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DTM vs. DGRO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DTM and DGRO is 0.46, 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

DTM vs. DGRO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DT Midstream, Inc. (DTM) and iShares Core Dividend Growth ETF (DGRO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

DTM:

2.07

DGRO:

0.50

Sortino Ratio

DTM:

2.52

DGRO:

0.90

Omega Ratio

DTM:

1.39

DGRO:

1.13

Calmar Ratio

DTM:

2.71

DGRO:

0.61

Martin Ratio

DTM:

7.67

DGRO:

2.45

Ulcer Index

DTM:

8.33%

DGRO:

3.51%

Daily Std Dev

DTM:

29.68%

DGRO:

14.86%

Max Drawdown

DTM:

-23.56%

DGRO:

-35.10%

Current Drawdown

DTM:

-10.23%

DGRO:

-5.77%

Returns By Period

In the year-to-date period, DTM achieves a 2.70% return, which is significantly higher than DGRO's -0.84% return.


DTM

YTD

2.70%

1M

12.43%

6M

5.08%

1Y

60.49%

5Y*

N/A

10Y*

N/A

DGRO

YTD

-0.84%

1M

5.53%

6M

-4.61%

1Y

7.15%

5Y*

13.58%

10Y*

11.22%

*Annualized

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Risk-Adjusted Performance

DTM vs. DGRO — Risk-Adjusted Performance Rank

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

DTM
The Risk-Adjusted Performance Rank of DTM is 9494
Overall Rank
The Sharpe Ratio Rank of DTM is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of DTM is 9191
Sortino Ratio Rank
The Omega Ratio Rank of DTM is 9393
Omega Ratio Rank
The Calmar Ratio Rank of DTM is 9696
Calmar Ratio Rank
The Martin Ratio Rank of DTM is 9292
Martin Ratio Rank

DGRO
The Risk-Adjusted Performance Rank of DGRO is 6565
Overall Rank
The Sharpe Ratio Rank of DGRO is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of DGRO is 6262
Sortino Ratio Rank
The Omega Ratio Rank of DGRO is 6464
Omega Ratio Rank
The Calmar Ratio Rank of DGRO is 7070
Calmar Ratio Rank
The Martin Ratio Rank of DGRO 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.

DTM vs. DGRO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DT Midstream, Inc. (DTM) and iShares Core Dividend Growth ETF (DGRO). 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 DTM Sharpe Ratio is 2.07, which is higher than the DGRO Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of DTM and DGRO, 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

DTM vs. DGRO - Dividend Comparison

DTM's dividend yield for the trailing twelve months is around 2.99%, more than DGRO's 2.29% yield.


TTM20242023202220212020201920182017201620152014
DTM
DT Midstream, Inc.
2.99%2.96%5.04%4.63%2.50%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DGRO
iShares Core Dividend Growth ETF
2.29%2.26%2.45%2.34%1.93%2.30%2.21%2.44%2.03%2.27%2.52%0.97%

Drawdowns

DTM vs. DGRO - Drawdown Comparison

The maximum DTM drawdown since its inception was -23.56%, smaller than the maximum DGRO drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for DTM and DGRO. For additional features, visit the drawdowns tool.


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Volatility

DTM vs. DGRO - Volatility Comparison

DT Midstream, Inc. (DTM) has a higher volatility of 8.68% compared to iShares Core Dividend Growth ETF (DGRO) at 5.25%. This indicates that DTM's price experiences larger fluctuations and is considered to be riskier than DGRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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