LPG vs. SPY

In the year-to-date period, LPG achieves a -7.08% return, which is significantly lower than SPY's -5.76% return. Both investments have delivered pretty close results over the past 10 years, with LPG having a 12.53% annualized return and SPY not far behind at 11.99%.

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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.

The current LPG Sharpe Ratio is -0.91, which is lower than the SPY Sharpe Ratio of 0.51. 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.

LPG's dividend yield for the trailing twelve months is around 16.81%, more than SPY's 1.30% yield.

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.

Dorian LPG Ltd. (LPG) has a higher volatility of 27.11% compared to SPDR S&P 500 ETF (SPY) at 15.12%. 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.