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

Key characteristics


NSITBPTRX
YTD Return18.71%3.25%
1Y Return48.88%27.81%
3Y Return (Ann)30.61%-7.02%
5Y Return (Ann)28.03%25.64%
10Y Return (Ann)24.98%18.32%
Sharpe Ratio1.591.04
Sortino Ratio2.021.59
Omega Ratio1.311.20
Calmar Ratio2.400.66
Martin Ratio8.492.68
Ulcer Index5.67%9.77%
Daily Std Dev30.29%25.05%
Max Drawdown-95.19%-65.33%
Current Drawdown-6.62%-22.87%

Correlation

-0.50.00.51.00.4

The correlation between NSIT and BPTRX is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

NSIT vs. BPTRX - Performance Comparison

In the year-to-date period, NSIT achieves a 18.71% return, which is significantly higher than BPTRX's 3.25% return. Over the past 10 years, NSIT has outperformed BPTRX with an annualized return of 24.98%, while BPTRX has yielded a comparatively lower 18.32% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctober
21.43%
17.90%
NSIT
BPTRX

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Risk-Adjusted Performance

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.


NSIT
Sharpe ratio
The chart of Sharpe ratio for NSIT, currently valued at 1.59, compared to the broader market-4.00-2.000.002.004.001.59
Sortino ratio
The chart of Sortino ratio for NSIT, currently valued at 2.02, compared to the broader market-4.00-2.000.002.004.006.002.02
Omega ratio
The chart of Omega ratio for NSIT, currently valued at 1.31, compared to the broader market0.501.001.502.001.31
Calmar ratio
The chart of Calmar ratio for NSIT, currently valued at 2.40, compared to the broader market0.002.004.006.002.40
Martin ratio
The chart of Martin ratio for NSIT, currently valued at 8.49, compared to the broader market-10.000.0010.0020.0030.008.49
BPTRX
Sharpe ratio
The chart of Sharpe ratio for BPTRX, currently valued at 1.04, compared to the broader market-4.00-2.000.002.004.001.04
Sortino ratio
The chart of Sortino ratio for BPTRX, currently valued at 1.59, compared to the broader market-4.00-2.000.002.004.006.001.59
Omega ratio
The chart of Omega ratio for BPTRX, currently valued at 1.20, compared to the broader market0.501.001.502.001.20
Calmar ratio
The chart of Calmar ratio for BPTRX, currently valued at 0.66, compared to the broader market0.002.004.006.000.66
Martin ratio
The chart of Martin ratio for BPTRX, currently valued at 2.68, compared to the broader market-10.000.0010.0020.0030.002.68

NSIT vs. BPTRX - Sharpe Ratio Comparison

The current NSIT Sharpe Ratio is 1.59, which is higher than the BPTRX Sharpe Ratio of 1.04. 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-1.000.001.002.003.00JuneJulyAugustSeptemberOctober
1.59
1.04
NSIT
BPTRX

Dividends

NSIT vs. BPTRX - Dividend Comparison

Neither NSIT nor BPTRX has paid dividends to shareholders.


TTM2023202220212020201920182017201620152014
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%
BPTRX
Baron Partners Fund
0.00%0.00%3.19%7.72%3.67%0.26%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 -65.33%. Use the drawdown chart below to compare losses from any high point for NSIT and BPTRX. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctober
-6.62%
-22.87%
NSIT
BPTRX

Volatility

NSIT vs. BPTRX - Volatility Comparison

The current volatility for Insight Enterprises, Inc. (NSIT) is 7.40%, while Baron Partners Fund (BPTRX) has a volatility of 9.47%. 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%JuneJulyAugustSeptemberOctober
7.40%
9.47%
NSIT
BPTRX