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DOYU vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DOYU and SPY is 0.34, 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.


-0.50.00.51.00.3

Performance

DOYU vs. SPY - Performance Comparison

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

-60.00%-40.00%-20.00%0.00%20.00%SeptemberOctoberNovemberDecember2025February
-2.47%
17.25%
DOYU
SPY

Key characteristics

Sharpe Ratio

DOYU:

1.22

SPY:

1.87

Sortino Ratio

DOYU:

2.01

SPY:

2.51

Omega Ratio

DOYU:

1.36

SPY:

1.34

Calmar Ratio

DOYU:

1.17

SPY:

2.83

Martin Ratio

DOYU:

3.83

SPY:

11.76

Ulcer Index

DOYU:

29.58%

SPY:

2.02%

Daily Std Dev

DOYU:

93.06%

SPY:

12.72%

Max Drawdown

DOYU:

-96.56%

SPY:

-55.19%

Current Drawdown

DOYU:

-91.72%

SPY:

-0.91%

Returns By Period

In the year-to-date period, DOYU achieves a 41.75% return, which is significantly higher than SPY's 3.10% return.


DOYU

YTD

41.75%

1M

46.59%

6M

-2.52%

1Y

109.08%

5Y*

-28.74%

10Y*

N/A

SPY

YTD

3.10%

1M

1.49%

6M

17.25%

1Y

23.89%

5Y*

14.49%

10Y*

13.38%

*Annualized

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

DOYU vs. SPY — Risk-Adjusted Performance Rank

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

DOYU
The Risk-Adjusted Performance Rank of DOYU is 8282
Overall Rank
The Sharpe Ratio Rank of DOYU is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of DOYU is 8080
Sortino Ratio Rank
The Omega Ratio Rank of DOYU is 8989
Omega Ratio Rank
The Calmar Ratio Rank of DOYU is 8282
Calmar Ratio Rank
The Martin Ratio Rank of DOYU is 7676
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 7979
Overall Rank
The Sharpe Ratio Rank of SPY is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 7676
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 7878
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 8080
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 8282
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.

DOYU vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DouYu International Holdings Limited (DOYU) 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 DOYU, currently valued at 1.22, compared to the broader market-2.000.002.004.001.221.87
The chart of Sortino ratio for DOYU, currently valued at 2.01, compared to the broader market-4.00-2.000.002.004.002.012.51
The chart of Omega ratio for DOYU, currently valued at 1.36, compared to the broader market0.501.001.502.001.361.34
The chart of Calmar ratio for DOYU, currently valued at 1.17, compared to the broader market0.002.004.006.001.172.83
The chart of Martin ratio for DOYU, currently valued at 3.83, compared to the broader market0.0010.0020.0030.003.8311.76
DOYU
SPY

The current DOYU Sharpe Ratio is 1.22, which is lower than the SPY Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of DOYU 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 Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
1.22
1.87
DOYU
SPY

Dividends

DOYU vs. SPY - Dividend Comparison

DOYU's dividend yield for the trailing twelve months is around 61.42%, more than SPY's 1.17% yield.


TTM20242023202220212020201920182017201620152014
DOYU
DouYu International Holdings Limited
61.42%87.07%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
1.17%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

DOYU vs. SPY - Drawdown Comparison

The maximum DOYU drawdown since its inception was -96.56%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for DOYU and SPY. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-91.72%
-0.91%
DOYU
SPY

Volatility

DOYU vs. SPY - Volatility Comparison

DouYu International Holdings Limited (DOYU) has a higher volatility of 27.72% compared to SPDR S&P 500 ETF (SPY) at 3.87%. This indicates that DOYU'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%20.00%40.00%60.00%80.00%SeptemberOctoberNovemberDecember2025February
27.72%
3.87%
DOYU
SPY
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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.

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