DHL.DE vs. ^GSPC
Compare and contrast key facts about Deutsche Post AG (DHL.DE) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DHL.DE or ^GSPC.
Key characteristics
DHL.DE | ^GSPC | |
---|---|---|
YTD Return | -5.82% | 11.05% |
1Y Return | 3.39% | 27.37% |
3Y Return (Ann) | -3.12% | 8.37% |
5Y Return (Ann) | 11.64% | 13.14% |
10Y Return (Ann) | 8.27% | 10.90% |
Sharpe Ratio | -0.02 | 2.49 |
Daily Std Dev | 20.52% | 11.59% |
Max Drawdown | -72.08% | -56.78% |
Current Drawdown | -23.98% | -0.21% |
Correlation
The correlation between DHL.DE and ^GSPC is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
DHL.DE vs. ^GSPC - Performance Comparison
In the year-to-date period, DHL.DE achieves a -5.82% return, which is significantly lower than ^GSPC's 11.05% return. Over the past 10 years, DHL.DE has underperformed ^GSPC with an annualized return of 8.27%, while ^GSPC has yielded a comparatively higher 10.90% 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
DHL.DE vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Deutsche Post AG (DHL.DE) and S&P 500 (^GSPC). 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.
Drawdowns
DHL.DE vs. ^GSPC - Drawdown Comparison
The maximum DHL.DE drawdown since its inception was -72.08%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for DHL.DE and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
DHL.DE vs. ^GSPC - Volatility Comparison
Deutsche Post AG (DHL.DE) has a higher volatility of 4.42% compared to S&P 500 (^GSPC) at 3.40%. This indicates that DHL.DE's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.