DSGX vs. SPY

In the year-to-date period, DSGX achieves a -0.09% return, which is significantly lower than SPY's 1.69% return. Over the past 10 years, DSGX has outperformed SPY with an annualized return of 22.09%, while SPY has yielded a comparatively lower 12.77% annualized return.

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

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.

The current DSGX Sharpe Ratio is 0.59, which is comparable to the SPY Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of DSGX and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

DSGX has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.21%.

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.

The Descartes Systems Group Inc. (DSGX) has a higher volatility of 7.32% compared to SPDR S&P 500 ETF (SPY) at 5.51%. 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.