SUPV vs. DBMF
SUPV (Grupo Supervielle S.A.) is a stock, while DBMF (iMGP DBi Managed Futures Strategy ETF) is Systematic Trend fund actively managed by iM Global Partners. Over the past 5 years, SUPV returned 35.29%/yr vs 7.97%/yr for DBMF. At a 0.08 correlation, their price movements are largely independent.
Performance
SUPV vs. DBMF - Performance Comparison
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Returns By Period
In the year-to-date period, SUPV achieves a -14.38% return, which is significantly lower than DBMF's 9.37% return.
SUPV
- 1D
- -1.94%
- 1M
- 27.62%
- YTD
- -14.38%
- 6M
- -16.64%
- 1Y
- -3.62%
- 3Y*
- 52.55%
- 5Y*
- 35.29%
- 10Y*
- -0.89%
DBMF
- 1D
- -1.26%
- 1M
- -1.67%
- YTD
- 9.37%
- 6M
- 8.47%
- 1Y
- 26.10%
- 3Y*
- 8.78%
- 5Y*
- 7.97%
- 10Y*
- —
SUPV vs. DBMF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SUPV Grupo Supervielle S.A. | -14.38% | -20.75% | 281.41% | 87.96% | 11.80% | -6.59% | -41.46% | -29.33% |
DBMF iMGP DBi Managed Futures Strategy ETF | 9.37% | 13.85% | 7.24% | -8.94% | 21.61% | 11.49% | 1.80% | 10.51% |
Correlation
The correlation between SUPV and DBMF is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since May 8, 2019 | 0.08 |
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Return for Risk
SUPV vs. DBMF — Risk / Return Rank
SUPV
DBMF
SUPV vs. DBMF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Grupo Supervielle S.A. (SUPV) and iMGP DBi Managed Futures Strategy ETF (DBMF). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SUPV | DBMF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.14 | ||
| Sortino ratioReturn per unit of downside risk | -2.03 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.44 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | -0.06 | 4.30 | -4.36 |
| Martin ratioReturn relative to average drawdown | -0.13 | 15.28 | -15.41 |
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Drawdowns
SUPV vs. DBMF - Drawdown Comparison
The maximum SUPV drawdown since its inception was -95.98%, which is greater than DBMF's maximum drawdown of -20.39%. Use the drawdown chart below to compare losses from any high point for SUPV and DBMF.
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Drawdown Indicators
| SUPV | DBMF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.98% | -20.39% | -75.59% |
Max Drawdown (1Y)Largest decline over 1 year | -59.91% | -6.10% | -53.81% |
Max Drawdown (3Y)Largest decline over 3 years | -75.20% | -15.60% | -59.60% |
Max Drawdown (5Y)Largest decline over 5 years | -75.20% | -20.39% | -54.81% |
Max Drawdown (10Y)Largest decline over 10 years | -95.98% | — | — |
Current DrawdownCurrent decline from peak | -66.20% | -2.71% | -63.49% |
Average DrawdownAverage peak-to-trough decline | -66.95% | -6.55% | -60.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 27.79% | 1.71% | +26.08% |
Volatility
SUPV vs. DBMF - Volatility Comparison
Grupo Supervielle S.A. (SUPV) has a higher volatility of 22.57% compared to iMGP DBi Managed Futures Strategy ETF (DBMF) at 3.11%. This indicates that SUPV's price experiences larger fluctuations and is considered to be riskier than DBMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SUPV | DBMF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 22.57% | 3.11% | +19.46% |
Volatility (6M)Calculated over the trailing 6-month period | 46.79% | 10.14% | +36.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 96.03% | 12.47% | +83.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 71.51% | 12.53% | +58.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 72.47% | 12.41% | +60.06% |
Dividends
SUPV vs. DBMF - Dividend Comparison
SUPV has not paid dividends to shareholders, while DBMF's dividend yield for the trailing twelve months is around 5.23%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
DBMF iMGP DBi Managed Futures Strategy ETF | 5.23% | 5.91% | 5.75% | 2.91% | 7.72% | 10.38% | 0.86% | 9.35% | 0.00% | 0.00% |
SUPV Grupo Supervielle S.A. | 0.00% | 1.71% | 1.12% | 0.00% | 0.71% | 1.36% | 1.79% | 2.03% | 1.32% | 0.30% |
Frequently Asked Questions
SUPV and DBMF have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SUPV has higher volatility (22.57%) compared to DBMF (3.11%). In terms of maximum drawdown, SUPV dropped -95.98% vs DBMF's -20.39%.
DBMF currently has the higher Sharpe Ratio (2.10 vs -0.04), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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