LYFT vs. DGP
LYFT (Lyft, Inc.) is a stock, while DGP (DB Gold Double Long Exchange Traded Notes) is Leveraged Commodities fund tracking the Deutsche Bank Liquid Commodity Index-Optimum Yield Gold (200%). Over the past 5 years, LYFT returned -22.44%/yr vs 26.51%/yr for DGP. At a 0.08 correlation, their price movements are largely independent.
Performance
LYFT vs. DGP - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with LYFT having a -19.10% return and DGP slightly lower at -19.95%.
LYFT
- 1D
- 0.38%
- 1M
- 15.73%
- 6M
- -20.42%
- YTD
- -19.10%
- 1Y
- 5.10%
- 3Y*
- 11.51%
- 5Y*
- -22.44%
- 10Y*
- —
DGP
- 1D
- -4.99%
- 1M
- -11.04%
- 6M
- -29.70%
- YTD
- -19.95%
- 1Y
- 24.83%
- 3Y*
- 46.51%
- 5Y*
- 26.51%
- 10Y*
- 16.18%
LYFT vs. DGP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
LYFT Lyft, Inc. | -19.10% | 50.16% | -13.94% | 36.03% | -74.21% | -13.03% | 14.20% | -50.69% |
DGP DB Gold Double Long Exchange Traded Notes | -19.95% | 141.40% | 53.16% | 16.97% | -5.54% | -11.29% | 45.29% | 30.38% |
Correlation
The correlation between LYFT and DGP is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Mar 29, 2019 | 0.08 |
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Return for Risk
LYFT vs. DGP — Risk / Return Rank
LYFT
DGP
LYFT vs. DGP - Risk-Adjusted Trends 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.
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.
| LYFT | DGP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.35 | ||
| Sortino ratioReturn per unit of downside risk | -0.43 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.13 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 0.11 | 0.53 | -0.43 |
| Martin ratioReturn relative to average drawdown | 0.17 | 1.27 | -1.10 |
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Drawdowns
LYFT vs. DGP - Drawdown Comparison
The maximum LYFT drawdown since its inception was -90.84%, 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.
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Drawdown Indicators
| LYFT | DGP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.84% | -75.31% | -15.53% |
Max Drawdown (1Y)Largest decline over 1 year | -48.51% | -46.98% | -1.53% |
Max Drawdown (3Y)Largest decline over 3 years | -55.23% | -46.98% | -8.25% |
Max Drawdown (5Y)Largest decline over 5 years | -85.92% | -51.24% | -34.68% |
Max Drawdown (10Y)Largest decline over 10 years | — | -51.24% | — |
Current DrawdownCurrent decline from peak | -82.04% | -46.73% | -35.31% |
Average DrawdownAverage peak-to-trough decline | -68.49% | -41.09% | -27.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 30.18% | 19.56% | +10.62% |
Volatility
LYFT vs. DGP - Volatility Comparison
The current volatility for Lyft, Inc. (LYFT) is 12.54%, while DB Gold Double Long Exchange Traded Notes (DGP) has a volatility of 16.07%. This indicates that LYFT experiences smaller price fluctuations and is considered to be less risky than DGP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LYFT | DGP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.54% | 16.07% | -3.53% |
Volatility (6M)Calculated over the trailing 6-month period | 34.97% | 48.64% | -13.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 50.52% | 55.50% | -4.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 67.54% | 39.56% | +27.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 68.03% | 35.41% | +32.62% |
Dividends
LYFT vs. DGP - Dividend Comparison
Neither LYFT nor DGP has paid dividends to shareholders.
Frequently Asked Questions
LYFT and DGP have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DGP has higher volatility (16.07%) compared to LYFT (12.54%). In terms of maximum drawdown, LYFT dropped -90.84% vs DGP's -75.31%.
DGP currently has the higher Sharpe Ratio (0.45 vs 0.10), 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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