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GLW vs. DTD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GLW vs. DTD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Corning Incorporated (GLW) and WisdomTree U.S. Total Dividend Fund (DTD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GLW achieves a 135.87% return, which is significantly higher than DTD's 10.13% return. Over the past 10 years, GLW has outperformed DTD with an annualized return of 29.73%, while DTD has yielded a comparatively lower 12.34% annualized return.


GLW

1D
6.06%
1M
6.23%
YTD
135.87%
6M
130.35%
1Y
304.67%
3Y*
86.78%
5Y*
41.77%
10Y*
29.73%

DTD

1D
-0.24%
1M
0.13%
YTD
10.13%
6M
8.94%
1Y
20.18%
3Y*
17.80%
5Y*
11.97%
10Y*
12.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GLW vs. DTD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GLW
Corning Incorporated
135.87%87.76%60.64%-1.23%-11.56%5.92%27.57%-1.02%-3.28%34.63%
DTD
WisdomTree U.S. Total Dividend Fund
10.13%14.25%18.56%10.63%-3.83%26.26%2.45%28.19%-6.47%17.35%

Correlation

The correlation between GLW and DTD is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.36

Correlation (3Y)
Calculated over the trailing 3-year period

0.48

Correlation (5Y)
Calculated over the trailing 5-year period

0.59

Correlation (10Y)
Calculated over the trailing 10-year period

0.63

Correlation (All Time)
Calculated using the full available price history since Jun 16, 2006

0.63

Over the past year, the correlation between GLW and DTD has dropped to 0.36 - well below their long-term average of 0.63, suggesting their price drivers have been diverging.

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Return for Risk

GLW vs. DTD — Risk / Return Rank

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

GLW
GLW Risk / Return Rank: 9898
Overall Rank
GLW Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
GLW Sortino Ratio Rank: 9797
Sortino Ratio Rank
GLW Omega Ratio Rank: 9797
Omega Ratio Rank
GLW Calmar Ratio Rank: 9999
Calmar Ratio Rank
GLW Martin Ratio Rank: 9999
Martin Ratio Rank

DTD
DTD Risk / Return Rank: 7575
Overall Rank
DTD Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
DTD Sortino Ratio Rank: 7878
Sortino Ratio Rank
DTD Omega Ratio Rank: 7575
Omega Ratio Rank
DTD Calmar Ratio Rank: 7171
Calmar Ratio Rank
DTD Martin Ratio Rank: 7878
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GLW vs. DTD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Corning Incorporated (GLW) and WisdomTree U.S. Total Dividend Fund (DTD). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


GLWDTDDifference
Sharpe ratioReturn per unit of total volatility

+3.05

Sortino ratioReturn per unit of downside risk

+1.44

Omega ratioGain probability vs. loss probability

1.63

1.39

+0.24

Calmar ratioReturn relative to maximum drawdown

13.34

3.21

+10.13

Martin ratioReturn relative to average drawdown

41.36

13.26

+28.10

GLW vs. DTD - Sharpe Ratio Comparison

The current GLW Sharpe Ratio is 5.21, which is higher than the DTD Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of GLW and DTD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

GLW vs. DTD - Drawdown Comparison

The maximum GLW drawdown since its inception was -99.02%, which is greater than DTD's maximum drawdown of -58.19%. Use the drawdown chart below to compare losses from any high point for GLW and DTD.


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Drawdown Indicators


GLWDTDDifference

Max Drawdown

Largest peak-to-trough decline

-99.02%

-58.19%

-40.83%

Max Drawdown (1Y)

Largest decline over 1 year

-23.01%

-6.30%

-16.71%

Max Drawdown (3Y)

Largest decline over 3 years

-27.57%

-14.41%

-13.16%

Max Drawdown (5Y)

Largest decline over 5 years

-34.52%

-16.14%

-18.38%

Max Drawdown (10Y)

Largest decline over 10 years

-48.80%

-37.29%

-11.51%

Current Drawdown

Current decline from peak

-1.91%

-1.16%

-0.75%

Average Drawdown

Average peak-to-trough decline

-50.48%

-7.32%

-43.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.41%

1.53%

+5.88%

Volatility

GLW vs. DTD - Volatility Comparison

Corning Incorporated (GLW) has a higher volatility of 28.05% compared to WisdomTree U.S. Total Dividend Fund (DTD) at 2.60%. This indicates that GLW's price experiences larger fluctuations and is considered to be riskier than DTD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLWDTDDifference

Volatility (1M)

Calculated over the trailing 1-month period

28.05%

2.60%

+25.45%

Volatility (6M)

Calculated over the trailing 6-month period

52.72%

7.13%

+45.59%

Volatility (1Y)

Calculated over the trailing 1-year period

58.91%

9.39%

+49.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.64%

13.56%

+23.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.31%

16.19%

+18.12%

Dividends

GLW vs. DTD - Dividend Comparison

GLW's dividend yield for the trailing twelve months is around 0.54%, less than DTD's 1.87% yield.


PositionTTM20252024202320222021202020192018201720162015
DTD
WisdomTree U.S. Total Dividend Fund
1.87%1.99%2.07%2.43%2.62%2.04%2.73%2.50%2.93%2.36%2.66%2.81%
GLW
Corning Incorporated
0.54%1.28%2.36%3.68%3.38%2.58%2.44%2.75%2.38%1.94%2.22%2.63%

Frequently Asked Questions


GLW and DTD have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GLW has higher volatility (28.05%) compared to DTD (2.60%). In terms of maximum drawdown, GLW dropped -99.02% vs DTD's -58.19%.

GLW currently has the higher Sharpe Ratio (5.21 vs 2.16), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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