Correlation
The correlation between DTRUY and SPY is 0.44, 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.
DTRUY vs. SPY
Compare and contrast key facts about Daimler Truck Holding AG (DTRUY) 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: DTRUY or SPY.
Performance
DTRUY vs. SPY - Performance Comparison
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Key characteristics
DTRUY:
0.25
SPY:
0.70
DTRUY:
0.57
SPY:
1.02
DTRUY:
1.07
SPY:
1.15
DTRUY:
0.21
SPY:
0.68
DTRUY:
0.58
SPY:
2.57
DTRUY:
12.21%
SPY:
4.93%
DTRUY:
38.02%
SPY:
20.42%
DTRUY:
-45.11%
SPY:
-55.19%
DTRUY:
-7.00%
SPY:
-3.55%
Returns By Period
In the year-to-date period, DTRUY achieves a 21.37% return, which is significantly higher than SPY's 0.87% return.
DTRUY
21.37%
13.56%
20.99%
8.41%
17.38%
N/A
N/A
SPY
0.87%
5.54%
-1.56%
13.18%
14.25%
15.81%
12.73%
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Risk-Adjusted Performance
DTRUY vs. SPY — Risk-Adjusted Performance Rank
DTRUY
SPY
DTRUY vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Daimler Truck Holding AG (DTRUY) 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
DTRUY vs. SPY - Dividend Comparison
DTRUY's dividend yield for the trailing twelve months is around 4.85%, more than SPY's 1.22% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DTRUY Daimler Truck Holding AG | 4.85% | 5.37% | 3.83% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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
DTRUY vs. SPY - Drawdown Comparison
The maximum DTRUY drawdown since its inception was -45.11%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for DTRUY and SPY.
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Volatility
DTRUY vs. SPY - Volatility Comparison
Daimler Truck Holding AG (DTRUY) has a higher volatility of 8.11% compared to SPDR S&P 500 ETF (SPY) at 4.86%. This indicates that DTRUY'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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