DSY.PA vs. SPY
Compare and contrast key facts about Dassault Systèmes SE (DSY.PA) 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: DSY.PA or SPY.
Key characteristics
| DSY.PA | SPY | |
|---|---|---|
| YTD Return | -24.93% | 24.15% |
| 1Y Return | -2.22% | 38.94% |
| 3Y Return (Ann) | -10.27% | 10.71% |
| 5Y Return (Ann) | 4.75% | 16.24% |
| 10Y Return (Ann) | 13.44% | 13.67% |
| Sharpe Ratio | -0.52 | 3.06 |
| Sortino Ratio | -0.54 | 4.07 |
| Omega Ratio | 0.92 | 1.56 |
| Calmar Ratio | -0.29 | 3.23 |
| Martin Ratio | -0.60 | 20.13 |
| Ulcer Index | 20.21% | 1.87% |
| Daily Std Dev | 24.78% | 12.32% |
| Max Drawdown | -86.77% | -55.19% |
| Current Drawdown | -40.36% | 0.00% |
Correlation
The correlation between DSY.PA and SPY is 0.30, 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
DSY.PA vs. SPY - Performance Comparison
In the year-to-date period, DSY.PA achieves a -24.93% return, which is significantly lower than SPY's 24.15% return. Both investments have delivered pretty close results over the past 10 years, with DSY.PA having a 13.44% annualized return and SPY not far ahead at 13.67%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
DSY.PA vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dassault Systèmes SE (DSY.PA) 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
DSY.PA vs. SPY - Dividend Comparison
DSY.PA's dividend yield for the trailing twelve months is around 0.70%, less than SPY's 1.20% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DSY.PA Dassault Systèmes SE | 0.70% | 0.47% | 0.51% | 0.21% | 0.42% | 0.44% | 0.56% | 0.60% | 0.65% | 0.58% | 0.82% | 0.89% |
SPY SPDR S&P 500 ETF | 1.20% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
DSY.PA vs. SPY - Drawdown Comparison
The maximum DSY.PA drawdown since its inception was -86.77%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for DSY.PA and SPY. For additional features, visit the drawdowns tool.
Volatility
DSY.PA vs. SPY - Volatility Comparison
Dassault Systèmes SE (DSY.PA) has a higher volatility of 6.75% compared to SPDR S&P 500 ETF (SPY) at 2.51%. This indicates that DSY.PA'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.