DH vs. ^SP500TR
DH (Definitive Healthcare Corp.) is a stock, while ^SP500TR (S&P 500 Total Return) is an index. Over the past 3 years, DH returned -56.26%/yr vs 22.72%/yr for ^SP500TR. At a 0.45 correlation, their price movements are largely independent.
Performance
DH vs. ^SP500TR - Performance Comparison
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Returns By Period
In the year-to-date period, DH achieves a -68.39% return, which is significantly lower than ^SP500TR's 11.36% return.
DH
- 1D
- 3.36%
- 1M
- -5.72%
- YTD
- -68.39%
- 6M
- -64.56%
- 1Y
- -74.44%
- 3Y*
- -56.26%
- 5Y*
- —
- 10Y*
- —
^SP500TR
- 1D
- 0.42%
- 1M
- 4.61%
- YTD
- 11.36%
- 6M
- 11.27%
- 1Y
- 28.58%
- 3Y*
- 22.72%
- 5Y*
- 14.02%
- 10Y*
- 15.58%
DH vs. ^SP500TR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
DH Definitive Healthcare Corp. | -68.39% | -30.17% | -58.65% | -9.55% | -59.79% | -36.87% |
^SP500TR S&P 500 Total Return | 11.36% | 17.88% | 25.02% | 26.29% | -18.11% | 6.78% |
Correlation
The correlation between DH and ^SP500TR is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Sep 16, 2021 | 0.45 |
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Return for Risk
DH vs. ^SP500TR — Risk / Return Rank
DH
^SP500TR
DH vs. ^SP500TR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Definitive Healthcare Corp. (DH) and S&P 500 Total Return (^SP500TR). 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.
| DH | ^SP500TR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.54 | ||
| Sortino ratioReturn per unit of downside risk | -5.48 | ||
| Omega ratioGain probability vs. loss probability | 0.75 | 1.44 | -0.69 |
| Calmar ratioReturn relative to maximum drawdown | -0.92 | 3.23 | -4.15 |
| Martin ratioReturn relative to average drawdown | -1.55 | 15.09 | -16.64 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DH | ^SP500TR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.12 | 2.42 | -3.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.83 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.87 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.82 | 0.65 | -1.47 |
Drawdowns
DH vs. ^SP500TR - Drawdown Comparison
The maximum DH drawdown since its inception was -98.35%, which is greater than ^SP500TR's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for DH and ^SP500TR.
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Drawdown Indicators
| DH | ^SP500TR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.35% | -55.25% | -43.10% |
Max Drawdown (1Y)Largest decline over 1 year | -81.21% | -8.89% | -72.32% |
Max Drawdown (3Y)Largest decline over 3 years | -93.33% | -18.75% | -74.58% |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.49% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.79% | — |
Current DrawdownCurrent decline from peak | -98.15% | -0.32% | -97.83% |
Average DrawdownAverage peak-to-trough decline | -78.09% | -8.16% | -69.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 48.15% | 1.90% | +46.25% |
Volatility
DH vs. ^SP500TR - Volatility Comparison
Definitive Healthcare Corp. (DH) has a higher volatility of 21.30% compared to S&P 500 Total Return (^SP500TR) at 2.87%. This indicates that DH's price experiences larger fluctuations and is considered to be riskier than ^SP500TR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DH | ^SP500TR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 21.30% | 2.87% | +18.43% |
Volatility (6M)Calculated over the trailing 6-month period | 54.26% | 9.00% | +45.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 66.49% | 11.88% | +54.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 68.07% | 16.90% | +51.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 68.07% | 18.06% | +50.01% |
Frequently Asked Questions
DH and ^SP500TR have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DH has higher volatility (21.30%) compared to ^SP500TR (2.87%). In terms of maximum drawdown, DH dropped -98.35% vs ^SP500TR's -55.25%.
^SP500TR currently has the higher Sharpe Ratio (2.42 vs -1.12), 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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