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LYFT vs. DGP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LYFT and DGP is 0.08, 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.


-0.50.00.51.00.1

Performance

LYFT vs. DGP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lyft, Inc. (LYFT) and DB Gold Double Long Exchange Traded Notes (DGP). The values are adjusted to include any dividend payments, if applicable.

-100.00%-50.00%0.00%50.00%100.00%150.00%200.00%250.00%JulyAugustSeptemberOctoberNovemberDecember
-82.62%
178.31%
LYFT
DGP

Key characteristics

Sharpe Ratio

LYFT:

-0.19

DGP:

1.77

Sortino Ratio

LYFT:

0.22

DGP:

2.28

Omega Ratio

LYFT:

1.02

DGP:

1.29

Calmar Ratio

LYFT:

-0.15

DGP:

1.20

Martin Ratio

LYFT:

-0.47

DGP:

9.46

Ulcer Index

LYFT:

27.73%

DGP:

5.57%

Daily Std Dev

LYFT:

69.07%

DGP:

29.78%

Max Drawdown

LYFT:

-89.79%

DGP:

-75.31%

Current Drawdown

LYFT:

-82.62%

DGP:

-13.59%

Returns By Period

In the year-to-date period, LYFT achieves a -9.21% return, which is significantly lower than DGP's 47.94% return.


LYFT

YTD

-9.21%

1M

-21.33%

6M

-1.23%

1Y

-9.69%

5Y*

-22.32%

10Y*

N/A

DGP

YTD

47.94%

1M

-1.21%

6M

19.47%

1Y

51.24%

5Y*

17.38%

10Y*

10.40%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

LYFT vs. DGP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyft, Inc. (LYFT) and DB Gold Double Long Exchange Traded Notes (DGP). 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 LYFT, currently valued at -0.19, compared to the broader market-4.00-2.000.002.00-0.191.77
The chart of Sortino ratio for LYFT, currently valued at 0.22, compared to the broader market-4.00-2.000.002.004.000.222.28
The chart of Omega ratio for LYFT, currently valued at 1.02, compared to the broader market0.501.001.502.001.021.29
The chart of Calmar ratio for LYFT, currently valued at -0.15, compared to the broader market0.002.004.006.00-0.151.54
The chart of Martin ratio for LYFT, currently valued at -0.47, compared to the broader market0.0010.0020.00-0.479.46
LYFT
DGP

The current LYFT Sharpe Ratio is -0.19, which is lower than the DGP Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of LYFT and DGP, 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 Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.19
1.77
LYFT
DGP

Dividends

LYFT vs. DGP - Dividend Comparison

Neither LYFT nor DGP has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

LYFT vs. DGP - Drawdown Comparison

The maximum LYFT drawdown since its inception was -89.79%, which is greater than DGP's maximum drawdown of -75.31%. Use the drawdown chart below to compare losses from any high point for LYFT and DGP. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-82.62%
-13.59%
LYFT
DGP

Volatility

LYFT vs. DGP - Volatility Comparison

Lyft, Inc. (LYFT) has a higher volatility of 16.80% compared to DB Gold Double Long Exchange Traded Notes (DGP) at 10.75%. This indicates that LYFT's price experiences larger fluctuations and is considered to be riskier than DGP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
16.80%
10.75%
LYFT
DGP
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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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