DOUG vs. SPY
DOUG (Douglas Elliman Inc.) is a stock, while SPY (State Street SPDR S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 3 years, DOUG returned -9.18%/yr vs 20.21%/yr for SPY. At a 0.40 correlation, their price movements are largely independent.
Performance
DOUG vs. SPY - Performance Comparison
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Returns By Period
In the year-to-date period, DOUG achieves a -21.94% return, which is significantly lower than SPY's 10.84% return.
DOUG
- 1D
- 1.09%
- 1M
- 8.19%
- 6M
- -26.88%
- YTD
- -21.94%
- 1Y
- -25.10%
- 3Y*
- -9.18%
- 5Y*
- —
- 10Y*
- —
SPY
- 1D
- 0.36%
- 1M
- 1.62%
- 6M
- 8.94%
- YTD
- 10.84%
- 1Y
- 21.66%
- 3Y*
- 20.21%
- 5Y*
- 13.10%
- 10Y*
- 15.12%
DOUG vs. SPY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
DOUG Douglas Elliman Inc. | -21.94% | 41.92% | -43.39% | -20.91% | -63.17% | 15.00% |
SPY State Street SPDR S&P 500 ETF | 10.84% | 17.72% | 24.89% | 26.18% | -18.18% | -0.53% |
Correlation
The correlation between DOUG and SPY is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Dec 30, 2021 | 0.40 |
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Return for Risk
DOUG vs. SPY — Risk / Return Rank
DOUG
SPY
DOUG vs. SPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Douglas Elliman Inc. (DOUG) and State Street 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DOUG | SPY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.10 | ||
| Sortino ratioReturn per unit of downside risk | -2.46 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.31 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | -0.51 | 2.45 | -2.95 |
| Martin ratioReturn relative to average drawdown | -0.88 | 10.67 | -11.55 |
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Drawdowns
DOUG vs. SPY - Drawdown Comparison
The maximum DOUG drawdown since its inception was -90.26%, 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.
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Drawdown Indicators
| DOUG | SPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.26% | -55.19% | -35.07% |
Max Drawdown (1Y)Largest decline over 1 year | -49.84% | -8.88% | -40.96% |
Max Drawdown (3Y)Largest decline over 3 years | -66.45% | -18.76% | -47.69% |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.50% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.72% | — |
Current DrawdownCurrent decline from peak | -82.68% | -0.76% | -81.92% |
Average DrawdownAverage peak-to-trough decline | -73.03% | -9.02% | -64.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 28.58% | 2.04% | +26.54% |
Volatility
DOUG vs. SPY - Volatility Comparison
Douglas Elliman Inc. (DOUG) has a higher volatility of 12.63% compared to State Street SPDR S&P 500 ETF (SPY) at 3.96%. 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.
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Volatility by Period
| DOUG | SPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.63% | 3.96% | +8.67% |
Volatility (6M)Calculated over the trailing 6-month period | 51.75% | 10.00% | +41.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 68.88% | 12.58% | +56.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 71.53% | 17.17% | +54.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 71.53% | 17.93% | +53.60% |
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 1.00%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DOUG Douglas Elliman Inc. | 0.00% | 0.00% | 0.00% | 3.31% | 4.91% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPY State Street SPDR S&P 500 ETF | 1.00% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
Frequently Asked Questions
DOUG and SPY have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DOUG has higher volatility (12.63%) compared to SPY (3.96%). In terms of maximum drawdown, DOUG dropped -90.26% vs SPY's -55.19%.
SPY currently has the higher Sharpe Ratio (1.73 vs -0.37), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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