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DLX vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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.


-0.50.00.51.00.5

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 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

500.00%1,000.00%1,500.00%2,000.00%JulyAugustSeptemberOctoberNovemberDecember
406.35%
1,826.79%
DLX
^GSPC

Key characteristics

Sharpe Ratio

DLX:

0.48

^GSPC:

2.10

Sortino Ratio

DLX:

0.94

^GSPC:

2.80

Omega Ratio

DLX:

1.12

^GSPC:

1.39

Calmar Ratio

DLX:

0.25

^GSPC:

3.09

Martin Ratio

DLX:

1.47

^GSPC:

13.49

Ulcer Index

DLX:

11.70%

^GSPC:

1.94%

Daily Std Dev

DLX:

35.81%

^GSPC:

12.52%

Max Drawdown

DLX:

-84.62%

^GSPC:

-56.78%

Current Drawdown

DLX:

-61.69%

^GSPC:

-2.62%

Returns By Period

In the year-to-date period, DLX achieves a 9.59% return, which is significantly lower than ^GSPC's 24.34% return. Over the past 10 years, DLX has underperformed ^GSPC with an annualized return of -6.67%, while ^GSPC has yielded a comparatively higher 11.06% annualized return.


DLX

YTD

9.59%

1M

-1.16%

6M

5.54%

1Y

15.74%

5Y*

-11.03%

10Y*

-6.67%

^GSPC

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

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Risk-Adjusted Performance

DLX vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Deluxe Corporation (DLX) 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.


Sharpe ratio
The chart of Sharpe ratio for DLX, currently valued at 0.48, compared to the broader market-4.00-2.000.002.000.482.10
The chart of Sortino ratio for DLX, currently valued at 0.94, compared to the broader market-4.00-2.000.002.004.000.942.80
The chart of Omega ratio for DLX, currently valued at 1.12, compared to the broader market0.501.001.502.001.121.39
The chart of Calmar ratio for DLX, currently valued at 0.25, compared to the broader market0.002.004.006.000.253.09
The chart of Martin ratio for DLX, currently valued at 1.47, compared to the broader market-5.000.005.0010.0015.0020.0025.001.4713.49
DLX
^GSPC

The current DLX Sharpe Ratio is 0.48, which is lower than the ^GSPC Sharpe Ratio of 2.10. 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.


Rolling 12-month Sharpe Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.48
2.10
DLX
^GSPC

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. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-61.69%
-2.62%
DLX
^GSPC

Volatility

DLX vs. ^GSPC - Volatility Comparison

Deluxe Corporation (DLX) has a higher volatility of 8.78% compared to S&P 500 (^GSPC) at 3.79%. 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.


0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
8.78%
3.79%
DLX
^GSPC
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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