DGP vs. LYFT
DGP (DB Gold Double Long Exchange Traded Notes) is Leveraged Commodities fund tracking the Deutsche Bank Liquid Commodity Index-Optimum Yield Gold (200%), while LYFT (Lyft, Inc.) is a stock. Over the past 5 years, DGP returned 29.64%/yr vs -25.88%/yr for LYFT. At a 0.08 correlation, their price movements are largely independent.
Performance
DGP vs. LYFT - Performance Comparison
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Returns By Period
In the year-to-date period, DGP achieves a -14.58% return, which is significantly higher than LYFT's -28.65% return.
DGP
- 1D
- -3.65%
- 1M
- -17.84%
- YTD
- -14.58%
- 6M
- -21.57%
- 1Y
- 32.14%
- 3Y*
- 49.95%
- 5Y*
- 29.64%
- 10Y*
- 17.25%
LYFT
- 1D
- -2.81%
- 1M
- -0.58%
- YTD
- -28.65%
- 6M
- -29.49%
- 1Y
- -7.56%
- 3Y*
- 11.02%
- 5Y*
- -25.88%
- 10Y*
- —
DGP vs. LYFT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
DGP DB Gold Double Long Exchange Traded Notes | -14.58% | 141.40% | 53.16% | 16.97% | -5.54% | -11.29% | 45.29% | 30.38% |
LYFT Lyft, Inc. | -28.65% | 50.16% | -13.94% | 36.03% | -74.21% | -13.03% | 14.20% | -50.69% |
Correlation
The correlation between DGP and LYFT is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Mar 29, 2019 | 0.08 |
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Return for Risk
DGP vs. LYFT — Risk / Return Rank
DGP
LYFT
DGP vs. LYFT - Risk-Adjusted Trends 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DGP | LYFT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.74 | ||
| Sortino ratioReturn per unit of downside risk | +0.95 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.02 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 0.73 | -0.16 | +0.89 |
| Martin ratioReturn relative to average drawdown | 1.93 | -0.26 | +2.19 |
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Drawdowns
DGP vs. LYFT - Drawdown Comparison
The maximum DGP drawdown since its inception was -75.31%, smaller than the maximum LYFT drawdown of -90.84%. Use the drawdown chart below to compare losses from any high point for DGP and LYFT.
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Drawdown Indicators
| DGP | LYFT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.31% | -90.84% | +15.53% |
Max Drawdown (1Y)Largest decline over 1 year | -43.98% | -48.51% | +4.53% |
Max Drawdown (3Y)Largest decline over 3 years | -43.98% | -55.23% | +11.25% |
Max Drawdown (5Y)Largest decline over 5 years | -51.24% | -87.28% | +36.04% |
Max Drawdown (10Y)Largest decline over 10 years | -51.24% | — | — |
Current DrawdownCurrent decline from peak | -43.16% | -84.16% | +41.00% |
Average DrawdownAverage peak-to-trough decline | -41.08% | -68.39% | +27.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.71% | 29.13% | -12.42% |
Volatility
DGP vs. LYFT - Volatility Comparison
DB Gold Double Long Exchange Traded Notes (DGP) has a higher volatility of 17.11% compared to Lyft, Inc. (LYFT) at 12.50%. This indicates that DGP's price experiences larger fluctuations and is considered to be riskier than LYFT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DGP | LYFT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.11% | 12.50% | +4.61% |
Volatility (6M)Calculated over the trailing 6-month period | 48.95% | 33.93% | +15.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 54.67% | 50.38% | +4.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.27% | 67.48% | -28.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.31% | 68.15% | -32.84% |
Dividends
DGP vs. LYFT - Dividend Comparison
Neither DGP nor LYFT has paid dividends to shareholders.
Frequently Asked Questions
DGP and LYFT have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DGP has higher volatility (17.11%) compared to LYFT (12.50%). In terms of maximum drawdown, DGP dropped -75.31% vs LYFT's -90.84%.
DGP currently has the higher Sharpe Ratio (0.59 vs -0.15), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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