DTST vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about Data Storage Corporation (DTST) and S&P 500 Index (^GSPC).

Performance

DTST vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Data Storage Corporation (DTST) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

DTST vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DTST Data Storage Corporation	-22.27%	21.04%	46.87%	94.59%	-51.63%	-45.74%	17.50%	-14.29%	96.08%	27.50%
^GSPC S&P 500 Index	-3.95%	16.39%	23.31%	24.23%	-19.44%	26.89%	16.26%	28.88%	-6.24%	19.42%

Returns By Period

In the year-to-date period, DTST achieves a -22.27% return, which is significantly lower than ^GSPC's -3.95% return. Over the past 10 years, DTST has outperformed ^GSPC with an annualized return of 15.77%, while ^GSPC has yielded a comparatively lower 12.24% annualized return.

DTST

• 1D: 5.71%
• 1M: 2.84%
• YTD: -22.27%
• 6M: -8.08%
• 1Y: 8.45%
• 3Y*: 29.71%
• 5Y*: -15.86%
• 10Y*: 15.77%

^GSPC

• 1D: 0.72%
• 1M: -4.45%
• YTD: -3.95%
• 6M: -2.02%
• 1Y: 16.73%
• 3Y*: 16.96%
• 5Y*: 10.34%
• 10Y*: 12.24%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

DTST vs. ^GSPC — Risk / Return Rank

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

DTST

DTST Risk / Return Rank: 49
DTST Sharpe Ratio Rank: 44
DTST Sortino Ratio Rank: 53
DTST Omega Ratio Rank: 50
DTST Calmar Ratio Rank: 48
DTST Martin Ratio Rank: 47

^GSPC

^GSPC Risk / Return Rank: 67
^GSPC Sharpe Ratio Rank: 63
^GSPC Sortino Ratio Rank: 64
^GSPC Omega Ratio Rank: 69
^GSPC Calmar Ratio Rank: 60
^GSPC Martin Ratio Rank: 77

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DTST vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Data Storage Corporation (DTST) and S&P 500 Index (^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.

	DTST	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	0.12	0.92	-0.80
Sortino ratio Return per unit of downside risk	0.94	1.41	-0.47
Omega ratio Gain probability vs. loss probability	1.11	1.21	-0.10
Calmar ratio Return relative to maximum drawdown	0.32	1.41	-1.09
Martin ratio Return relative to average drawdown	0.61	6.61	-6.00
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DTST vs. ^GSPC - Sharpe Ratio Comparison

The current DTST Sharpe Ratio is 0.12, which is lower than the ^GSPC Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of DTST 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.

Sharpe Ratios by Period

	DTST	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.12	0.92	-0.80
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.19	0.61	-0.81
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.07	0.68	-0.61
Sharpe Ratio (All Time) Calculated using the full available price history	0.04	0.46	-0.41

Correlation

The correlation between DTST and ^GSPC 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.

Drawdowns

DTST vs. ^GSPC - Drawdown Comparison

The maximum DTST drawdown since its inception was -98.95%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for DTST and ^GSPC.

Drawdown Indicators

	DTST	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-98.95%	-56.78%	-42.17%
Max Drawdown (1Y) Largest decline over 1 year	-30.00%	-12.14%	-17.86%
Max Drawdown (5Y) Largest decline over 5 years	-85.19%	-25.43%	-59.76%
Max Drawdown (10Y) Largest decline over 10 years	-95.13%	-33.92%	-61.21%
Current Drawdown Current decline from peak	-93.37%	-5.78%	-87.59%
Average Drawdown Average peak-to-trough decline	-80.90%	-10.75%	-70.15%
Ulcer Index Depth and duration of drawdowns from previous peaks	15.77%	2.60%	+13.17%

Volatility

DTST vs. ^GSPC - Volatility Comparison

Data Storage Corporation (DTST) has a higher volatility of 15.11% compared to S&P 500 Index (^GSPC) at 5.37%. This indicates that DTST'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.

Volatility by Period

	DTST	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	15.11%	5.37%	+9.74%
Volatility (6M) Calculated over the trailing 6-month period	31.80%	9.55%	+22.25%
Volatility (1Y) Calculated over the trailing 1-year period	72.97%	18.33%	+54.64%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	82.08%	16.90%	+65.18%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	217.79%	18.05%	+199.74%