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DSG.TO vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DSG.TO and VOO is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

DSG.TO vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Descartes Systems Group Inc. (DSG.TO) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
15.88%
9.70%
DSG.TO
VOO

Key characteristics

Sharpe Ratio

DSG.TO:

1.63

VOO:

1.98

Sortino Ratio

DSG.TO:

2.16

VOO:

2.65

Omega Ratio

DSG.TO:

1.30

VOO:

1.36

Calmar Ratio

DSG.TO:

3.28

VOO:

2.98

Martin Ratio

DSG.TO:

10.45

VOO:

12.44

Ulcer Index

DSG.TO:

3.74%

VOO:

2.02%

Daily Std Dev

DSG.TO:

23.87%

VOO:

12.69%

Max Drawdown

DSG.TO:

-99.00%

VOO:

-33.99%

Current Drawdown

DSG.TO:

-5.79%

VOO:

0.00%

Returns By Period

In the year-to-date period, DSG.TO achieves a 1.10% return, which is significantly lower than VOO's 4.06% return. Over the past 10 years, DSG.TO has outperformed VOO with an annualized return of 24.17%, while VOO has yielded a comparatively lower 13.25% annualized return.


DSG.TO

YTD

1.10%

1M

-1.42%

6M

20.57%

1Y

41.13%

5Y*

22.10%

10Y*

24.17%

VOO

YTD

4.06%

1M

2.04%

6M

9.70%

1Y

23.75%

5Y*

14.34%

10Y*

13.25%

*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

DSG.TO vs. VOO — Risk-Adjusted Performance Rank

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

DSG.TO
The Risk-Adjusted Performance Rank of DSG.TO is 8787
Overall Rank
The Sharpe Ratio Rank of DSG.TO is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of DSG.TO is 8181
Sortino Ratio Rank
The Omega Ratio Rank of DSG.TO is 8181
Omega Ratio Rank
The Calmar Ratio Rank of DSG.TO is 9595
Calmar Ratio Rank
The Martin Ratio Rank of DSG.TO is 9292
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7979
Overall Rank
The Sharpe Ratio Rank of VOO is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7676
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7979
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 8080
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8383
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.

DSG.TO vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Descartes Systems Group Inc. (DSG.TO) and Vanguard S&P 500 ETF (VOO). 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 DSG.TO, currently valued at 1.46, compared to the broader market-2.000.002.004.001.461.75
The chart of Sortino ratio for DSG.TO, currently valued at 1.94, compared to the broader market-6.00-4.00-2.000.002.004.006.001.942.35
The chart of Omega ratio for DSG.TO, currently valued at 1.27, compared to the broader market0.501.001.502.001.271.33
The chart of Calmar ratio for DSG.TO, currently valued at 3.58, compared to the broader market0.002.004.006.003.582.58
The chart of Martin ratio for DSG.TO, currently valued at 8.73, compared to the broader market-10.000.0010.0020.0030.008.7310.73
DSG.TO
VOO

The current DSG.TO Sharpe Ratio is 1.63, which is comparable to the VOO Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of DSG.TO and VOO, 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 Ratio1.001.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
1.46
1.75
DSG.TO
VOO

Dividends

DSG.TO vs. VOO - Dividend Comparison

DSG.TO has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.20%.


TTM20242023202220212020201920182017201620152014
DSG.TO
The Descartes Systems Group Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.20%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

DSG.TO vs. VOO - Drawdown Comparison

The maximum DSG.TO drawdown since its inception was -99.00%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for DSG.TO and VOO. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-4.93%
0
DSG.TO
VOO

Volatility

DSG.TO vs. VOO - Volatility Comparison

The Descartes Systems Group Inc. (DSG.TO) has a higher volatility of 8.15% compared to Vanguard S&P 500 ETF (VOO) at 3.12%. This indicates that DSG.TO's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%SeptemberOctoberNovemberDecember2025February
8.15%
3.12%
DSG.TO
VOO
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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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