DD vs. ^GSPC
Compare and contrast key facts about DuPont de Nemours, Inc. (DD) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DD or ^GSPC.
Correlation
The correlation between DD and ^GSPC is 0.62, 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
DD vs. ^GSPC - Performance Comparison
Key characteristics
DD:
0.29
^GSPC:
2.10
DD:
0.56
^GSPC:
2.80
DD:
1.09
^GSPC:
1.39
DD:
0.30
^GSPC:
3.09
DD:
1.16
^GSPC:
13.49
DD:
6.51%
^GSPC:
1.94%
DD:
25.97%
^GSPC:
12.52%
DD:
-62.03%
^GSPC:
-56.78%
DD:
-13.30%
^GSPC:
-2.62%
Returns By Period
In the year-to-date period, DD achieves a 2.41% return, which is significantly lower than ^GSPC's 24.34% return.
DD
2.41%
-5.15%
-2.31%
5.95%
6.04%
N/A
^GSPC
24.34%
0.23%
8.53%
24.95%
13.01%
11.06%
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Risk-Adjusted Performance
DD vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DuPont de Nemours, Inc. (DD) 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.
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. For additional features, visit the drawdowns tool.
Volatility
DD vs. ^GSPC - Volatility Comparison
DuPont de Nemours, Inc. (DD) has a higher volatility of 4.98% compared to S&P 500 (^GSPC) at 3.79%. 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.