLG) at 4.11%. This indicates that DNOPY's price experiences larger fluctuations and is considered to be riskier than XLG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
8.96%
4.11%
DNOPY
XLG
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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