DSWL vs. SPY
Compare and contrast key facts about Deswell Industries, Inc. (DSWL) 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: DSWL or SPY.
Correlation
The correlation between DSWL and SPY is 0.11, 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
DSWL vs. SPY - Performance Comparison
Key characteristics
DSWL:
0.25
SPY:
1.82
DSWL:
0.56
SPY:
2.45
DSWL:
1.07
SPY:
1.33
DSWL:
0.13
SPY:
2.77
DSWL:
1.32
SPY:
11.49
DSWL:
5.81%
SPY:
2.03%
DSWL:
30.36%
SPY:
12.70%
DSWL:
-91.67%
SPY:
-55.19%
DSWL:
-54.61%
SPY:
0.00%
Returns By Period
In the year-to-date period, DSWL achieves a -2.94% return, which is significantly lower than SPY's 4.04% return. Over the past 10 years, DSWL has underperformed SPY with an annualized return of 8.88%, while SPY has yielded a comparatively higher 13.24% annualized return.
DSWL
-2.94%
-2.12%
6.11%
10.03%
2.98%
8.88%
SPY
4.04%
4.73%
10.95%
23.86%
14.32%
13.24%
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Risk-Adjusted Performance
DSWL vs. SPY — Risk-Adjusted Performance Rank
DSWL
SPY
DSWL vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Deswell Industries, Inc. (DSWL) 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
DSWL vs. SPY - Dividend Comparison
DSWL's dividend yield for the trailing twelve months is around 8.66%, more than SPY's 1.16% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DSWL Deswell Industries, Inc. | 8.66% | 8.40% | 7.55% | 6.42% | 5.19% | 6.16% | 5.59% | 3.32% | 2.57% | 7.86% | 15.73% | 8.33% |
SPY SPDR S&P 500 ETF | 1.16% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
DSWL vs. SPY - Drawdown Comparison
The maximum DSWL drawdown since its inception was -91.67%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for DSWL and SPY. For additional features, visit the drawdowns tool.
Volatility
DSWL vs. SPY - Volatility Comparison
Deswell Industries, Inc. (DSWL) has a higher volatility of 5.82% compared to SPDR S&P 500 ETF (SPY) at 3.55%. This indicates that DSWL'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.