BMNR vs SPY: returns, Sharpe ratio and drawdown
Performance
BMNR-59.74%SPY+13.70%
Summary
BMNR vs SPY
Over the past year, SPY returned +13.70% against -59.74% for BMNR. SPY had the higher Sharpe ratio over the past year (0.73 vs -0.62), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -9.13% for SPY and -75.26% for BMNR.
Current Drawdown
BMNR-59.74%SPY-2.03%
Rolling Volatility
BMNR+4.09%SPY+0.63%
METRICS
Correlation Matrix
Metrics
Risk Indicators
BMNRSPY
Alpha
BMNR
-92.71%
SPY
0.00%
Beta
BMNR
3.93x
SPY
1.00x
Sharpe
BMNR
-0.62
SPY
0.73
Sortino
BMNR
-0.90
SPY
1.07
Omega
BMNR
0.91
SPY
1.13
Calmar
BMNR
-0.79
SPY
1.50
Martin
BMNR
-0.99
SPY
4.19
Comparisons