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.
Key characteristics
DSGX | SPY | |
---|---|---|
YTD Return | 16.88% | 18.37% |
1Y Return | 31.03% | 26.96% |
3Y Return (Ann) | 6.05% | 9.40% |
5Y Return (Ann) | 19.87% | 15.01% |
10Y Return (Ann) | 21.21% | 12.90% |
Sharpe Ratio | 1.41 | 2.14 |
Daily Std Dev | 22.44% | 12.67% |
Max Drawdown | -98.95% | -55.19% |
Current Drawdown | -5.47% | -1.02% |
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
In the year-to-date period, DSGX achieves a 16.88% return, which is significantly lower than SPY's 18.37% return. Over the past 10 years, DSGX has outperformed SPY with an annualized return of 21.21%, while SPY has yielded a comparatively lower 12.90% 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
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 1.22%.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SPDR S&P 500 ETF | 0.94% | 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 5.97% compared to SPDR S&P 500 ETF (SPY) at 4.24%. 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.