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.
Performance
DSGX vs. SPY - Performance Comparison
Returns By Period
In the year-to-date period, DSGX achieves a 38.09% return, which is significantly higher than SPY's 26.08% return. Over the past 10 years, DSGX has outperformed SPY with an annualized return of 22.75%, while SPY has yielded a comparatively lower 13.10% annualized return.
DSGX
38.09%
9.65%
15.81%
43.24%
22.45%
22.75%
SPY
26.08%
1.77%
13.59%
32.24%
15.62%
13.10%
Key characteristics
| DSGX | SPY | |
|---|---|---|
| Sharpe Ratio | 1.85 | 2.70 |
| Sortino Ratio | 2.38 | 3.60 |
| Omega Ratio | 1.33 | 1.50 |
| Calmar Ratio | 3.56 | 3.90 |
| Martin Ratio | 11.36 | 17.52 |
| Ulcer Index | 3.80% | 1.87% |
| Daily Std Dev | 23.36% | 12.14% |
| Max Drawdown | -98.95% | -55.19% |
| Current Drawdown | 0.00% | -0.85% |
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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.
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 1.18%.
| 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 | 1.18% | 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 7.33% compared to SPDR S&P 500 ETF (SPY) at 3.98%. 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.