PortfoliosLab logo
DSPIX vs. BTC-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between DSPIX and BTC-USD is 0.13, 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

DSPIX vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNY Mellon Institutional S&P 500 Stock Index Fund (DSPIX) and Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

DSPIX:

0.67

BTC-USD:

1.34

Sortino Ratio

DSPIX:

1.19

BTC-USD:

3.13

Omega Ratio

DSPIX:

1.18

BTC-USD:

1.33

Calmar Ratio

DSPIX:

0.79

BTC-USD:

2.51

Martin Ratio

DSPIX:

3.07

BTC-USD:

11.77

Ulcer Index

DSPIX:

4.86%

BTC-USD:

11.18%

Daily Std Dev

DSPIX:

19.54%

BTC-USD:

42.21%

Max Drawdown

DSPIX:

-55.32%

BTC-USD:

-93.18%

Current Drawdown

DSPIX:

-3.43%

BTC-USD:

-2.46%

Returns By Period

In the year-to-date period, DSPIX achieves a 1.02% return, which is significantly lower than BTC-USD's 10.82% return. Over the past 10 years, DSPIX has underperformed BTC-USD with an annualized return of 12.64%, while BTC-USD has yielded a comparatively higher 84.00% annualized return.


DSPIX

YTD

1.02%

1M

9.76%

6M

0.22%

1Y

12.99%

5Y*

17.31%

10Y*

12.64%

BTC-USD

YTD

10.82%

1M

23.75%

6M

18.67%

1Y

56.24%

5Y*

61.70%

10Y*

84.00%

*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

DSPIX vs. BTC-USD — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DSPIX
The Risk-Adjusted Performance Rank of DSPIX is 7373
Overall Rank
The Sharpe Ratio Rank of DSPIX is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of DSPIX is 7272
Sortino Ratio Rank
The Omega Ratio Rank of DSPIX is 7676
Omega Ratio Rank
The Calmar Ratio Rank of DSPIX is 7777
Calmar Ratio Rank
The Martin Ratio Rank of DSPIX is 7474
Martin Ratio Rank

BTC-USD
The Risk-Adjusted Performance Rank of BTC-USD is 9090
Overall Rank
The Sharpe Ratio Rank of BTC-USD is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of BTC-USD is 8888
Sortino Ratio Rank
The Omega Ratio Rank of BTC-USD is 8686
Omega Ratio Rank
The Calmar Ratio Rank of BTC-USD is 9393
Calmar Ratio Rank
The Martin Ratio Rank of BTC-USD is 9090
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.

DSPIX vs. BTC-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Institutional S&P 500 Stock Index Fund (DSPIX) and Bitcoin (BTC-USD). 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 DSPIX Sharpe Ratio is 0.67, which is lower than the BTC-USD Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of DSPIX and BTC-USD, 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

DSPIX vs. BTC-USD - Drawdown Comparison

The maximum DSPIX drawdown since its inception was -55.32%, smaller than the maximum BTC-USD drawdown of -93.18%. Use the drawdown chart below to compare losses from any high point for DSPIX and BTC-USD. For additional features, visit the drawdowns tool.


Loading data...

Volatility

DSPIX vs. BTC-USD - Volatility Comparison

The current volatility for BNY Mellon Institutional S&P 500 Stock Index Fund (DSPIX) is 6.13%, while Bitcoin (BTC-USD) has a volatility of 10.35%. This indicates that DSPIX experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...