DOOO vs. SPY
Compare and contrast key facts about BRP Inc. (DOOO) and SPDR S&P 500 ETF (SPY).
SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DOOO or SPY.
Key characteristics
| DOOO | SPY | |
|---|---|---|
| YTD Return | -29.32% | 25.52% |
| 1Y Return | -27.82% | 37.10% |
| 3Y Return (Ann) | -17.76% | 9.68% |
| 5Y Return (Ann) | 2.65% | 15.68% |
| 10Y Return (Ann) | 13.90% | 13.27% |
| Sharpe Ratio | -0.76 | 3.06 |
| Sortino Ratio | -0.96 | 4.08 |
| Omega Ratio | 0.88 | 1.58 |
| Calmar Ratio | -0.59 | 4.46 |
| Martin Ratio | -1.91 | 20.21 |
| Ulcer Index | 15.31% | 1.86% |
| Daily Std Dev | 38.49% | 12.27% |
| Max Drawdown | -75.49% | -55.19% |
| Current Drawdown | -48.55% | 0.00% |
Correlation
The correlation between DOOO and SPY is 0.40, 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
DOOO vs. SPY - Performance Comparison
In the year-to-date period, DOOO achieves a -29.32% return, which is significantly lower than SPY's 25.52% return. Both investments have delivered pretty close results over the past 10 years, with DOOO having a 13.90% annualized return and SPY not far behind at 13.27%. 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
DOOO vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BRP Inc. (DOOO) and SPDR S&P 500 ETF (SPY). 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
DOOO vs. SPY - Dividend Comparison
DOOO's dividend yield for the trailing twelve months is around 1.19%, which matches SPY's 1.19% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DOOO BRP Inc. | 1.19% | 0.75% | 0.78% | 0.56% | 0.13% | 0.88% | 1.05% | 0.51% | 0.00% | 0.00% | 0.00% | 0.00% |
SPY SPDR S&P 500 ETF | 1.19% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
DOOO vs. SPY - Drawdown Comparison
The maximum DOOO drawdown since its inception was -75.49%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for DOOO and SPY. For additional features, visit the drawdowns tool.
Volatility
DOOO vs. SPY - Volatility Comparison
BRP Inc. (DOOO) has a higher volatility of 10.26% compared to SPDR S&P 500 ETF (SPY) at 3.94%. This indicates that DOOO's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.