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DUOT vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DUOT and SPY is 0.12, 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.


-0.50.00.51.00.1

Performance

DUOT vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Duos Technologies Group, Inc. (DUOT) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%200.00%SeptemberOctoberNovemberDecember2025February
171.74%
10.90%
DUOT
SPY

Key characteristics

Sharpe Ratio

DUOT:

0.74

SPY:

1.87

Sortino Ratio

DUOT:

1.70

SPY:

2.52

Omega Ratio

DUOT:

1.20

SPY:

1.35

Calmar Ratio

DUOT:

0.75

SPY:

2.81

Martin Ratio

DUOT:

2.08

SPY:

11.69

Ulcer Index

DUOT:

35.82%

SPY:

2.02%

Daily Std Dev

DUOT:

101.13%

SPY:

12.65%

Max Drawdown

DUOT:

-99.66%

SPY:

-55.19%

Current Drawdown

DUOT:

-98.75%

SPY:

0.00%

Returns By Period

In the year-to-date period, DUOT achieves a 12.54% return, which is significantly higher than SPY's 4.58% return.


DUOT

YTD

12.54%

1M

16.03%

6M

168.13%

1Y

77.11%

5Y*

2.03%

10Y*

N/A

SPY

YTD

4.58%

1M

2.57%

6M

10.04%

1Y

24.97%

5Y*

14.73%

10Y*

13.23%

*Annualized

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Risk-Adjusted Performance

DUOT vs. SPY — Risk-Adjusted Performance Rank

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

DUOT
The Risk-Adjusted Performance Rank of DUOT is 7171
Overall Rank
The Sharpe Ratio Rank of DUOT is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of DUOT is 7474
Sortino Ratio Rank
The Omega Ratio Rank of DUOT is 7171
Omega Ratio Rank
The Calmar Ratio Rank of DUOT is 7373
Calmar Ratio Rank
The Martin Ratio Rank of DUOT is 6666
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 7777
Overall Rank
The Sharpe Ratio Rank of SPY is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 7474
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 7777
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 7878
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 8181
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.

DUOT vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Duos Technologies Group, Inc. (DUOT) 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.


Sharpe ratio
The chart of Sharpe ratio for DUOT, currently valued at 0.74, compared to the broader market-2.000.002.000.741.87
The chart of Sortino ratio for DUOT, currently valued at 1.70, compared to the broader market-4.00-2.000.002.004.006.001.702.52
The chart of Omega ratio for DUOT, currently valued at 1.20, compared to the broader market0.501.001.502.001.201.35
The chart of Calmar ratio for DUOT, currently valued at 0.75, compared to the broader market0.002.004.006.000.752.81
The chart of Martin ratio for DUOT, currently valued at 2.08, compared to the broader market0.0010.0020.0030.002.0811.69
DUOT
SPY

The current DUOT Sharpe Ratio is 0.74, which is lower than the SPY Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of DUOT and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
0.74
1.87
DUOT
SPY

Dividends

DUOT vs. SPY - Dividend Comparison

DUOT has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.15%.


TTM20242023202220212020201920182017201620152014
DUOT
Duos Technologies Group, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPY
SPDR S&P 500 ETF
1.15%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

DUOT vs. SPY - Drawdown Comparison

The maximum DUOT drawdown since its inception was -99.66%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for DUOT and SPY. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-98.75%
0
DUOT
SPY

Volatility

DUOT vs. SPY - Volatility Comparison

Duos Technologies Group, Inc. (DUOT) has a higher volatility of 33.11% compared to SPDR S&P 500 ETF (SPY) at 3.00%. This indicates that DUOT'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.


0.00%10.00%20.00%30.00%40.00%50.00%SeptemberOctoberNovemberDecember2025February
33.11%
3.00%
DUOT
SPY
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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