DDD vs. SPYD

Last updated Aug 1, 2026

DDD (3D Systems Corporation) is a stock, while SPYD (State Street SPDR Portfolio S&P 500 High Dividend ETF) is S&P 500 fund tracking the S&P 500 High Dividend Index. Over the past 10 years, DDD returned -14.18%/yr vs 8.85%/yr for SPYD. Their 0.40 correlation means their historical movements had little consistent relationship.

Performance

DDD vs. SPYD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in 3D Systems Corporation (DDD) and State Street SPDR Portfolio S&P 500 High Dividend ETF (SPYD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DDD achieves a 49.15% return, which is significantly higher than SPYD's 16.95% return. Over the past 10 years, DDD has underperformed SPYD with an annualized return of -14.18%, while SPYD has yielded a comparatively higher 8.85% annualized return.

DDD

• 1D: -2.22%
• 1M: -5.71%
• 6M: 17.86%
• YTD: 49.15%
• 1Y: 65.00%
• 3Y*: -32.23%
• 5Y*: -37.44%
• 10Y*: -14.18%
• ALL TIME*: -1.07%

SPYD

• 1D: -0.48%
• 1M: 2.23%
• 6M: 11.71%
• YTD: 16.95%
• 1Y: 22.08%
• 3Y*: 13.78%
• 5Y*: 9.35%
• 10Y*: 8.85%
• ALL TIME*: 9.64%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
DDD 3D Systems Corporation	$4.97M	$6.43M	$13.73M
SPYD State Street SPDR Portfolio S&P 500 High Dividend ETF	$48.08M	$45.65M	$55.32M

DDD vs. SPYD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DDD 3D Systems Corporation	49.15%	-46.04%	-48.35%	-14.19%	-65.65%	105.53%	19.77%	-13.96%	17.71%	-34.99%
SPYD State Street SPDR Portfolio S&P 500 High Dividend ETF	16.95%	4.65%	15.34%	3.91%	-1.17%	32.73%	-11.64%	21.20%	-4.89%	12.67%

Correlation

The correlation between DDD and SPYD is 0.20, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.20
Correlation (3Y) Balances recent behavior with more history.	0.36
Correlation (5Y) Shows whether the relationship held over a longer period.	0.41
Correlation (10Y) Provides a long-term view across more market conditions.	0.39
Correlation (All Time) Calculated using the full available price history since Oct 22, 2015	0.40

Over the past year, the correlation between DDD and SPYD has dropped to 0.20 - well below their long-term average of 0.40, suggesting their price drivers have been diverging.

Return for Risk

DDD vs. SPYD — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DDD

DDD Risk / Return Rank: 69
DDD Sharpe Ratio Rank: 67
DDD Sortino Ratio Rank: 74
DDD Omega Ratio Rank: 69
DDD Calmar Ratio Rank: 69
DDD Martin Ratio Rank: 64

SPYD

SPYD Risk / Return Rank: 78
SPYD Sharpe Ratio Rank: 79
SPYD Sortino Ratio Rank: 83
SPYD Omega Ratio Rank: 74
SPYD Calmar Ratio Rank: 82
SPYD Martin Ratio Rank: 73

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DDD vs. SPYD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for 3D Systems Corporation (DDD) and State Street SPDR Portfolio S&P 500 High Dividend ETF (SPYD). 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.

	DDD	SPYD	Difference
Sharpe ratio: Return per unit of total volatility	0.66	1.79	-1.13
Sortino ratio: Return per unit of downside risk	1.68	2.69	-1.01
Omega ratio: Gain probability vs. loss probability	1.19	1.31	-0.12
Calmar ratio: Return relative to maximum drawdown	1.17	3.01	-1.84
Martin ratio: Return relative to average drawdown	1.85	8.94	-7.09

DDD vs. SPYD - Sharpe Ratio Comparison

The current DDD Sharpe Ratio is 0.66, which is lower than the SPYD Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of DDD and SPYD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DDD vs. SPYD - Drawdown Comparison

The maximum DDD drawdown since its inception was -98.58%, which is greater than SPYD's maximum drawdown of -46.42%. Use the drawdown chart below to compare losses from any high point for DDD and SPYD.

Drawdown Indicators

	DDD	SPYD	Difference
Max Drawdown Largest peak-to-trough decline	-98.58%	-46.42%	-52.16%
Max Drawdown (1Y) Largest decline over 1 year	-53.17%	-7.05%	-46.12%
Max Drawdown (3Y) Largest decline over 3 years	-83.04%	-16.13%	-66.91%
Max Drawdown (5Y) Largest decline over 5 years	-96.02%	-22.25%	-73.77%
Max Drawdown (10Y) Largest decline over 10 years	-97.52%	-46.42%	-51.10%
Current Drawdown Current decline from peak	-97.26%	-2.06%	-95.20%
Average Drawdown Average peak-to-trough decline	-58.62%	-6.09%	-52.53%
Ulcer Index Depth and duration of drawdowns from previous peaks	33.51%	2.37%	+31.14%

Volatility

DDD vs. SPYD - Volatility Comparison

3D Systems Corporation (DDD) has a higher volatility of 17.19% compared to State Street SPDR Portfolio S&P 500 High Dividend ETF (SPYD) at 4.00%. This indicates that DDD's price experiences larger fluctuations and is considered to be riskier than SPYD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DDD	SPYD	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.19%	4.00%	+13.19%
Volatility (6M) Calculated over the trailing 6-month period	59.94%	8.41%	+51.53%
Volatility (1Y) Calculated over the trailing 1-year period	94.74%	11.94%	+82.80%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	79.44%	15.98%	+63.46%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	83.10%	19.77%	+63.33%

Dividends

DDD vs. SPYD - Dividend Comparison

DDD has not paid dividends to shareholders, while SPYD's dividend yield for the trailing twelve months is around 4.10%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DDD 3D Systems Corporation	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SPYD State Street SPDR Portfolio S&P 500 High Dividend ETF	4.10%	4.52%	4.31%	4.66%	5.01%	3.68%	4.95%	4.42%	4.75%	4.63%	4.34%	1.13%

Frequently Asked Questions

Can I hold both DDD and SPYD in my portfolio?

DDD and SPYD have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DDD or SPYD?

DDD has higher volatility (17.19%) compared to SPYD (4.00%). In terms of maximum drawdown, DDD dropped -98.58% vs SPYD's -46.42%.

Which has better risk-adjusted returns?

SPYD currently has the higher Sharpe Ratio (1.79 vs 0.66), 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.