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:
1.63
SPY:
2.21
DSGX:
2.15
SPY:
2.93
DSGX:
1.29
SPY:
1.41
DSGX:
3.18
SPY:
3.26
DSGX:
10.34
SPY:
14.43
DSGX:
3.73%
SPY:
1.90%
DSGX:
23.68%
SPY:
12.41%
DSGX:
-98.95%
SPY:
-55.19%
DSGX:
-5.64%
SPY:
-2.74%
Returns By Period
In the year-to-date period, DSGX achieves a 36.24% return, which is significantly higher than SPY's 25.54% return. Over the past 10 years, DSGX has outperformed SPY with an annualized return of 22.57%, while SPY has yielded a comparatively lower 12.97% annualized return.
DSGX
36.24%
0.34%
21.33%
38.33%
21.28%
22.57%
SPY
25.54%
-0.42%
8.90%
25.98%
14.66%
12.97%
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Risk-Adjusted Performance
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 0.86%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 0.86% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
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 Descartes Systems Group Inc. (DSGX) has a higher volatility of 6.53% compared to SPDR S&P 500 ETF (SPY) at 3.72%. This indicates that DSGX'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.