DRD vs. SPYG
DRD (DRDGOLD Limited) is a stock, while SPYG (State Street SPDR Portfolio S&P 500 Growth ETF) is S&P 500 fund tracking the S&P 500 Growth Index. Over the past 10 years, DRD returned 12.86%/yr vs 17.38%/yr for SPYG. Their 0.10 correlation means their historical movements had little consistent relationship.
Performance
DRD vs. SPYG - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DRD achieves a -33.51% return, which is significantly lower than SPYG's 10.06% return. Over the past 10 years, DRD has underperformed SPYG with an annualized return of 12.86%, while SPYG has yielded a comparatively higher 17.38% annualized return.
DRD
- 1D
- -2.06%
- 1M
- -6.76%
- 6M
- -35.20%
- YTD
- -33.51%
- 1Y
- 50.14%
- 3Y*
- 28.33%
- 5Y*
- 18.69%
- 10Y*
- 12.86%
- ALL TIME*
- -2.38%
SPYG
- 1D
- 1.45%
- 1M
- -0.05%
- 6M
- 9.50%
- YTD
- 10.06%
- 1Y
- 21.72%
- 3Y*
- 24.04%
- 5Y*
- 13.28%
- 10Y*
- 17.38%
- ALL TIME*
- 7.45%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $6.33M | $7.00M | $7.91M | |
| $321.11M | $273.47M | $308.09M |
DRD vs. SPYG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DRD DRDGOLD Limited | -33.51% | 267.16% | 11.55% | 13.26% | -7.63% | -23.16% | 141.46% | 153.56% | -35.27% | -37.77% |
SPYG State Street SPDR Portfolio S&P 500 Growth ETF | 10.06% | 22.09% | 35.99% | 30.02% | -29.41% | 32.01% | 33.46% | 30.84% | -0.12% | 27.24% |
Correlation
The correlation between DRD and SPYG is 0.34, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.34 |
Correlation (3Y) Balances recent behavior with more history. | 0.19 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.18 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.11 |
Correlation (All Time) Calculated using the full available price history since Oct 2, 2000 | 0.10 |
Over the past year, DRD and SPYG have become more correlated (0.34) than their long-term average of 0.10, meaning their price movements have been converging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
DRD vs. SPYG — Risk / Return Rank
DRD
SPYG
DRD vs. SPYG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DRDGOLD Limited (DRD) and State Street 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.
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.
| DRD | SPYG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.13 | ||
| Sortino ratioReturn per unit of downside risk | -0.08 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.19 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.14 | 1.42 | -0.28 |
| Martin ratioReturn relative to average drawdown | 2.44 | 5.17 | -2.73 |
Loading charts...
Drawdowns
DRD vs. SPYG - Drawdown Comparison
The maximum DRD drawdown since its inception was -98.44%, which is greater than SPYG's maximum drawdown of -67.63%. Use the drawdown chart below to compare losses from any high point for DRD and SPYG.
Loading charts...
Drawdown Indicators
| DRD | SPYG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.44% | -67.63% | -30.81% |
Max Drawdown (1Y)Largest decline over 1 year | -49.36% | -13.76% | -35.60% |
Max Drawdown (3Y)Largest decline over 3 years | -49.36% | -22.14% | -27.22% |
Max Drawdown (5Y)Largest decline over 5 years | -51.72% | -32.67% | -19.05% |
Max Drawdown (10Y)Largest decline over 10 years | -79.97% | -32.67% | -47.30% |
Current DrawdownCurrent decline from peak | -55.18% | -4.33% | -50.85% |
Average DrawdownAverage peak-to-trough decline | -81.73% | -24.20% | -57.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 23.05% | 3.78% | +19.27% |
Volatility
DRD vs. SPYG - Volatility Comparison
DRDGOLD Limited (DRD) has a higher volatility of 14.36% compared to State Street SPDR Portfolio S&P 500 Growth ETF (SPYG) at 6.08%. 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.
Loading charts...
Volatility by Period
| DRD | SPYG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.36% | 6.08% | +8.28% |
Volatility (6M)Calculated over the trailing 6-month period | 42.40% | 14.85% | +27.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 59.32% | 18.18% | +41.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 51.82% | 21.50% | +30.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 57.39% | 20.79% | +36.60% |
Dividends
DRD vs. SPYG - Dividend Comparison
DRD's dividend yield for the trailing twelve months is around 2.64%, more than SPYG's 0.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DRD DRDGOLD Limited | 2.64% | 1.26% | 2.53% | 5.74% | 5.00% | 6.54% | 4.47% | 2.65% | 2.05% | 1.12% | 6.15% | 3.73% |
SPYG State Street SPDR Portfolio S&P 500 Growth ETF | 0.49% | 0.52% | 0.60% | 1.15% | 1.03% | 0.62% | 0.90% | 1.37% | 1.51% | 1.41% | 1.55% | 1.57% |
Frequently Asked Questions
DRD and SPYG have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DRD has higher volatility (14.36%) compared to SPYG (6.08%). In terms of maximum drawdown, DRD dropped -98.44% vs SPYG's -67.63%.
SPYG currently has the higher Sharpe Ratio (1.08 vs 0.95), 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.
Find the right allocation for DRD and SPYG
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer