DG.PA vs. SPY
Compare and contrast key facts about VINCI SA (DG.PA) 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: DG.PA or SPY.
Key characteristics
DG.PA | SPY | |
---|---|---|
YTD Return | -0.09% | 6.26% |
1Y Return | 2.95% | 26.32% |
3Y Return (Ann) | 11.00% | 8.03% |
5Y Return (Ann) | 7.77% | 13.23% |
10Y Return (Ann) | 10.71% | 12.44% |
Sharpe Ratio | 0.37 | 2.21 |
Daily Std Dev | 15.15% | 11.67% |
Max Drawdown | -67.98% | -55.19% |
Current Drawdown | -5.38% | -3.76% |
Correlation
The correlation between DG.PA and SPY is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
DG.PA vs. SPY - Performance Comparison
In the year-to-date period, DG.PA achieves a -0.09% return, which is significantly lower than SPY's 6.26% return. Over the past 10 years, DG.PA has underperformed SPY with an annualized return of 10.71%, while SPY has yielded a comparatively higher 12.44% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
DG.PA vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for VINCI SA (DG.PA) 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
DG.PA vs. SPY - Dividend Comparison
DG.PA's dividend yield for the trailing twelve months is around 4.09%, more than SPY's 1.34% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
VINCI SA | 4.09% | 3.56% | 3.48% | 2.90% | 3.07% | 2.74% | 3.49% | 2.54% | 2.94% | 3.03% | 3.89% | 3.71% |
SPDR S&P 500 ETF | 1.34% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
DG.PA vs. SPY - Drawdown Comparison
The maximum DG.PA drawdown since its inception was -67.98%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for DG.PA and SPY. For additional features, visit the drawdowns tool.
Volatility
DG.PA vs. SPY - Volatility Comparison
VINCI SA (DG.PA) has a higher volatility of 5.51% compared to SPDR S&P 500 ETF (SPY) at 3.55%. This indicates that DG.PA'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.