DSGX vs. STHH
DSGX (The Descartes Systems Group Inc.) is a stock, while STHH (STMicroelectronics NV ADRhedged) is Technology Equities fund tracking the STMicroelectronics NV Local Shares Total Return. Over the past year, DSGX returned -26.88% vs 104.16% for STHH. At a 0.05 correlation, their price movements are largely independent.
Performance
DSGX vs. STHH - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DSGX achieves a -13.40% return, which is significantly lower than STHH's 148.48% return.
DSGX
- 1D
- 6.42%
- 1M
- 6.44%
- 6M
- -14.29%
- YTD
- -13.40%
- 1Y
- -26.88%
- 3Y*
- -1.84%
- 5Y*
- 2.02%
- 10Y*
- 14.46%
STHH
- 1D
- -7.18%
- 1M
- -14.31%
- 6M
- 127.36%
- YTD
- 148.48%
- 1Y
- 104.16%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DSGX vs. STHH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
DSGX The Descartes Systems Group Inc. | -13.40% | -12.72% |
STHH STMicroelectronics NV ADRhedged | 148.48% | 17.60% |
Correlation
The correlation between DSGX and STHH is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.01 |
Correlation (All Time) Calculated using the full available price history since Apr 23, 2025 | 0.05 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
DSGX vs. STHH — Risk / Return Rank
DSGX
STHH
DSGX vs. STHH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Descartes Systems Group Inc. (DSGX) and STMicroelectronics NV ADRhedged (STHH). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DSGX | STHH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.63 | ||
| Sortino ratioReturn per unit of downside risk | -3.41 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 1.34 | -0.44 |
| Calmar ratioReturn relative to maximum drawdown | -0.65 | 3.09 | -3.74 |
| Martin ratioReturn relative to average drawdown | -1.04 | 6.87 | -7.91 |
Loading charts...
Drawdowns
DSGX vs. STHH - Drawdown Comparison
The maximum DSGX drawdown since its inception was -98.95%, which is greater than STHH's maximum drawdown of -33.89%. Use the drawdown chart below to compare losses from any high point for DSGX and STHH.
Loading charts...
Drawdown Indicators
| DSGX | STHH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.95% | -33.89% | -65.06% |
Max Drawdown (1Y)Largest decline over 1 year | -41.72% | -33.89% | -7.83% |
Max Drawdown (3Y)Largest decline over 3 years | -48.72% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -48.72% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -48.72% | — | — |
Current DrawdownCurrent decline from peak | -38.03% | -20.65% | -17.38% |
Average DrawdownAverage peak-to-trough decline | -69.13% | -10.22% | -58.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 25.93% | 15.21% | +10.72% |
Volatility
DSGX vs. STHH - Volatility Comparison
The current volatility for The Descartes Systems Group Inc. (DSGX) is 11.62%, while STMicroelectronics NV ADRhedged (STHH) has a volatility of 20.20%. This indicates that DSGX experiences smaller price fluctuations and is considered to be less risky than STHH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| DSGX | STHH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.62% | 20.20% | -8.58% |
Volatility (6M)Calculated over the trailing 6-month period | 30.44% | 43.42% | -12.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.30% | 54.44% | -16.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.85% | 52.31% | -21.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.66% | 52.31% | -22.65% |
Dividends
DSGX vs. STHH - Dividend Comparison
DSGX has not paid dividends to shareholders, while STHH's dividend yield for the trailing twelve months is around 0.81%.
| Position | TTM | 2025 |
|---|---|---|
DSGX The Descartes Systems Group Inc. | 0.00% | 0.00% |
STHH STMicroelectronics NV ADRhedged | 0.81% | 0.69% |
Frequently Asked Questions
DSGX and STHH have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
STHH has higher volatility (20.20%) compared to DSGX (11.62%). In terms of maximum drawdown, DSGX dropped -98.95% vs STHH's -33.89%.
STHH currently has the higher Sharpe Ratio (1.92 vs -0.70), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for DSGX and STHH
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer