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DBSDY vs. ^SP500TR
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between DBSDY and ^SP500TR is 0.44, 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

DBSDY vs. ^SP500TR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DBS Group Holdings Ltd ADR (DBSDY) and S&P 500 Total Return (^SP500TR). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

DBSDY:

1.83

^SP500TR:

0.60

Sortino Ratio

DBSDY:

2.28

^SP500TR:

0.88

Omega Ratio

DBSDY:

1.36

^SP500TR:

1.13

Calmar Ratio

DBSDY:

2.03

^SP500TR:

0.56

Martin Ratio

DBSDY:

8.95

^SP500TR:

2.15

Ulcer Index

DBSDY:

4.25%

^SP500TR:

4.91%

Daily Std Dev

DBSDY:

21.80%

^SP500TR:

19.70%

Max Drawdown

DBSDY:

-68.44%

^SP500TR:

-55.25%

Current Drawdown

DBSDY:

0.00%

^SP500TR:

-5.21%

Returns By Period

In the year-to-date period, DBSDY achieves a 11.54% return, which is significantly higher than ^SP500TR's -0.82% return. Over the past 10 years, DBSDY has outperformed ^SP500TR with an annualized return of 14.93%, while ^SP500TR has yielded a comparatively lower 12.67% annualized return.


DBSDY

YTD

11.54%

1M

8.25%

6M

14.28%

1Y

38.28%

3Y*

27.42%

5Y*

29.72%

10Y*

14.93%

^SP500TR

YTD

-0.82%

1M

5.93%

6M

-2.14%

1Y

10.86%

3Y*

15.52%

5Y*

16.20%

10Y*

12.67%

*Annualized

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DBS Group Holdings Ltd ADR

S&P 500 Total Return

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

DBSDY vs. ^SP500TR — Risk-Adjusted Performance Rank

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

DBSDY
The Risk-Adjusted Performance Rank of DBSDY is 9292
Overall Rank
The Sharpe Ratio Rank of DBSDY is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of DBSDY is 8989
Sortino Ratio Rank
The Omega Ratio Rank of DBSDY is 9292
Omega Ratio Rank
The Calmar Ratio Rank of DBSDY is 9393
Calmar Ratio Rank
The Martin Ratio Rank of DBSDY is 9393
Martin Ratio Rank

^SP500TR
The Risk-Adjusted Performance Rank of ^SP500TR is 7272
Overall Rank
The Sharpe Ratio Rank of ^SP500TR is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of ^SP500TR is 6868
Sortino Ratio Rank
The Omega Ratio Rank of ^SP500TR is 7272
Omega Ratio Rank
The Calmar Ratio Rank of ^SP500TR is 7070
Calmar Ratio Rank
The Martin Ratio Rank of ^SP500TR is 7676
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.

DBSDY vs. ^SP500TR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DBS Group Holdings Ltd ADR (DBSDY) and S&P 500 Total Return (^SP500TR). 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 DBSDY Sharpe Ratio is 1.83, which is higher than the ^SP500TR Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of DBSDY and ^SP500TR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Drawdowns

DBSDY vs. ^SP500TR - Drawdown Comparison

The maximum DBSDY drawdown since its inception was -68.44%, which is greater than ^SP500TR's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for DBSDY and ^SP500TR.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

DBSDY vs. ^SP500TR - Volatility Comparison

DBS Group Holdings Ltd ADR (DBSDY) has a higher volatility of 4.74% compared to S&P 500 Total Return (^SP500TR) at 4.37%. This indicates that DBSDY's price experiences larger fluctuations and is considered to be riskier than ^SP500TR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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