GDS vs. SPLG

In the year-to-date period, GDS achieves a -0.29% return, which is significantly lower than SPLG's 0.89% return.

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This table presents a comparison of risk-adjusted performance metrics for GDS Holdings Limited (GDS) and SPDR Portfolio S&P 500 ETF (SPLG). 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 GDS Sharpe Ratio is 2.24, which is higher than the SPLG Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of GDS and SPLG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

GDS has not paid dividends to shareholders, while SPLG's dividend yield for the trailing twelve months is around 1.29%.

The maximum GDS drawdown since its inception was -95.63%, which is greater than SPLG's maximum drawdown of -54.52%. Use the drawdown chart below to compare losses from any high point for GDS and SPLG.

GDS Holdings Limited (GDS) has a higher volatility of 25.34% compared to SPDR Portfolio S&P 500 ETF (SPLG) at 4.80%. This indicates that GDS's price experiences larger fluctuations and is considered to be riskier than SPLG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.