LYFT vs. DGP
Compare and contrast key facts about Lyft, Inc. (LYFT) and DB Gold Double Long Exchange Traded Notes (DGP).
DGP is a passively managed fund by Deutsche Bank that tracks the performance of the Deutsche Bank Liquid Commodity Index-Optimum Yield Gold (200%). It was launched on Feb 27, 2008.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LYFT or DGP.
Key characteristics
| LYFT | DGP | |
|---|---|---|
| YTD Return | 19.55% | 44.62% |
| 1Y Return | 65.01% | 57.17% |
| 3Y Return (Ann) | -29.80% | 15.38% |
| 5Y Return (Ann) | -16.11% | 17.03% |
| Sharpe Ratio | 1.00 | 1.94 |
| Sortino Ratio | 2.10 | 2.51 |
| Omega Ratio | 1.24 | 1.32 |
| Calmar Ratio | 0.80 | 1.27 |
| Martin Ratio | 2.61 | 11.65 |
| Ulcer Index | 27.04% | 4.87% |
| Daily Std Dev | 70.19% | 29.18% |
| Max Drawdown | -89.79% | -75.31% |
| Current Drawdown | -77.11% | -15.53% |
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.
Performance
LYFT vs. DGP - Performance Comparison
In the year-to-date period, LYFT achieves a 19.55% return, which is significantly lower than DGP's 44.62% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
Dividends
LYFT vs. DGP - Dividend Comparison
Neither LYFT nor DGP has paid dividends to shareholders.
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.
Volatility
LYFT vs. DGP - Volatility Comparison
Lyft, Inc. (LYFT) has a higher volatility of 23.31% compared to DB Gold Double Long Exchange Traded Notes (DGP) at 10.79%. 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.