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DFH vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DFH and SPY is 0.42, 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.


-0.50.00.51.00.4

Performance

DFH vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dream Finders Homes, Inc. (DFH) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%20.00%AugustSeptemberOctoberNovemberDecember2025
-21.62%
10.73%
DFH
SPY

Key characteristics

Sharpe Ratio

DFH:

-0.34

SPY:

1.95

Sortino Ratio

DFH:

-0.14

SPY:

2.60

Omega Ratio

DFH:

0.98

SPY:

1.36

Calmar Ratio

DFH:

-0.37

SPY:

2.98

Martin Ratio

DFH:

-0.64

SPY:

12.44

Ulcer Index

DFH:

29.26%

SPY:

2.02%

Daily Std Dev

DFH:

55.43%

SPY:

12.89%

Max Drawdown

DFH:

-75.38%

SPY:

-55.19%

Current Drawdown

DFH:

-42.63%

SPY:

-1.70%

Returns By Period

In the year-to-date period, DFH achieves a 7.82% return, which is significantly higher than SPY's 2.27% return.


DFH

YTD

7.82%

1M

8.19%

6M

-21.62%

1Y

-21.57%

5Y*

N/A

10Y*

N/A

SPY

YTD

2.27%

1M

0.73%

6M

10.73%

1Y

24.55%

5Y*

14.69%

10Y*

13.64%

*Annualized

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Risk-Adjusted Performance

DFH vs. SPY — Risk-Adjusted Performance Rank

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

DFH
The Risk-Adjusted Performance Rank of DFH is 2828
Overall Rank
The Sharpe Ratio Rank of DFH is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of DFH is 2828
Sortino Ratio Rank
The Omega Ratio Rank of DFH is 2929
Omega Ratio Rank
The Calmar Ratio Rank of DFH is 2424
Calmar Ratio Rank
The Martin Ratio Rank of DFH is 3232
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 8181
Overall Rank
The Sharpe Ratio Rank of SPY is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 7878
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 8080
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 8181
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 8484
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.

DFH vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dream Finders Homes, Inc. (DFH) 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.


Sharpe ratio
The chart of Sharpe ratio for DFH, currently valued at -0.34, compared to the broader market-2.000.002.00-0.341.95
The chart of Sortino ratio for DFH, currently valued at -0.14, compared to the broader market-4.00-2.000.002.004.00-0.142.60
The chart of Omega ratio for DFH, currently valued at 0.98, compared to the broader market0.501.001.502.000.981.36
The chart of Calmar ratio for DFH, currently valued at -0.37, compared to the broader market0.002.004.006.00-0.372.98
The chart of Martin ratio for DFH, currently valued at -0.64, compared to the broader market-10.000.0010.0020.00-0.6412.44
DFH
SPY

The current DFH Sharpe Ratio is -0.34, which is lower than the SPY Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of DFH and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
-0.34
1.95
DFH
SPY

Dividends

DFH vs. SPY - Dividend Comparison

DFH has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.18%.


TTM20242023202220212020201920182017201620152014
DFH
Dream Finders Homes, Inc.
0.00%0.00%0.00%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%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

DFH vs. SPY - Drawdown Comparison

The maximum DFH drawdown since its inception was -75.38%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for DFH and SPY. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-42.63%
-1.70%
DFH
SPY

Volatility

DFH vs. SPY - Volatility Comparison

Dream Finders Homes, Inc. (DFH) has a higher volatility of 10.10% compared to SPDR S&P 500 ETF (SPY) at 4.26%. This indicates that DFH'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.


0.00%5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
10.10%
4.26%
DFH
SPY
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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