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

Correlation

The correlation between DQ and SPY is 0.32, 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

DQ vs. SPY - Performance Comparison

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

-20.00%0.00%20.00%40.00%60.00%80.00%AugustSeptemberOctoberNovemberDecember2025
15.67%
7.95%
DQ
SPY

Key characteristics

Sharpe Ratio

DQ:

-0.20

SPY:

2.03

Sortino Ratio

DQ:

0.24

SPY:

2.71

Omega Ratio

DQ:

1.03

SPY:

1.38

Calmar Ratio

DQ:

-0.18

SPY:

3.09

Martin Ratio

DQ:

-0.49

SPY:

12.94

Ulcer Index

DQ:

32.51%

SPY:

2.01%

Daily Std Dev

DQ:

77.47%

SPY:

12.78%

Max Drawdown

DQ:

-94.98%

SPY:

-55.19%

Current Drawdown

DQ:

-84.48%

SPY:

-2.14%

Returns By Period

In the year-to-date period, DQ achieves a -0.93% return, which is significantly lower than SPY's 1.14% return. Over the past 10 years, DQ has outperformed SPY with an annualized return of 16.78%, while SPY has yielded a comparatively lower 13.38% annualized return.


DQ

YTD

-0.93%

1M

11.91%

6M

17.08%

1Y

-9.96%

5Y*

12.47%

10Y*

16.78%

SPY

YTD

1.14%

1M

-1.98%

6M

7.12%

1Y

26.42%

5Y*

14.07%

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

DQ vs. SPY — Risk-Adjusted Performance Rank

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

DQ
The Risk-Adjusted Performance Rank of DQ is 3939
Overall Rank
The Sharpe Ratio Rank of DQ is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of DQ is 4141
Sortino Ratio Rank
The Omega Ratio Rank of DQ is 4040
Omega Ratio Rank
The Calmar Ratio Rank of DQ is 3737
Calmar Ratio Rank
The Martin Ratio Rank of DQ is 3838
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 8383
Overall Rank
The Sharpe Ratio Rank of SPY is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 8080
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 8282
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 8383
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 8585
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.

DQ vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Daqo New Energy Corp. (DQ) 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 DQ, currently valued at -0.20, compared to the broader market-2.000.002.00-0.202.03
The chart of Sortino ratio for DQ, currently valued at 0.24, compared to the broader market-4.00-2.000.002.004.000.242.71
The chart of Omega ratio for DQ, currently valued at 1.03, compared to the broader market0.501.001.502.001.031.38
The chart of Calmar ratio for DQ, currently valued at -0.18, compared to the broader market0.002.004.006.00-0.183.09
The chart of Martin ratio for DQ, currently valued at -0.49, compared to the broader market-30.00-20.00-10.000.0010.0020.00-0.4912.94
DQ
SPY

The current DQ Sharpe Ratio is -0.20, which is lower than the SPY Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of DQ 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-1.000.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
-0.20
2.03
DQ
SPY

Dividends

DQ vs. SPY - Dividend Comparison

DQ has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.19%.


TTM20242023202220212020201920182017201620152014
DQ
Daqo New Energy Corp.
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
1.19%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

DQ vs. SPY - Drawdown Comparison

The maximum DQ drawdown since its inception was -94.98%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for DQ and SPY. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-84.48%
-2.14%
DQ
SPY

Volatility

DQ vs. SPY - Volatility Comparison

Daqo New Energy Corp. (DQ) has a higher volatility of 16.85% compared to SPDR S&P 500 ETF (SPY) at 5.01%. This indicates that DQ'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%50.00%AugustSeptemberOctoberNovemberDecember2025
16.85%
5.01%
DQ
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 © 2025 PortfoliosLab