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

Correlation

The correlation between LYFT and DGP is 0.07, 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.

-20.00%0.00%20.00%40.00%AugustSeptemberOctoberNovemberDecember2025
7.47%
26.01%
LYFT
DGP

Key characteristics

Sharpe Ratio

LYFT:

0.08

DGP:

2.48

Sortino Ratio

LYFT:

0.72

DGP:

2.95

Omega Ratio

LYFT:

1.08

DGP:

1.38

Calmar Ratio

LYFT:

0.06

DGP:

1.69

Martin Ratio

LYFT:

0.19

DGP:

12.69

Ulcer Index

LYFT:

28.57%

DGP:

5.88%

Daily Std Dev

LYFT:

68.74%

DGP:

30.05%

Max Drawdown

LYFT:

-89.79%

DGP:

-75.31%

Current Drawdown

LYFT:

-82.87%

DGP:

-3.89%

Returns By Period

In the year-to-date period, LYFT achieves a 3.95% return, which is significantly lower than DGP's 7.44% return.


LYFT

YTD

3.95%

1M

-1.18%

6M

7.45%

1Y

6.01%

5Y*

-22.42%

10Y*

N/A

DGP

YTD

7.44%

1M

8.31%

6M

26.01%

1Y

70.70%

5Y*

17.46%

10Y*

9.93%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

LYFT vs. DGP — Risk-Adjusted Performance Rank

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

LYFT
The Risk-Adjusted Performance Rank of LYFT is 4949
Overall Rank
The Sharpe Ratio Rank of LYFT is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of LYFT is 5252
Sortino Ratio Rank
The Omega Ratio Rank of LYFT is 4949
Omega Ratio Rank
The Calmar Ratio Rank of LYFT is 4848
Calmar Ratio Rank
The Martin Ratio Rank of LYFT is 4848
Martin Ratio Rank

DGP
The Risk-Adjusted Performance Rank of DGP is 7777
Overall Rank
The Sharpe Ratio Rank of DGP is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of DGP is 8080
Sortino Ratio Rank
The Omega Ratio Rank of DGP is 7878
Omega Ratio Rank
The Calmar Ratio Rank of DGP is 5656
Calmar Ratio Rank
The Martin Ratio Rank of DGP is 8181
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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 0.08, compared to the broader market-2.000.002.004.000.082.48
The chart of Sortino ratio for LYFT, currently valued at 0.72, compared to the broader market-4.00-2.000.002.004.006.000.722.95
The chart of Omega ratio for LYFT, currently valued at 1.08, compared to the broader market0.501.001.502.001.081.38
The chart of Calmar ratio for LYFT, currently valued at 0.06, compared to the broader market0.002.004.006.000.062.18
The chart of Martin ratio for LYFT, currently valued at 0.19, compared to the broader market-10.000.0010.0020.0030.000.1912.69
LYFT
DGP

The current LYFT Sharpe Ratio is 0.08, which is lower than the DGP Sharpe Ratio of 2.48. 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 Ratio0.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
0.08
2.48
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%AugustSeptemberOctoberNovemberDecember2025
-82.87%
-3.89%
LYFT
DGP

Volatility

LYFT vs. DGP - Volatility Comparison

Lyft, Inc. (LYFT) has a higher volatility of 12.77% compared to DB Gold Double Long Exchange Traded Notes (DGP) at 7.69%. 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%AugustSeptemberOctoberNovemberDecember2025
12.77%
7.69%
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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