DLX vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about Deluxe Corporation (DLX) and S&P 500 Index (^GSPC).

Performance

DLX vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Deluxe Corporation (DLX) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

DLX vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DLX Deluxe Corporation	26.35%	5.55%	11.31%	34.92%	-44.40%	13.38%	-38.90%	33.32%	-48.98%	9.17%
^GSPC S&P 500 Index	-3.95%	16.39%	23.31%	24.23%	-19.44%	26.89%	16.26%	28.88%	-6.24%	19.42%

Returns By Period

In the year-to-date period, DLX achieves a 26.35% return, which is significantly higher than ^GSPC's -3.95% return. Over the past 10 years, DLX has underperformed ^GSPC with an annualized return of -3.99%, while ^GSPC has yielded a comparatively higher 12.24% annualized return.

DLX

• 1D: 1.34%
• 1M: 0.25%
• YTD: 26.35%
• 6M: 46.95%
• 1Y: 86.95%
• 3Y*: 27.91%
• 5Y*: -2.88%
• 10Y*: -3.99%

^GSPC

• 1D: 0.72%
• 1M: -4.45%
• YTD: -3.95%
• 6M: -2.02%
• 1Y: 16.73%
• 3Y*: 16.96%
• 5Y*: 10.34%
• 10Y*: 12.24%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

DLX vs. ^GSPC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DLX

DLX Risk / Return Rank: 92
DLX Sharpe Ratio Rank: 90
DLX Sortino Ratio Rank: 93
DLX Omega Ratio Rank: 89
DLX Calmar Ratio Rank: 95
DLX Martin Ratio Rank: 95

^GSPC

^GSPC Risk / Return Rank: 67
^GSPC Sharpe Ratio Rank: 63
^GSPC Sortino Ratio Rank: 64
^GSPC Omega Ratio Rank: 69
^GSPC Calmar Ratio Rank: 60
^GSPC Martin Ratio Rank: 77

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DLX vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Deluxe Corporation (DLX) and S&P 500 Index (^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.

	DLX	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	2.04	0.92	+1.13
Sortino ratio Return per unit of downside risk	3.22	1.41	+1.81
Omega ratio Gain probability vs. loss probability	1.39	1.21	+0.17
Calmar ratio Return relative to maximum drawdown	6.06	1.41	+4.64
Martin ratio Return relative to average drawdown	16.52	6.61	+9.90
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DLX vs. ^GSPC - Sharpe Ratio Comparison

The current DLX Sharpe Ratio is 2.04, which is higher than the ^GSPC Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of DLX and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	DLX	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.04	0.92	+1.13
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.07	0.61	-0.69
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.10	0.68	-0.78
Sharpe Ratio (All Time) Calculated using the full available price history	0.11	0.46	-0.34

Correlation

The correlation between DLX and ^GSPC is 0.51, 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.

Drawdowns

DLX vs. ^GSPC - Drawdown Comparison

The maximum DLX drawdown since its inception was -84.62%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for DLX and ^GSPC.

Drawdown Indicators

	DLX	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-84.62%	-56.78%	-27.84%
Max Drawdown (1Y) Largest decline over 1 year	-14.45%	-12.14%	-2.31%
Max Drawdown (5Y) Largest decline over 5 years	-68.77%	-25.43%	-43.34%
Max Drawdown (10Y) Largest decline over 10 years	-78.61%	-33.92%	-44.69%
Current Drawdown Current decline from peak	-48.11%	-5.78%	-42.33%
Average Drawdown Average peak-to-trough decline	-28.47%	-10.75%	-17.72%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.30%	2.60%	+2.70%

Volatility

DLX vs. ^GSPC - Volatility Comparison

Deluxe Corporation (DLX) has a higher volatility of 7.94% compared to S&P 500 Index (^GSPC) at 5.37%. This indicates that DLX'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.

Volatility by Period

	DLX	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.94%	5.37%	+2.57%
Volatility (6M) Calculated over the trailing 6-month period	27.23%	9.55%	+17.68%
Volatility (1Y) Calculated over the trailing 1-year period	42.80%	18.33%	+24.47%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	38.66%	16.90%	+21.76%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	40.04%	18.05%	+21.99%