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DSL vs. AAPL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DSL and AAPL is 0.41, 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.


Performance

DSL vs. AAPL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DoubleLine Income Solutions Fund (DSL) and Apple Inc (AAPL). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

DSL:

0.62

AAPL:

0.45

Sortino Ratio

DSL:

0.85

AAPL:

0.91

Omega Ratio

DSL:

1.15

AAPL:

1.13

Calmar Ratio

DSL:

0.67

AAPL:

0.48

Martin Ratio

DSL:

3.05

AAPL:

1.62

Ulcer Index

DSL:

2.78%

AAPL:

9.94%

Daily Std Dev

DSL:

13.74%

AAPL:

32.93%

Max Drawdown

DSL:

-49.51%

AAPL:

-81.80%

Current Drawdown

DSL:

-2.84%

AAPL:

-17.60%

Returns By Period

In the year-to-date period, DSL achieves a 1.22% return, which is significantly higher than AAPL's -14.77% return. Over the past 10 years, DSL has underperformed AAPL with an annualized return of 5.28%, while AAPL has yielded a comparatively higher 22.20% annualized return.


DSL

YTD

1.22%

1M

7.42%

6M

1.78%

1Y

8.30%

5Y*

10.44%

10Y*

5.28%

AAPL

YTD

-14.77%

1M

7.60%

6M

-4.81%

1Y

14.84%

5Y*

23.24%

10Y*

22.20%

*Annualized

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Risk-Adjusted Performance

DSL vs. AAPL — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DSL
The Risk-Adjusted Performance Rank of DSL is 6464
Overall Rank
The Sharpe Ratio Rank of DSL is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of DSL is 5151
Sortino Ratio Rank
The Omega Ratio Rank of DSL is 6464
Omega Ratio Rank
The Calmar Ratio Rank of DSL is 7171
Calmar Ratio Rank
The Martin Ratio Rank of DSL is 7373
Martin Ratio Rank

AAPL
The Risk-Adjusted Performance Rank of AAPL is 6767
Overall Rank
The Sharpe Ratio Rank of AAPL is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of AAPL is 6363
Sortino Ratio Rank
The Omega Ratio Rank of AAPL is 6464
Omega Ratio Rank
The Calmar Ratio Rank of AAPL is 7171
Calmar Ratio Rank
The Martin Ratio Rank of AAPL is 6969
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DSL vs. AAPL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DoubleLine Income Solutions Fund (DSL) and Apple Inc (AAPL). 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 DSL Sharpe Ratio is 0.62, which is higher than the AAPL Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of DSL and AAPL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

DSL vs. AAPL - Dividend Comparison

DSL's dividend yield for the trailing twelve months is around 11.64%, more than AAPL's 0.47% yield.


TTM20242023202220212020201920182017201620152014
DSL
DoubleLine Income Solutions Fund
11.64%10.50%9.89%13.67%10.74%10.69%9.33%10.39%9.11%9.53%11.63%9.56%
AAPL
Apple Inc
0.47%0.40%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%

Drawdowns

DSL vs. AAPL - Drawdown Comparison

The maximum DSL drawdown since its inception was -49.51%, smaller than the maximum AAPL drawdown of -81.80%. Use the drawdown chart below to compare losses from any high point for DSL and AAPL. For additional features, visit the drawdowns tool.


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Volatility

DSL vs. AAPL - Volatility Comparison

The current volatility for DoubleLine Income Solutions Fund (DSL) is 3.28%, while Apple Inc (AAPL) has a volatility of 10.77%. This indicates that DSL experiences smaller price fluctuations and is considered to be less risky than AAPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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