DRX.TO vs. SPY
Compare and contrast key facts about ADF Group Inc. (DRX.TO) and SPDR S&P 500 ETF (SPY).
SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DRX.TO or SPY.
Key characteristics
| DRX.TO | SPY | |
|---|---|---|
| YTD Return | 104.33% | 6.26% |
| 1Y Return | 562.14% | 26.32% |
| 3Y Return (Ann) | 111.29% | 8.03% |
| 5Y Return (Ann) | 66.99% | 13.23% |
| 10Y Return (Ann) | 19.24% | 12.44% |
| Sharpe Ratio | 9.45 | 2.21 |
| Daily Std Dev | 59.83% | 11.67% |
| Max Drawdown | -98.27% | -55.19% |
| Current Drawdown | -5.36% | -3.76% |
Correlation
The correlation between DRX.TO and SPY is 0.16, 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.
Performance
DRX.TO vs. SPY - Performance Comparison
In the year-to-date period, DRX.TO achieves a 104.33% return, which is significantly higher than SPY's 6.26% return. Over the past 10 years, DRX.TO has outperformed SPY with an annualized return of 19.24%, while SPY has yielded a comparatively lower 12.44% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
DRX.TO vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ADF Group Inc. (DRX.TO) 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.
Dividends
DRX.TO vs. SPY - Dividend Comparison
DRX.TO's dividend yield for the trailing twelve months is around 0.21%, less than SPY's 1.34% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DRX.TO ADF Group Inc. | 0.14% | 0.29% | 0.95% | 1.24% | 1.34% | 1.54% | 1.94% | 0.93% | 0.69% | 0.68% | 0.86% | 0.71% |
SPY SPDR S&P 500 ETF | 1.34% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
DRX.TO vs. SPY - Drawdown Comparison
The maximum DRX.TO drawdown since its inception was -98.27%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for DRX.TO and SPY. For additional features, visit the drawdowns tool.
Volatility
DRX.TO vs. SPY - Volatility Comparison
ADF Group Inc. (DRX.TO) has a higher volatility of 24.56% compared to SPDR S&P 500 ETF (SPY) at 3.55%. This indicates that DRX.TO'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.