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 26.51%/yr vs -22.44%/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
The year-to-date returns for both investments are quite close, with DGP having a -19.95% return and LYFT slightly higher at -19.10%.
DGP
- 1D
- -4.99%
- 1M
- -11.04%
- 6M
- -29.70%
- YTD
- -19.95%
- 1Y
- 24.83%
- 3Y*
- 46.51%
- 5Y*
- 26.51%
- 10Y*
- 16.18%
LYFT
- 1D
- 0.38%
- 1M
- 15.73%
- 6M
- -20.42%
- YTD
- -19.10%
- 1Y
- 5.10%
- 3Y*
- 11.51%
- 5Y*
- -22.44%
- 10Y*
- —
DGP vs. LYFT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
DGP DB Gold Double Long Exchange Traded Notes | -19.95% | 141.40% | 53.16% | 16.97% | -5.54% | -11.29% | 45.29% | 30.38% |
LYFT Lyft, Inc. | -19.10% | 50.16% | -13.94% | 36.03% | -74.21% | -13.03% | 14.20% | -50.69% |
Correlation
The correlation between DGP and LYFT is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
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 | +0.35 | ||
| Sortino ratioReturn per unit of downside risk | +0.43 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.06 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 0.53 | 0.11 | +0.43 |
| Martin ratioReturn relative to average drawdown | 1.27 | 0.17 | +1.10 |
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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 | -46.98% | -48.51% | +1.53% |
Max Drawdown (3Y)Largest decline over 3 years | -46.98% | -55.23% | +8.25% |
Max Drawdown (5Y)Largest decline over 5 years | -51.24% | -85.92% | +34.68% |
Max Drawdown (10Y)Largest decline over 10 years | -51.24% | — | — |
Current DrawdownCurrent decline from peak | -46.73% | -82.04% | +35.31% |
Average DrawdownAverage peak-to-trough decline | -41.09% | -68.49% | +27.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.56% | 30.18% | -10.62% |
Volatility
DGP vs. LYFT - Volatility Comparison
DB Gold Double Long Exchange Traded Notes (DGP) has a higher volatility of 16.07% compared to Lyft, Inc. (LYFT) at 12.54%. 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 | 16.07% | 12.54% | +3.53% |
Volatility (6M)Calculated over the trailing 6-month period | 48.64% | 34.97% | +13.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 55.50% | 50.52% | +4.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.56% | 67.54% | -27.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.41% | 68.03% | -32.62% |
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 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DGP has higher volatility (16.07%) compared to LYFT (12.54%). In terms of maximum drawdown, DGP dropped -75.31% vs LYFT's -90.84%.
DGP currently has the higher Sharpe Ratio (0.45 vs 0.10), 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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