DD vs. ^GSPC
DD (DuPont de Nemours, Inc.) is a stock, while ^GSPC (S&P 500 Index) is an index. Over the past 5 years, DD returned 10.13%/yr vs 11.54%/yr for ^GSPC. A 0.61 correlation means they provide meaningful diversification when combined.
Performance
DD vs. ^GSPC - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DD achieves a 17.89% return, which is significantly higher than ^GSPC's 7.60% return.
DD
- 1D
- -3.15%
- 1M
- -2.30%
- YTD
- 17.89%
- 6M
- 15.48%
- 1Y
- 70.88%
- 3Y*
- 20.69%
- 5Y*
- 10.13%
- 10Y*
- —
^GSPC
- 1D
- -1.44%
- 1M
- -1.45%
- YTD
- 7.60%
- 6M
- 6.59%
- 1Y
- 22.24%
- 3Y*
- 19.20%
- 5Y*
- 11.54%
- 10Y*
- 13.71%
DD vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
DD DuPont de Nemours, Inc. | 17.89% | 28.77% | 1.04% | 14.36% | -13.36% | 15.41% | 13.28% | -1.38% |
^GSPC S&P 500 Index | 7.60% | 16.39% | 23.31% | 24.23% | -19.44% | 26.89% | 16.26% | 17.39% |
Correlation
The correlation between DD and ^GSPC is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.55 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Jun 3, 2019 | 0.61 |
The correlation between DD and ^GSPC has been stable across timeframes, ranging from 0.53 to 0.63 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
DD vs. ^GSPC — Risk / Return Rank
DD
^GSPC
DD vs. ^GSPC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DuPont de Nemours, Inc. (DD) and S&P 500 Index (^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.
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.
| DD | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.51 | ||
| Sortino ratioReturn per unit of downside risk | +0.72 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.32 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 4.12 | 2.46 | +1.66 |
| Martin ratioReturn relative to average drawdown | 12.63 | 10.92 | +1.71 |
Loading charts...
Drawdowns
DD vs. ^GSPC - Drawdown Comparison
The maximum DD drawdown since its inception was -62.03%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for DD and ^GSPC.
Loading charts...
Drawdown Indicators
| DD | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.03% | -56.78% | -5.25% |
Max Drawdown (1Y)Largest decline over 1 year | -17.31% | -9.10% | -8.21% |
Max Drawdown (3Y)Largest decline over 3 years | -37.84% | -18.90% | -18.94% |
Max Drawdown (5Y)Largest decline over 5 years | -40.22% | -25.43% | -14.79% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -8.03% | -3.21% | -4.82% |
Average DrawdownAverage peak-to-trough decline | -14.53% | -10.71% | -3.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.63% | 2.04% | +3.59% |
Volatility
DD vs. ^GSPC - Volatility Comparison
DuPont de Nemours, Inc. (DD) has a higher volatility of 10.12% compared to S&P 500 Index (^GSPC) at 4.89%. This indicates that DD'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 charts...
Volatility by Period
| DD | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.12% | 4.89% | +5.23% |
Volatility (6M)Calculated over the trailing 6-month period | 23.91% | 9.93% | +13.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.18% | 12.57% | +18.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.07% | 17.00% | +13.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.30% | 18.08% | +16.22% |
Frequently Asked Questions
DD and ^GSPC have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DD has higher volatility (10.12%) compared to ^GSPC (4.89%). In terms of maximum drawdown, DD dropped -62.03% vs ^GSPC's -56.78%.
DD currently has the higher Sharpe Ratio (2.29 vs 1.78), 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.
Find the right allocation for DD and ^GSPC
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer