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DRD vs. SPYG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DRD and SPYG is 0.10, 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.


-0.50.00.51.00.1

Performance

DRD vs. SPYG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DRDGOLD Limited (DRD) and SPDR Portfolio S&P 500 Growth ETF (SPYG). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
23.95%
24.04%
DRD
SPYG

Key characteristics

Sharpe Ratio

DRD:

0.85

SPYG:

1.75

Sortino Ratio

DRD:

1.43

SPYG:

2.31

Omega Ratio

DRD:

1.18

SPYG:

1.32

Calmar Ratio

DRD:

0.48

SPYG:

2.49

Martin Ratio

DRD:

2.86

SPYG:

9.56

Ulcer Index

DRD:

14.60%

SPYG:

3.32%

Daily Std Dev

DRD:

49.15%

SPYG:

18.13%

Max Drawdown

DRD:

-98.54%

SPYG:

-67.79%

Current Drawdown

DRD:

-77.74%

SPYG:

-1.69%

Returns By Period

In the year-to-date period, DRD achieves a 26.07% return, which is significantly higher than SPYG's 3.31% return. Over the past 10 years, DRD has outperformed SPYG with an annualized return of 22.53%, while SPYG has yielded a comparatively lower 15.57% annualized return.


DRD

YTD

26.07%

1M

26.07%

6M

23.95%

1Y

43.19%

5Y*

18.41%

10Y*

22.53%

SPYG

YTD

3.31%

1M

0.50%

6M

24.04%

1Y

31.73%

5Y*

16.54%

10Y*

15.57%

*Annualized

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Risk-Adjusted Performance

DRD vs. SPYG — Risk-Adjusted Performance Rank

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

DRD
The Risk-Adjusted Performance Rank of DRD is 7070
Overall Rank
The Sharpe Ratio Rank of DRD is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of DRD is 6969
Sortino Ratio Rank
The Omega Ratio Rank of DRD is 6868
Omega Ratio Rank
The Calmar Ratio Rank of DRD is 6767
Calmar Ratio Rank
The Martin Ratio Rank of DRD is 7171
Martin Ratio Rank

SPYG
The Risk-Adjusted Performance Rank of SPYG is 7373
Overall Rank
The Sharpe Ratio Rank of SPYG is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of SPYG is 7070
Sortino Ratio Rank
The Omega Ratio Rank of SPYG is 7373
Omega Ratio Rank
The Calmar Ratio Rank of SPYG is 7474
Calmar Ratio Rank
The Martin Ratio Rank of SPYG is 7474
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.

DRD vs. SPYG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DRDGOLD Limited (DRD) and SPDR Portfolio S&P 500 Growth ETF (SPYG). 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 DRD, currently valued at 0.85, compared to the broader market-2.000.002.004.000.851.75
The chart of Sortino ratio for DRD, currently valued at 1.43, compared to the broader market-4.00-2.000.002.004.001.432.31
The chart of Omega ratio for DRD, currently valued at 1.18, compared to the broader market0.501.001.502.001.181.32
The chart of Calmar ratio for DRD, currently valued at 0.53, compared to the broader market0.002.004.006.000.532.49
The chart of Martin ratio for DRD, currently valued at 2.86, compared to the broader market0.005.0010.0015.0020.0025.0030.002.869.56
DRD
SPYG

The current DRD Sharpe Ratio is 0.85, which is lower than the SPYG Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of DRD and SPYG, 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 Ratio0.001.002.003.00SeptemberOctoberNovemberDecember2025February
0.85
1.75
DRD
SPYG

Dividends

DRD vs. SPYG - Dividend Comparison

DRD's dividend yield for the trailing twelve months is around 2.01%, more than SPYG's 0.58% yield.


TTM20242023202220212020201920182017201620152014
DRD
DRDGOLD Limited
2.01%2.54%5.75%5.01%6.53%4.47%2.65%2.07%1.20%7.60%4.50%1.17%
SPYG
SPDR Portfolio S&P 500 Growth ETF
0.58%0.60%1.15%1.03%0.62%0.90%1.36%1.51%1.41%1.55%1.57%1.37%

Drawdowns

DRD vs. SPYG - Drawdown Comparison

The maximum DRD drawdown since its inception was -98.54%, which is greater than SPYG's maximum drawdown of -67.79%. Use the drawdown chart below to compare losses from any high point for DRD and SPYG. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-64.91%
-1.69%
DRD
SPYG

Volatility

DRD vs. SPYG - Volatility Comparison

DRDGOLD Limited (DRD) has a higher volatility of 15.07% compared to SPDR Portfolio S&P 500 Growth ETF (SPYG) at 6.35%. This indicates that DRD's price experiences larger fluctuations and is considered to be riskier than SPYG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
15.07%
6.35%
DRD
SPYG
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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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