DSGX vs. SPY
Compare and contrast key facts about The Descartes Systems Group Inc. (DSGX) 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: DSGX or SPY.
Correlation
The correlation between DSGX and SPY is 0.36, 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
DSGX vs. SPY - Performance Comparison
Key characteristics
DSGX:
0.53
SPY:
0.26
DSGX:
0.87
SPY:
0.52
DSGX:
1.12
SPY:
1.08
DSGX:
0.62
SPY:
0.28
DSGX:
1.96
SPY:
1.32
DSGX:
7.37%
SPY:
3.91%
DSGX:
27.41%
SPY:
19.59%
DSGX:
-98.95%
SPY:
-55.19%
DSGX:
-16.95%
SPY:
-12.63%
Returns By Period
In the year-to-date period, DSGX achieves a -10.44% return, which is significantly lower than SPY's -8.62% return. Over the past 10 years, DSGX has outperformed SPY with an annualized return of 20.12%, while SPY has yielded a comparatively lower 11.71% annualized return.
DSGX
-10.44%
2.36%
-3.75%
14.69%
21.01%
20.12%
SPY
-8.62%
-4.84%
-7.29%
5.85%
15.19%
11.71%
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Risk-Adjusted Performance
DSGX vs. SPY — Risk-Adjusted Performance Rank
DSGX
SPY
DSGX vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for The Descartes Systems Group Inc. (DSGX) 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
DSGX vs. SPY - Dividend Comparison
DSGX has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.34%.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DSGX 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% |
SPY SPDR S&P 500 ETF | 1.34% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
DSGX vs. SPY - Drawdown Comparison
The maximum DSGX drawdown since its inception was -98.95%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for DSGX and SPY. For additional features, visit the drawdowns tool.
Volatility
DSGX vs. SPY - Volatility Comparison
The current volatility for The Descartes Systems Group Inc. (DSGX) is 12.65%, while SPDR S&P 500 ETF (SPY) has a volatility of 14.63%. This indicates that DSGX experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.