DGP vs. LYFT
Compare and contrast key facts about DB Gold Double Long Exchange Traded Notes (DGP) and Lyft, Inc. (LYFT).
DGP is a passively managed fund by Deutsche Bank that tracks the performance of the Deutsche Bank Liquid Commodity Index-Optimum Yield Gold (200%). It was launched on Feb 27, 2008.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DGP or LYFT.
Performance
DGP vs. LYFT - Performance Comparison
Returns By Period
In the year-to-date period, DGP achieves a 57.18% return, which is significantly higher than LYFT's 8.67% return.
DGP
57.18%
-5.91%
26.08%
66.10%
19.18%
11.03%
LYFT
8.67%
18.39%
5.57%
58.31%
-18.95%
N/A
Key characteristics
| DGP | LYFT | |
|---|---|---|
| Sharpe Ratio | 2.21 | 0.81 |
| Sortino Ratio | 2.79 | 1.86 |
| Omega Ratio | 1.35 | 1.21 |
| Calmar Ratio | 1.48 | 0.64 |
| Martin Ratio | 12.66 | 2.10 |
| Ulcer Index | 5.15% | 27.13% |
| Daily Std Dev | 29.53% | 70.32% |
| Max Drawdown | -75.31% | -89.79% |
| Current Drawdown | -8.19% | -79.19% |
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Correlation
The correlation between DGP and LYFT is 0.07, 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.
Risk-Adjusted Performance
DGP vs. LYFT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DB Gold Double Long Exchange Traded Notes (DGP) and Lyft, Inc. (LYFT). 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
DGP vs. LYFT - Dividend Comparison
Neither DGP nor LYFT has paid dividends to shareholders.
Drawdowns
DGP vs. LYFT - Drawdown Comparison
The maximum DGP drawdown since its inception was -75.31%, smaller than the maximum LYFT drawdown of -89.79%. Use the drawdown chart below to compare losses from any high point for DGP and LYFT. For additional features, visit the drawdowns tool.
Volatility
DGP vs. LYFT - Volatility Comparison
The current volatility for DB Gold Double Long Exchange Traded Notes (DGP) is 11.56%, while Lyft, Inc. (LYFT) has a volatility of 24.66%. This indicates that DGP experiences smaller price fluctuations and is considered to be less risky than LYFT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.