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.
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.
Performance
DSWL vs. SPY - Performance Comparison
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Key characteristics
DSWL:
-0.00
SPY:
0.70
DSWL:
0.32
SPY:
1.02
DSWL:
1.04
SPY:
1.15
DSWL:
0.04
SPY:
0.68
DSWL:
0.22
SPY:
2.57
DSWL:
9.52%
SPY:
4.93%
DSWL:
31.61%
SPY:
20.42%
DSWL:
-91.67%
SPY:
-55.19%
DSWL:
-54.82%
SPY:
-3.55%
Returns By Period
In the year-to-date period, DSWL achieves a -3.36% return, which is significantly lower than SPY's 0.87% return. Over the past 10 years, DSWL has underperformed SPY with an annualized return of 8.92%, while SPY has yielded a comparatively higher 12.73% annualized return.
DSWL
-3.36%
0.88%
-12.21%
0.91%
-3.84%
4.77%
8.92%
SPY
0.87%
5.54%
-1.56%
13.18%
14.25%
15.81%
12.73%
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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.
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Dividends
DSWL vs. SPY - Dividend Comparison
DSWL's dividend yield for the trailing twelve months is around 8.70%, more than SPY's 1.22% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DSWL Deswell Industries, Inc. | 8.70% | 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 | 1.22% | 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.
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Volatility
DSWL vs. SPY - Volatility Comparison
Deswell Industries, Inc. (DSWL) has a higher volatility of 11.89% compared to SPDR S&P 500 ETF (SPY) at 4.86%. 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.
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