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DTST vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between DTST and ^GSPC is 0.07, 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

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 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

DTST:

-0.71

^GSPC:

0.62

Sortino Ratio

DTST:

-0.64

^GSPC:

0.94

Omega Ratio

DTST:

0.92

^GSPC:

1.14

Calmar Ratio

DTST:

-0.47

^GSPC:

0.61

Martin Ratio

DTST:

-0.96

^GSPC:

2.29

Ulcer Index

DTST:

46.16%

^GSPC:

5.01%

Daily Std Dev

DTST:

71.35%

^GSPC:

19.79%

Max Drawdown

DTST:

-98.95%

^GSPC:

-56.78%

Current Drawdown

DTST:

-93.53%

^GSPC:

-3.78%

Returns By Period

In the year-to-date period, DTST achieves a -8.27% return, which is significantly lower than ^GSPC's 0.52% return. Both investments have delivered pretty close results over the past 10 years, with DTST having a 10.57% annualized return and ^GSPC not far ahead at 10.84%.


DTST

YTD

-8.27%

1M

5.15%

6M

2.37%

1Y

-50.32%

3Y*

5.76%

5Y*

-3.01%

10Y*

10.57%

^GSPC

YTD

0.52%

1M

6.32%

6M

-1.44%

1Y

12.25%

3Y*

12.45%

5Y*

14.20%

10Y*

10.84%

*Annualized

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Data Storage Corporation

S&P 500

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

DTST vs. ^GSPC — Risk-Adjusted Performance Rank

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

DTST
The Risk-Adjusted Performance Rank of DTST is 2020
Overall Rank
The Sharpe Ratio Rank of DTST is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of DTST is 1919
Sortino Ratio Rank
The Omega Ratio Rank of DTST is 2020
Omega Ratio Rank
The Calmar Ratio Rank of DTST is 2121
Calmar Ratio Rank
The Martin Ratio Rank of DTST is 2727
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 6666
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 6060
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 6565
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 6464
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 7070
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.

DTST vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Data Storage Corporation (DTST) 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 DTST Sharpe Ratio is -0.71, which is lower than the ^GSPC Sharpe Ratio of 0.62. 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

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.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

DTST vs. ^GSPC - Volatility Comparison

Data Storage Corporation (DTST) has a higher volatility of 18.16% compared to S&P 500 (^GSPC) at 4.76%. 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.


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