PortfoliosLab logo
PortfoliosLab logo
Tools
Portfolios
Screeners
Discussions
DASH vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

DASH vs. ^GSPC

Last updated May 22, 2025

Compare and contrast key facts about DoorDash, Inc. (DASH) and S&P 500 (^GSPC).

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DASH or ^GSPC.

Correlation

The correlation between DASH and ^GSPC is 0.52, 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

DASH vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DoorDash, Inc. (DASH) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

DASH:

2.12

^GSPC:

0.50

Sortino Ratio

DASH:

2.45

^GSPC:

0.86

Omega Ratio

DASH:

1.34

^GSPC:

1.13

Calmar Ratio

DASH:

1.26

^GSPC:

0.54

Martin Ratio

DASH:

10.50

^GSPC:

2.05

Ulcer Index

DASH:

7.08%

^GSPC:

4.97%

Daily Std Dev

DASH:

38.80%

^GSPC:

19.69%

Max Drawdown

DASH:

-82.49%

^GSPC:

-56.78%

Current Drawdown

DASH:

-16.75%

^GSPC:

-4.88%

Returns By Period

In the year-to-date period, DASH achieves a 22.07% return, which is significantly higher than ^GSPC's -0.63% return.

DASH

YTD

22.07%

1M

19.18%

6M

18.91%

1Y

81.50%

3Y*

45.68%

5Y*

N/A

10Y*

N/A

^GSPC

YTD

-0.63%

1M

13.31%

6M

-1.23%

1Y

9.83%

3Y*

14.42%

5Y*

14.61%

10Y*

10.64%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

DoorDash, Inc.

S&P 500

Risk-Adjusted Performance

DASH vs. ^GSPC — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DASH
The Risk-Adjusted Performance Rank of DASH is 9292
Overall Rank
The Sharpe Ratio Rank of DASH is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of DASH is 9191
Sortino Ratio Rank
The Omega Ratio Rank of DASH is 9191
Omega Ratio Rank
The Calmar Ratio Rank of DASH is 8787
Calmar Ratio Rank
The Martin Ratio Rank of DASH is 9595
Martin Ratio Rank
^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 5555
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 5050
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 5353
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 5656
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 6262
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.

DASH vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DoorDash, Inc. (DASH) and S&P 500 (^GSPC). 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.

The current DASH Sharpe Ratio is 2.12, which is higher than the ^GSPC Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of DASH and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Loading data...

Drawdowns

DASH vs. ^GSPC - Drawdown Comparison

The maximum DASH drawdown since its inception was -82.49%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for DASH and ^GSPC. For additional features, visit the drawdowns tool.

Loading data...

Volatility

DASH vs. ^GSPC - Volatility Comparison

DoorDash, Inc. (DASH) has a higher volatility of 14.25% compared to S&P 500 (^GSPC) at 4.72%. This indicates that DASH's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading data...