PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
DOUG vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DOUG and SPY is 0.41, 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.


-0.50.00.51.00.4

Performance

DOUG vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Douglas Elliman Inc. (DOUG) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

-100.00%-80.00%-60.00%-40.00%-20.00%0.00%20.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
-84.52%
28.22%
DOUG
SPY

Key characteristics

Sharpe Ratio

DOUG:

-0.40

SPY:

2.03

Sortino Ratio

DOUG:

-0.09

SPY:

2.71

Omega Ratio

DOUG:

0.99

SPY:

1.38

Calmar Ratio

DOUG:

-0.38

SPY:

3.02

Martin Ratio

DOUG:

-0.76

SPY:

13.49

Ulcer Index

DOUG:

45.33%

SPY:

1.88%

Daily Std Dev

DOUG:

86.48%

SPY:

12.48%

Max Drawdown

DOUG:

-90.48%

SPY:

-55.19%

Current Drawdown

DOUG:

-84.52%

SPY:

-3.54%

Returns By Period

In the year-to-date period, DOUG achieves a -42.71% return, which is significantly lower than SPY's 24.51% return.


DOUG

YTD

-42.71%

1M

-14.21%

6M

59.43%

1Y

-35.00%

5Y*

N/A

10Y*

N/A

SPY

YTD

24.51%

1M

-0.32%

6M

7.56%

1Y

24.63%

5Y*

14.51%

10Y*

12.94%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

DOUG vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Douglas Elliman Inc. (DOUG) 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.


Sharpe ratio
The chart of Sharpe ratio for DOUG, currently valued at -0.40, compared to the broader market-4.00-2.000.002.00-0.402.03
The chart of Sortino ratio for DOUG, currently valued at -0.09, compared to the broader market-4.00-2.000.002.004.00-0.092.71
The chart of Omega ratio for DOUG, currently valued at 0.99, compared to the broader market0.501.001.502.000.991.38
The chart of Calmar ratio for DOUG, currently valued at -0.38, compared to the broader market0.002.004.006.00-0.383.02
The chart of Martin ratio for DOUG, currently valued at -0.76, compared to the broader market0.0010.0020.00-0.7613.49
DOUG
SPY

The current DOUG Sharpe Ratio is -0.40, which is lower than the SPY Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of DOUG and SPY, 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-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.40
2.03
DOUG
SPY

Dividends

DOUG vs. SPY - Dividend Comparison

DOUG has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 0.87%.


TTM20232022202120202019201820172016201520142013
DOUG
Douglas Elliman Inc.
0.00%1.61%4.91%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPY
SPDR S&P 500 ETF
0.87%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%1.81%

Drawdowns

DOUG vs. SPY - Drawdown Comparison

The maximum DOUG drawdown since its inception was -90.48%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for DOUG and SPY. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-84.52%
-3.54%
DOUG
SPY

Volatility

DOUG vs. SPY - Volatility Comparison

Douglas Elliman Inc. (DOUG) has a higher volatility of 31.78% compared to SPDR S&P 500 ETF (SPY) at 3.64%. This indicates that DOUG'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.


0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
31.78%
3.64%
DOUG
SPY
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab