DFH vs. SPY
Compare and contrast key facts about Dream Finders Homes, Inc. (DFH) 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: DFH or SPY.
Performance
DFH vs. SPY - Performance Comparison
Returns By Period
In the year-to-date period, DFH achieves a -23.30% return, which is significantly lower than SPY's 24.40% return.
DFH
-23.30%
-22.65%
-6.81%
11.63%
N/A
N/A
SPY
24.40%
0.59%
11.33%
31.86%
15.23%
13.04%
Key characteristics
| DFH | SPY | |
|---|---|---|
| Sharpe Ratio | 0.22 | 2.64 |
| Sortino Ratio | 0.72 | 3.53 |
| Omega Ratio | 1.09 | 1.49 |
| Calmar Ratio | 0.28 | 3.81 |
| Martin Ratio | 0.50 | 17.21 |
| Ulcer Index | 24.28% | 1.86% |
| Daily Std Dev | 56.66% | 12.15% |
| Max Drawdown | -75.38% | -55.19% |
| Current Drawdown | -37.69% | -2.17% |
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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.
Risk-Adjusted Performance
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.
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 1.20%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 1.20% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
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.
Volatility
DFH vs. SPY - Volatility Comparison
Dream Finders Homes, Inc. (DFH) has a higher volatility of 14.05% compared to SPDR S&P 500 ETF (SPY) at 4.06%. 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.