PortfoliosLab logo
PortfoliosLab logo
Tools
Portfolios
Screeners
Discussions
DNOPY vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

DNOPY vs. ^GSPC

Last updated May 11, 2025

Compare and contrast key facts about Dino Polska S.A (DNOPY) and S&P 500 (^GSPC).

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DNOPY or ^GSPC.

Correlation

The correlation between DNOPY and ^GSPC is 0.10, 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.

Performance

DNOPY vs. ^GSPC - Performance Comparison

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

Loading data...

Key characteristics

Sharpe Ratio

DNOPY:

1.10

^GSPC:

0.44

Sortino Ratio

DNOPY:

1.66

^GSPC:

0.79

Omega Ratio

DNOPY:

1.22

^GSPC:

1.12

Calmar Ratio

DNOPY:

1.30

^GSPC:

0.48

Martin Ratio

DNOPY:

4.02

^GSPC:

1.85

Ulcer Index

DNOPY:

11.56%

^GSPC:

4.92%

Daily Std Dev

DNOPY:

43.37%

^GSPC:

19.37%

Max Drawdown

DNOPY:

-47.79%

^GSPC:

-56.78%

Current Drawdown

DNOPY:

0.00%

^GSPC:

-7.88%

Returns By Period

In the year-to-date period, DNOPY achieves a 51.01% return, which is significantly higher than ^GSPC's -3.77% return.

DNOPY

YTD

51.01%

1M

21.06%

6M

49.47%

1Y

51.01%

5Y*

28.86%

10Y*

N/A

^GSPC

YTD

-3.77%

1M

7.44%

6M

-5.60%

1Y

8.37%

5Y*

14.12%

10Y*

10.46%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Risk-Adjusted Performance

DNOPY vs. ^GSPC — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DNOPY
The Risk-Adjusted Performance Rank of DNOPY is 8383
Overall Rank
The Sharpe Ratio Rank of DNOPY is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of DNOPY is 8181
Sortino Ratio Rank
The Omega Ratio Rank of DNOPY is 7979
Omega Ratio Rank
The Calmar Ratio Rank of DNOPY is 8888
Calmar Ratio Rank
The Martin Ratio Rank of DNOPY is 8383
Martin Ratio Rank
^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 6767
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 6464
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 6969
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 6868
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 7474
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DNOPY vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dino Polska S.A (DNOPY) and S&P 500 (^GSPC). 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.

The current DNOPY Sharpe Ratio is 1.10, which is higher than the ^GSPC Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of DNOPY and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Loading data...

Drawdowns

DNOPY vs. ^GSPC - Drawdown Comparison

The maximum DNOPY drawdown since its inception was -47.79%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for DNOPY and ^GSPC. For additional features, visit the drawdowns tool.

Loading data...

Volatility

DNOPY vs. ^GSPC - Volatility Comparison

Dino Polska S.A (DNOPY) has a higher volatility of 9.73% compared to S&P 500 (^GSPC) at 6.82%. This indicates that DNOPY's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading data...