DHI vs. SPYG
DHI (D.R. Horton, Inc.) is a stock, while SPYG (State Street SPDR Portfolio S&P 500 Growth ETF) is S&P 500 fund tracking the S&P 500 Growth Index. Over the past 10 years, DHI returned 17.61%/yr vs 17.52%/yr for SPYG. Their 0.47 correlation means their historical movements had little consistent relationship.
Performance
DHI vs. SPYG - Performance Comparison
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Returns By Period
In the year-to-date period, DHI achieves a 2.43% return, which is significantly lower than SPYG's 12.43% return. Both investments have delivered pretty close results over the past 10 years, with DHI having a 17.61% annualized return and SPYG not far behind at 17.52%.
DHI
- 1D
- 2.52%
- 1M
- -7.51%
- 6M
- -1.50%
- YTD
- 2.43%
- 1Y
- -1.29%
- 3Y*
- 6.27%
- 5Y*
- 10.00%
- 10Y*
- 17.61%
- ALL TIME*
- 14.03%
SPYG
- 1D
- 2.15%
- 1M
- 2.10%
- 6M
- 11.46%
- YTD
- 12.43%
- 1Y
- 24.33%
- 3Y*
- 25.98%
- 5Y*
- 13.61%
- 10Y*
- 17.52%
- ALL TIME*
- 7.54%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $426.91M | $394.45M | $363.97M | |
| $323.67M | $273.71M | $308.17M |
DHI vs. SPYG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DHI D.R. Horton, Inc. | 2.43% | 4.24% | -7.24% | 72.07% | -16.83% | 58.73% | 32.23% | 54.29% | -31.26% | 89.06% |
SPYG State Street SPDR Portfolio S&P 500 Growth ETF | 12.43% | 22.09% | 35.99% | 30.02% | -29.41% | 32.01% | 33.46% | 30.84% | -0.12% | 27.24% |
Correlation
The correlation between DHI and SPYG is 0.12, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.12 |
Correlation (3Y) Balances recent behavior with more history. | 0.25 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.40 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.40 |
Correlation (All Time) Calculated using the full available price history since Oct 2, 2000 | 0.47 |
Over the past year, the correlation between DHI and SPYG has dropped to 0.12 - well below their long-term average of 0.47, suggesting their price drivers have been diverging.
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Return for Risk
DHI vs. SPYG — Risk / Return Rank
DHI
SPYG
DHI vs. SPYG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for D.R. Horton, Inc. (DHI) and State Street SPDR Portfolio S&P 500 Growth ETF (SPYG). 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.
| DHI | SPYG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.38 | ||
| Sortino ratioReturn per unit of downside risk | -1.71 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.24 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | -0.05 | 1.78 | -1.82 |
| Martin ratioReturn relative to average drawdown | -0.08 | 6.45 | -6.52 |
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Drawdowns
DHI vs. SPYG - Drawdown Comparison
The maximum DHI drawdown since its inception was -88.84%, which is greater than SPYG's maximum drawdown of -67.63%. Use the drawdown chart below to compare losses from any high point for DHI and SPYG.
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Drawdown Indicators
| DHI | SPYG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.84% | -67.63% | -21.21% |
Max Drawdown (1Y)Largest decline over 1 year | -27.56% | -13.76% | -13.80% |
Max Drawdown (3Y)Largest decline over 3 years | -41.28% | -22.14% | -19.14% |
Max Drawdown (5Y)Largest decline over 5 years | -44.45% | -32.67% | -11.78% |
Max Drawdown (10Y)Largest decline over 10 years | -53.62% | -32.67% | -20.95% |
Current DrawdownCurrent decline from peak | -24.07% | -2.28% | -21.79% |
Average DrawdownAverage peak-to-trough decline | -27.88% | -24.20% | -3.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.81% | 3.78% | +13.03% |
Volatility
DHI vs. SPYG - Volatility Comparison
D.R. Horton, Inc. (DHI) has a higher volatility of 9.61% compared to State Street SPDR Portfolio S&P 500 Growth ETF (SPYG) at 6.35%. This indicates that DHI's price experiences larger fluctuations and is considered to be riskier than SPYG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DHI | SPYG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.61% | 6.35% | +3.26% |
Volatility (6M)Calculated over the trailing 6-month period | 25.08% | 14.96% | +10.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.23% | 18.23% | +17.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.61% | 21.53% | +14.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.95% | 20.81% | +15.14% |
Dividends
DHI vs. SPYG - Dividend Comparison
DHI's dividend yield for the trailing twelve months is around 1.19%, more than SPYG's 0.48% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DHI D.R. Horton, Inc. | 1.19% | 1.15% | 0.93% | 0.69% | 1.04% | 0.76% | 1.05% | 1.18% | 1.51% | 0.83% | 1.24% | 0.84% |
SPYG State Street SPDR Portfolio S&P 500 Growth ETF | 0.48% | 0.52% | 0.60% | 1.15% | 1.03% | 0.62% | 0.90% | 1.37% | 1.51% | 1.41% | 1.55% | 1.57% |
Frequently Asked Questions
DHI and SPYG have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DHI has higher volatility (9.61%) compared to SPYG (6.35%). In terms of maximum drawdown, DHI dropped -88.84% vs SPYG's -67.63%.
SPYG currently has the higher Sharpe Ratio (1.34 vs -0.04), 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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