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DNOPY vs. ^NDX
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between DNOPY and ^NDX 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. ^NDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dino Polska S.A (DNOPY) and NASDAQ 100 (^NDX). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-6.72%
10.64%
DNOPY
^NDX

Key characteristics

Sharpe Ratio

DNOPY:

-0.44

^NDX:

1.65

Sortino Ratio

DNOPY:

-0.33

^NDX:

2.21

Omega Ratio

DNOPY:

0.95

^NDX:

1.30

Calmar Ratio

DNOPY:

-0.56

^NDX:

2.20

Martin Ratio

DNOPY:

-0.93

^NDX:

7.86

Ulcer Index

DNOPY:

21.74%

^NDX:

3.81%

Daily Std Dev

DNOPY:

46.50%

^NDX:

18.10%

Max Drawdown

DNOPY:

-47.79%

^NDX:

-82.90%

Current Drawdown

DNOPY:

-20.82%

^NDX:

-1.35%

Returns By Period

In the year-to-date period, DNOPY achieves a -16.99% return, which is significantly lower than ^NDX's 29.55% return.


DNOPY

YTD

-16.99%

1M

1.68%

6M

-6.72%

1Y

-20.23%

5Y*

N/A

10Y*

N/A

^NDX

YTD

29.55%

1M

4.92%

6M

10.64%

1Y

29.92%

5Y*

20.00%

10Y*

17.62%

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Risk-Adjusted Performance

DNOPY vs. ^NDX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dino Polska S.A (DNOPY) and NASDAQ 100 (^NDX). 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 -0.44, compared to the broader market-4.00-2.000.002.00-0.441.65
The chart of Sortino ratio for DNOPY, currently valued at -0.33, compared to the broader market-4.00-2.000.002.004.00-0.332.21
The chart of Omega ratio for DNOPY, currently valued at 0.95, compared to the broader market0.501.001.502.000.951.30
The chart of Calmar ratio for DNOPY, currently valued at -0.56, compared to the broader market0.002.004.006.00-0.562.20
The chart of Martin ratio for DNOPY, currently valued at -0.93, compared to the broader market0.0010.0020.00-0.937.86
DNOPY
^NDX

The current DNOPY Sharpe Ratio is -0.44, which is lower than the ^NDX Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of DNOPY and ^NDX, 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
-0.44
1.65
DNOPY
^NDX

Drawdowns

DNOPY vs. ^NDX - Drawdown Comparison

The maximum DNOPY drawdown since its inception was -47.79%, smaller than the maximum ^NDX drawdown of -82.90%. Use the drawdown chart below to compare losses from any high point for DNOPY and ^NDX. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-20.82%
-1.35%
DNOPY
^NDX

Volatility

DNOPY vs. ^NDX - Volatility Comparison

Dino Polska S.A (DNOPY) has a higher volatility of 8.96% compared to NASDAQ 100 (^NDX) at 5.54%. This indicates that DNOPY's price experiences larger fluctuations and is considered to be riskier than ^NDX 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%
5.54%
DNOPY
^NDX
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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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