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 -60.29%/yr vs 19.45%/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 -73.55% return, which is significantly lower than ^SP500TR's 9.64% return.
DH
- 1D
- -7.57%
- 1M
- -3.92%
- 6M
- -68.24%
- YTD
- -73.55%
- 1Y
- -81.12%
- 3Y*
- -60.29%
- 5Y*
- —
- 10Y*
- —
^SP500TR
- 1D
- -1.01%
- 1M
- 0.57%
- 6M
- 8.08%
- YTD
- 9.64%
- 1Y
- 19.85%
- 3Y*
- 19.45%
- 5Y*
- 13.12%
- 10Y*
- 15.08%
DH vs. ^SP500TR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
DH Definitive Healthcare Corp. | -73.55% | -30.17% | -58.65% | -9.55% | -59.79% | -26.63% |
^SP500TR S&P 500 Total Return | 9.64% | 17.88% | 25.02% | 26.29% | -18.11% | 7.69% |
Correlation
The correlation between DH and ^SP500TR is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Sep 15, 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.
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.
| DH | ^SP500TR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.69 | ||
| Sortino ratioReturn per unit of downside risk | -4.65 | ||
| Omega ratioGain probability vs. loss probability | 0.72 | 1.29 | -0.56 |
| Calmar ratioReturn relative to maximum drawdown | -0.95 | 2.24 | -3.19 |
| Martin ratioReturn relative to average drawdown | -1.46 | 9.82 | -11.28 |
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Drawdowns
DH vs. ^SP500TR - Drawdown Comparison
The maximum DH drawdown since its inception was -98.72%, 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 | -98.72% | -55.25% | -43.47% |
Max Drawdown (1Y)Largest decline over 1 year | -85.40% | -8.89% | -76.51% |
Max Drawdown (3Y)Largest decline over 3 years | -94.81% | -18.75% | -76.06% |
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 | -98.45% | -1.86% | -96.59% |
Average DrawdownAverage peak-to-trough decline | -78.51% | -8.15% | -70.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 55.50% | 2.03% | +53.47% |
Volatility
DH vs. ^SP500TR - Volatility Comparison
Definitive Healthcare Corp. (DH) has a higher volatility of 34.02% compared to S&P 500 Total Return (^SP500TR) at 3.37%. 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 | 34.02% | 3.37% | +30.65% |
Volatility (6M)Calculated over the trailing 6-month period | 58.90% | 10.04% | +48.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 73.18% | 12.60% | +60.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 69.37% | 17.00% | +52.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 69.37% | 18.05% | +51.32% |
Frequently Asked Questions
DH and ^SP500TR have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DH has higher volatility (34.02%) compared to ^SP500TR (3.37%). In terms of maximum drawdown, DH dropped -98.72% vs ^SP500TR's -55.25%.
^SP500TR currently has the higher Sharpe Ratio (1.58 vs -1.11), 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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