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

Correlation

The correlation between LPG and SPY is 0.31, 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.


-0.50.00.51.00.3

Performance

LPG vs. SPY - Performance Comparison

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

150.00%200.00%250.00%300.00%JulyAugustSeptemberOctoberNovemberDecember
145.86%
279.28%
LPG
SPY

Key characteristics

Sharpe Ratio

LPG:

-1.13

SPY:

2.21

Sortino Ratio

LPG:

-1.67

SPY:

2.93

Omega Ratio

LPG:

0.81

SPY:

1.41

Calmar Ratio

LPG:

-0.80

SPY:

3.26

Martin Ratio

LPG:

-1.59

SPY:

14.43

Ulcer Index

LPG:

26.60%

SPY:

1.90%

Daily Std Dev

LPG:

37.35%

SPY:

12.41%

Max Drawdown

LPG:

-78.31%

SPY:

-55.19%

Current Drawdown

LPG:

-52.22%

SPY:

-2.74%

Returns By Period

In the year-to-date period, LPG achieves a -41.37% return, which is significantly lower than SPY's 25.54% return. Both investments have delivered pretty close results over the past 10 years, with LPG having a 13.36% annualized return and SPY not far behind at 12.97%.


LPG

YTD

-41.37%

1M

-10.62%

6M

-42.70%

1Y

-43.55%

5Y*

25.44%

10Y*

13.36%

SPY

YTD

25.54%

1M

-0.42%

6M

8.90%

1Y

25.98%

5Y*

14.66%

10Y*

12.97%

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Risk-Adjusted Performance

LPG vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dorian LPG Ltd. (LPG) 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 LPG, currently valued at -1.13, compared to the broader market-4.00-2.000.002.00-1.132.21
The chart of Sortino ratio for LPG, currently valued at -1.67, compared to the broader market-4.00-2.000.002.004.00-1.672.93
The chart of Omega ratio for LPG, currently valued at 0.81, compared to the broader market0.501.001.502.000.811.41
The chart of Calmar ratio for LPG, currently valued at -0.80, compared to the broader market0.002.004.006.00-0.803.26
The chart of Martin ratio for LPG, currently valued at -1.59, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.5914.43
LPG
SPY

The current LPG Sharpe Ratio is -1.13, which is lower than the SPY Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of LPG 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-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-1.13
2.21
LPG
SPY

Dividends

LPG vs. SPY - Dividend Comparison

LPG's dividend yield for the trailing twelve months is around 17.41%, more than SPY's 0.86% yield.


TTM20232022202120202019201820172016201520142013
LPG
Dorian LPG Ltd.
17.41%9.12%29.02%7.88%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPY
SPDR S&P 500 ETF
0.86%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%1.81%

Drawdowns

LPG vs. SPY - Drawdown Comparison

The maximum LPG drawdown since its inception was -78.31%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for LPG and SPY. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-52.22%
-2.74%
LPG
SPY

Volatility

LPG vs. SPY - Volatility Comparison

Dorian LPG Ltd. (LPG) has a higher volatility of 8.76% compared to SPDR S&P 500 ETF (SPY) at 3.72%. This indicates that LPG'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%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
8.76%
3.72%
LPG
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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