DORM vs. SPY
Compare and contrast key facts about Dorman Products, Inc. (DORM) 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: DORM or SPY.
Correlation
The correlation between DORM and SPY is 0.29, 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
DORM vs. SPY - Performance Comparison
Key characteristics
DORM:
1.77
SPY:
1.97
DORM:
3.15
SPY:
2.64
DORM:
1.36
SPY:
1.36
DORM:
1.65
SPY:
2.97
DORM:
9.68
SPY:
12.34
DORM:
5.76%
SPY:
2.03%
DORM:
31.49%
SPY:
12.68%
DORM:
-88.99%
SPY:
-55.19%
DORM:
-11.31%
SPY:
-0.01%
Returns By Period
In the year-to-date period, DORM achieves a -2.22% return, which is significantly lower than SPY's 4.03% return. Over the past 10 years, DORM has underperformed SPY with an annualized return of 10.33%, while SPY has yielded a comparatively higher 13.22% annualized return.
DORM
-2.22%
-1.55%
20.13%
50.74%
11.80%
10.33%
SPY
4.03%
2.85%
10.70%
23.01%
14.30%
13.22%
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Risk-Adjusted Performance
DORM vs. SPY — Risk-Adjusted Performance Rank
DORM
SPY
DORM vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dorman Products, Inc. (DORM) 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
DORM vs. SPY - Dividend Comparison
DORM has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.16%.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DORM Dorman Products, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPY SPDR S&P 500 ETF | 1.16% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
DORM vs. SPY - Drawdown Comparison
The maximum DORM drawdown since its inception was -88.99%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for DORM and SPY. For additional features, visit the drawdowns tool.
Volatility
DORM vs. SPY - Volatility Comparison
Dorman Products, Inc. (DORM) has a higher volatility of 4.76% compared to SPDR S&P 500 ETF (SPY) at 3.15%. This indicates that DORM'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.