DHI vs. SPYG
Compare and contrast key facts about D.R. Horton, Inc. (DHI) and SPDR Portfolio S&P 500 Growth ETF (SPYG).
SPYG is a passively managed fund by State Street that tracks the performance of the S&P 500 Growth Index. It was launched on Sep 25, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DHI or SPYG.
Key characteristics
| DHI | SPYG | |
|---|---|---|
| YTD Return | -6.05% | 8.25% |
| 1Y Return | 32.58% | 26.51% |
| 3Y Return (Ann) | 14.31% | 6.31% |
| 5Y Return (Ann) | 27.68% | 14.22% |
| 10Y Return (Ann) | 21.31% | 13.98% |
| Sharpe Ratio | 1.10 | 1.92 |
| Daily Std Dev | 29.61% | 13.88% |
| Max Drawdown | -88.85% | -67.79% |
| Current Drawdown | -13.41% | -4.62% |
Correlation
The correlation between DHI and SPYG is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
DHI vs. SPYG - Performance Comparison
In the year-to-date period, DHI achieves a -6.05% return, which is significantly lower than SPYG's 8.25% return. Over the past 10 years, DHI has outperformed SPYG with an annualized return of 21.31%, while SPYG has yielded a comparatively lower 13.98% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
DHI vs. SPYG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for D.R. Horton, Inc. (DHI) and 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.
Dividends
DHI vs. SPYG - Dividend Comparison
DHI's dividend yield for the trailing twelve months is around 0.98%, more than SPYG's 0.96% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DHI D.R. Horton, Inc. | 0.81% | 0.69% | 1.04% | 0.76% | 1.05% | 1.18% | 1.51% | 0.83% | 1.24% | 0.84% | 0.79% | 0.00% |
SPYG SPDR Portfolio S&P 500 Growth ETF | 0.96% | 1.15% | 1.03% | 0.62% | 0.90% | 1.37% | 1.51% | 1.41% | 1.55% | 1.57% | 1.37% | 1.42% |
Drawdowns
DHI vs. SPYG - Drawdown Comparison
The maximum DHI drawdown since its inception was -88.85%, which is greater than SPYG's maximum drawdown of -67.79%. Use the drawdown chart below to compare losses from any high point for DHI and SPYG. For additional features, visit the drawdowns tool.
Volatility
DHI vs. SPYG - Volatility Comparison
D.R. Horton, Inc. (DHI) has a higher volatility of 9.54% compared to SPDR Portfolio S&P 500 Growth ETF (SPYG) at 5.59%. 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.