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DNP vs. SPYI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DNP and SPYI 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.


-0.50.00.51.0
Correlation: 0.4

Performance

DNP vs. SPYI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DNP Select Income Fund Inc. (DNP) and NEOS S&P 500 High Income ETF (SPYI). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%December2025FebruaryMarchAprilMay
5.08%
35.00%
DNP
SPYI

Key characteristics

Sharpe Ratio

DNP:

1.20

SPYI:

0.74

Sortino Ratio

DNP:

1.71

SPYI:

1.14

Omega Ratio

DNP:

1.22

SPYI:

1.19

Calmar Ratio

DNP:

0.88

SPYI:

0.77

Martin Ratio

DNP:

4.26

SPYI:

3.31

Ulcer Index

DNP:

4.67%

SPYI:

3.81%

Daily Std Dev

DNP:

16.62%

SPYI:

16.99%

Max Drawdown

DNP:

-48.49%

SPYI:

-16.47%

Current Drawdown

DNP:

-2.28%

SPYI:

-5.55%

Returns By Period

In the year-to-date period, DNP achieves a 11.83% return, which is significantly higher than SPYI's -1.56% return.


DNP

YTD

11.83%

1M

6.56%

6M

7.45%

1Y

19.61%

5Y*

6.53%

10Y*

6.67%

SPYI

YTD

-1.56%

1M

11.34%

6M

0.53%

1Y

11.00%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

DNP vs. SPYI — Risk-Adjusted Performance Rank

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

DNP
The Risk-Adjusted Performance Rank of DNP is 8282
Overall Rank
The Sharpe Ratio Rank of DNP is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of DNP is 8080
Sortino Ratio Rank
The Omega Ratio Rank of DNP is 7979
Omega Ratio Rank
The Calmar Ratio Rank of DNP is 8181
Calmar Ratio Rank
The Martin Ratio Rank of DNP is 8484
Martin Ratio Rank

SPYI
The Risk-Adjusted Performance Rank of SPYI is 6969
Overall Rank
The Sharpe Ratio Rank of SPYI is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of SPYI is 6565
Sortino Ratio Rank
The Omega Ratio Rank of SPYI is 7373
Omega Ratio Rank
The Calmar Ratio Rank of SPYI is 7070
Calmar Ratio Rank
The Martin Ratio Rank of SPYI is 7272
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DNP vs. SPYI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DNP Select Income Fund Inc. (DNP) and NEOS S&P 500 High Income ETF (SPYI). 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.


The chart of Sharpe ratio for DNP, currently valued at 1.20, compared to the broader market-2.00-1.000.001.002.003.00
DNP: 1.20
SPYI: 0.74
The chart of Sortino ratio for DNP, currently valued at 1.71, compared to the broader market-6.00-4.00-2.000.002.004.00
DNP: 1.71
SPYI: 1.14
The chart of Omega ratio for DNP, currently valued at 1.22, compared to the broader market0.501.001.502.00
DNP: 1.22
SPYI: 1.19
The chart of Calmar ratio for DNP, currently valued at 0.88, compared to the broader market0.001.002.003.004.005.00
DNP: 0.88
SPYI: 0.77
The chart of Martin ratio for DNP, currently valued at 4.26, compared to the broader market-10.000.0010.0020.00
DNP: 4.26
SPYI: 3.31

The current DNP Sharpe Ratio is 1.20, which is higher than the SPYI Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of DNP and SPYI, 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 Ratio-0.500.000.501.001.502.002.503.00December2025FebruaryMarchAprilMay
1.20
0.74
DNP
SPYI

Dividends

DNP vs. SPYI - Dividend Comparison

DNP's dividend yield for the trailing twelve months is around 8.12%, less than SPYI's 12.78% yield.


TTM20242023202220212020201920182017201620152014
DNP
DNP Select Income Fund Inc.
8.12%8.84%9.20%6.93%7.18%7.60%6.11%7.50%7.22%7.62%8.71%7.39%
SPYI
NEOS S&P 500 High Income ETF
12.78%12.04%12.01%4.10%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

DNP vs. SPYI - Drawdown Comparison

The maximum DNP drawdown since its inception was -48.49%, which is greater than SPYI's maximum drawdown of -16.47%. Use the drawdown chart below to compare losses from any high point for DNP and SPYI. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-2.28%
-5.55%
DNP
SPYI

Volatility

DNP vs. SPYI - Volatility Comparison

The current volatility for DNP Select Income Fund Inc. (DNP) is 9.24%, while NEOS S&P 500 High Income ETF (SPYI) has a volatility of 13.23%. This indicates that DNP experiences smaller price fluctuations and is considered to be less risky than SPYI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
9.24%
13.23%
DNP
SPYI