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SUPV vs. 500G.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SUPV and 500G.L is 0.21, 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.


-0.50.00.51.00.2

Performance

SUPV vs. 500G.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Grupo Supervielle S.A. (SUPV) and Amundi S&P 500 UCITS ETF C USD (500G.L). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%200.00%250.00%SeptemberOctoberNovemberDecember2025February
186.71%
15.92%
SUPV
500G.L

Key characteristics

Sharpe Ratio

SUPV:

4.18

500G.L:

2.07

Sortino Ratio

SUPV:

4.03

500G.L:

2.90

Omega Ratio

SUPV:

1.48

500G.L:

1.39

Calmar Ratio

SUPV:

3.12

500G.L:

3.78

Martin Ratio

SUPV:

28.70

500G.L:

15.05

Ulcer Index

SUPV:

9.57%

500G.L:

1.61%

Daily Std Dev

SUPV:

65.71%

500G.L:

11.72%

Max Drawdown

SUPV:

-95.98%

500G.L:

-25.52%

Current Drawdown

SUPV:

-47.32%

500G.L:

-2.35%

Returns By Period

In the year-to-date period, SUPV achieves a 5.69% return, which is significantly higher than 500G.L's 2.17% return.


SUPV

YTD

5.69%

1M

-6.50%

6M

186.71%

1Y

246.75%

5Y*

40.40%

10Y*

N/A

500G.L

YTD

2.17%

1M

1.34%

6M

18.95%

1Y

24.91%

5Y*

15.32%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

SUPV vs. 500G.L — Risk-Adjusted Performance Rank

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

SUPV
The Risk-Adjusted Performance Rank of SUPV is 9797
Overall Rank
The Sharpe Ratio Rank of SUPV is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of SUPV is 9797
Sortino Ratio Rank
The Omega Ratio Rank of SUPV is 9494
Omega Ratio Rank
The Calmar Ratio Rank of SUPV is 9595
Calmar Ratio Rank
The Martin Ratio Rank of SUPV is 9999
Martin Ratio Rank

500G.L
The Risk-Adjusted Performance Rank of 500G.L is 8686
Overall Rank
The Sharpe Ratio Rank of 500G.L is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of 500G.L is 8484
Sortino Ratio Rank
The Omega Ratio Rank of 500G.L is 8484
Omega Ratio Rank
The Calmar Ratio Rank of 500G.L is 8989
Calmar Ratio Rank
The Martin Ratio Rank of 500G.L is 8989
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.

SUPV vs. 500G.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Grupo Supervielle S.A. (SUPV) and Amundi S&P 500 UCITS ETF C USD (500G.L). 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 SUPV, currently valued at 4.95, compared to the broader market-2.000.002.004.951.81
The chart of Sortino ratio for SUPV, currently valued at 4.54, compared to the broader market-4.00-2.000.002.004.004.542.52
The chart of Omega ratio for SUPV, currently valued at 1.55, compared to the broader market0.501.001.502.001.551.33
The chart of Calmar ratio for SUPV, currently valued at 3.61, compared to the broader market0.002.004.006.003.612.77
The chart of Martin ratio for SUPV, currently valued at 34.85, compared to the broader market-10.000.0010.0020.0030.0034.8510.96
SUPV
500G.L

The current SUPV Sharpe Ratio is 4.18, which is higher than the 500G.L Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of SUPV and 500G.L, 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 Ratio1.002.003.004.005.006.007.00SeptemberOctoberNovemberDecember2025February
4.95
1.81
SUPV
500G.L

Dividends

SUPV vs. 500G.L - Dividend Comparison

SUPV's dividend yield for the trailing twelve months is around 1.06%, while 500G.L has not paid dividends to shareholders.


TTM20242023202220212020201920182017
SUPV
Grupo Supervielle S.A.
1.06%1.13%0.00%0.69%1.38%1.79%2.04%1.32%0.34%
500G.L
Amundi S&P 500 UCITS ETF C USD
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SUPV vs. 500G.L - Drawdown Comparison

The maximum SUPV drawdown since its inception was -95.98%, which is greater than 500G.L's maximum drawdown of -25.52%. Use the drawdown chart below to compare losses from any high point for SUPV and 500G.L. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-47.32%
-1.66%
SUPV
500G.L

Volatility

SUPV vs. 500G.L - Volatility Comparison

Grupo Supervielle S.A. (SUPV) has a higher volatility of 18.21% compared to Amundi S&P 500 UCITS ETF C USD (500G.L) at 4.45%. This indicates that SUPV's price experiences larger fluctuations and is considered to be riskier than 500G.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
18.21%
4.45%
SUPV
500G.L
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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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