DXYN vs. DAX

In the year-to-date period, DXYN achieves a 5.40% return, which is significantly lower than DAX's 27.10% return. Over the past 10 years, DXYN has underperformed DAX with an annualized return of -23.23%, while DAX has yielded a comparatively higher 6.48% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for The Dixie Group, Inc. (DXYN) and Global X DAX Germany ETF (DAX). 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 DXYN Sharpe Ratio is 0.27, which is lower than the DAX Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of DXYN and DAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

DXYN has not paid dividends to shareholders, while DAX's dividend yield for the trailing twelve months is around 1.77%.

The maximum DXYN drawdown since its inception was -97.93%, which is greater than DAX's maximum drawdown of -45.58%. Use the drawdown chart below to compare losses from any high point for DXYN and DAX. For additional features, visit the drawdowns tool.

The Dixie Group, Inc. (DXYN) has a higher volatility of 42.88% compared to Global X DAX Germany ETF (DAX) at 9.23%. This indicates that DXYN's price experiences larger fluctuations and is considered to be riskier than DAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.