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NSIT vs. BPTRX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between NSIT and BPTRX is 0.40, 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.


-0.50.00.51.00.4

Performance

NSIT vs. BPTRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Insight Enterprises, Inc. (NSIT) and Baron Partners Fund (BPTRX). The values are adjusted to include any dividend payments, if applicable.

-40.00%-20.00%0.00%20.00%40.00%SeptemberOctoberNovemberDecember2025February
-24.61%
26.87%
NSIT
BPTRX

Key characteristics

Sharpe Ratio

NSIT:

-0.36

BPTRX:

1.22

Sortino Ratio

NSIT:

-0.26

BPTRX:

1.95

Omega Ratio

NSIT:

0.96

BPTRX:

1.24

Calmar Ratio

NSIT:

-0.35

BPTRX:

0.86

Martin Ratio

NSIT:

-0.73

BPTRX:

5.55

Ulcer Index

NSIT:

16.36%

BPTRX:

6.58%

Daily Std Dev

NSIT:

33.29%

BPTRX:

30.06%

Max Drawdown

NSIT:

-95.19%

BPTRX:

-68.06%

Current Drawdown

NSIT:

-28.58%

BPTRX:

-14.98%

Returns By Period

In the year-to-date period, NSIT achieves a 5.77% return, which is significantly higher than BPTRX's -6.84% return. Over the past 10 years, NSIT has outperformed BPTRX with an annualized return of 20.05%, while BPTRX has yielded a comparatively lower 18.04% annualized return.


NSIT

YTD

5.77%

1M

-6.86%

6M

-24.61%

1Y

-12.94%

5Y*

22.47%

10Y*

20.05%

BPTRX

YTD

-6.84%

1M

-8.94%

6M

26.87%

1Y

34.02%

5Y*

17.03%

10Y*

18.04%

*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

NSIT vs. BPTRX — Risk-Adjusted Performance Rank

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

NSIT
The Risk-Adjusted Performance Rank of NSIT is 2727
Overall Rank
The Sharpe Ratio Rank of NSIT is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of NSIT is 2626
Sortino Ratio Rank
The Omega Ratio Rank of NSIT is 2525
Omega Ratio Rank
The Calmar Ratio Rank of NSIT is 2525
Calmar Ratio Rank
The Martin Ratio Rank of NSIT is 3131
Martin Ratio Rank

BPTRX
The Risk-Adjusted Performance Rank of BPTRX is 6565
Overall Rank
The Sharpe Ratio Rank of BPTRX is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of BPTRX is 7171
Sortino Ratio Rank
The Omega Ratio Rank of BPTRX is 6565
Omega Ratio Rank
The Calmar Ratio Rank of BPTRX is 5959
Calmar Ratio Rank
The Martin Ratio Rank of BPTRX is 6767
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.

NSIT vs. BPTRX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Insight Enterprises, Inc. (NSIT) and Baron Partners Fund (BPTRX). 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 NSIT, currently valued at -0.36, compared to the broader market-2.000.002.00-0.361.22
The chart of Sortino ratio for NSIT, currently valued at -0.26, compared to the broader market-4.00-2.000.002.004.006.00-0.261.95
The chart of Omega ratio for NSIT, currently valued at 0.96, compared to the broader market0.501.001.502.000.961.24
The chart of Calmar ratio for NSIT, currently valued at -0.35, compared to the broader market0.002.004.006.00-0.350.86
The chart of Martin ratio for NSIT, currently valued at -0.73, compared to the broader market-10.000.0010.0020.0030.00-0.735.55
NSIT
BPTRX

The current NSIT Sharpe Ratio is -0.36, which is lower than the BPTRX Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of NSIT and BPTRX, 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-0.500.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
-0.36
1.22
NSIT
BPTRX

Dividends

NSIT vs. BPTRX - Dividend Comparison

Neither NSIT nor BPTRX has paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
NSIT
Insight Enterprises, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BPTRX
Baron Partners Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.35%0.00%

Drawdowns

NSIT vs. BPTRX - Drawdown Comparison

The maximum NSIT drawdown since its inception was -95.19%, which is greater than BPTRX's maximum drawdown of -68.06%. Use the drawdown chart below to compare losses from any high point for NSIT and BPTRX. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-28.58%
-14.98%
NSIT
BPTRX

Volatility

NSIT vs. BPTRX - Volatility Comparison

The current volatility for Insight Enterprises, Inc. (NSIT) is 5.26%, while Baron Partners Fund (BPTRX) has a volatility of 6.84%. This indicates that NSIT experiences smaller price fluctuations and is considered to be less risky than BPTRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%18.00%SeptemberOctoberNovemberDecember2025February
5.26%
6.84%
NSIT
BPTRX
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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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