DSGX vs. VOO
Compare and contrast key facts about The Descartes Systems Group Inc. (DSGX) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DSGX or VOO.
Performance
DSGX vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, DSGX achieves a 38.09% return, which is significantly higher than VOO's 26.16% return. Over the past 10 years, DSGX has outperformed VOO with an annualized return of 22.75%, while VOO has yielded a comparatively lower 13.18% annualized return.
DSGX
38.09%
9.65%
15.81%
43.24%
22.45%
22.75%
VOO
26.16%
1.77%
13.62%
32.33%
15.68%
13.18%
Key characteristics
| DSGX | VOO | |
|---|---|---|
| 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 | 17.65 |
| Ulcer Index | 3.80% | 1.86% |
| Daily Std Dev | 23.36% | 12.19% |
| Max Drawdown | -98.95% | -33.99% |
| Current Drawdown | 0.00% | -0.86% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Correlation
The correlation between DSGX and VOO is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
DSGX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for The Descartes Systems Group Inc. (DSGX) and Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
DSGX has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.24%.
| 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% |
VOO Vanguard S&P 500 ETF | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
DSGX vs. VOO - Drawdown Comparison
The maximum DSGX drawdown since its inception was -98.95%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for DSGX and VOO. For additional features, visit the drawdowns tool.
Volatility
DSGX vs. VOO - Volatility Comparison
The Descartes Systems Group Inc. (DSGX) has a higher volatility of 7.33% compared to Vanguard S&P 500 ETF (VOO) at 3.99%. This indicates that DSGX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.