DELL vs. SPY
Compare and contrast key facts about Dell Technologies Inc. (DELL) and SPDR S&P 500 ETF (SPY).
SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DELL or SPY.
Performance
DELL vs. SPY - Performance Comparison
Returns By Period
In the year-to-date period, DELL achieves a 91.43% return, which is significantly higher than SPY's 26.47% return.
DELL
91.43%
19.61%
-9.34%
96.80%
40.94%
N/A
SPY
26.47%
3.03%
13.19%
32.65%
15.68%
13.14%
Key characteristics
| DELL | SPY | |
|---|---|---|
| Sharpe Ratio | 1.64 | 2.69 |
| Sortino Ratio | 2.44 | 3.59 |
| Omega Ratio | 1.32 | 1.50 |
| Calmar Ratio | 1.89 | 3.88 |
| Martin Ratio | 4.25 | 17.47 |
| Ulcer Index | 22.59% | 1.87% |
| Daily Std Dev | 58.60% | 12.14% |
| Max Drawdown | -58.64% | -55.19% |
| Current Drawdown | -18.96% | -0.54% |
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Correlation
The correlation between DELL and SPY is 0.56, 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.
Risk-Adjusted Performance
DELL vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dell Technologies Inc. (DELL) and SPDR S&P 500 ETF (SPY). 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.
Dividends
DELL vs. SPY - Dividend Comparison
DELL's dividend yield for the trailing twelve months is around 1.18%, which matches SPY's 1.18% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DELL Dell Technologies Inc. | 1.18% | 1.88% | 2.46% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPY SPDR S&P 500 ETF | 1.18% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
DELL vs. SPY - Drawdown Comparison
The maximum DELL drawdown since its inception was -58.64%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for DELL and SPY. For additional features, visit the drawdowns tool.
Volatility
DELL vs. SPY - Volatility Comparison
Dell Technologies Inc. (DELL) has a higher volatility of 13.31% compared to SPDR S&P 500 ETF (SPY) at 3.98%. This indicates that DELL's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.