DNOPY vs. XLG
Compare and contrast key facts about Dino Polska S.A (DNOPY) and Invesco S&P 500® Top 50 ETF (XLG).
XLG is a passively managed fund by Invesco that tracks the performance of the Russell Top 50 Index. It was launched on May 10, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DNOPY or XLG.
Key characteristics
| DNOPY | XLG | |
|---|---|---|
| YTD Return | -17.81% | 32.48% |
| 1Y Return | -13.42% | 38.33% |
| 3Y Return (Ann) | 0.75% | 12.32% |
| Sharpe Ratio | -0.29 | 2.76 |
| Sortino Ratio | -0.10 | 3.59 |
| Omega Ratio | 0.99 | 1.51 |
| Calmar Ratio | -0.40 | 3.58 |
| Martin Ratio | -0.69 | 14.90 |
| Ulcer Index | 20.70% | 2.72% |
| Daily Std Dev | 48.72% | 14.68% |
| Max Drawdown | -47.79% | -52.39% |
| Current Drawdown | -21.61% | -0.30% |
Correlation
The correlation between DNOPY and XLG is 0.08, 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
DNOPY vs. XLG - Performance Comparison
In the year-to-date period, DNOPY achieves a -17.81% return, which is significantly lower than XLG's 32.48% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
DNOPY vs. XLG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dino Polska S.A (DNOPY) and Invesco S&P 500® Top 50 ETF (XLG). 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
DNOPY vs. XLG - Dividend Comparison
DNOPY has not paid dividends to shareholders, while XLG's dividend yield for the trailing twelve months is around 0.72%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DNOPY Dino Polska S.A | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XLG Invesco S&P 500® Top 50 ETF | 0.72% | 0.97% | 1.34% | 0.94% | 1.25% | 1.58% | 2.00% | 1.85% | 2.00% | 2.09% | 1.97% | 1.97% |
Drawdowns
DNOPY vs. XLG - Drawdown Comparison
The maximum DNOPY drawdown since its inception was -47.79%, smaller than the maximum XLG drawdown of -52.39%. Use the drawdown chart below to compare losses from any high point for DNOPY and XLG. For additional features, visit the drawdowns tool.
Volatility
DNOPY vs. XLG - Volatility Comparison
Dino Polska S.A (DNOPY) has a higher volatility of 14.96% compared to Invesco S&P 500® Top 50 ETF (XLG) at 4.49%. This indicates that DNOPY's price experiences larger fluctuations and is considered to be riskier than XLG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.