LYFT vs. DGP

Last updated Jun 4, 2026

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 -24.49%/yr vs 30.49%/yr for DGP. At a 0.07 correlation, their price movements are largely independent.

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.

Returns By Period

In the year-to-date period, LYFT achieves a -27.26% return, which is significantly lower than DGP's 1.01% return.

LYFT

• 1D: -0.14%
• 1M: 0.21%
• YTD: -27.26%
• 6M: -36.90%
• 1Y: -8.21%
• 3Y*: 13.72%
• 5Y*: -24.49%
• 10Y*: —

DGP

• 1D: -1.70%
• 1M: -3.55%
• YTD: 1.01%
• 6M: 5.64%
• 1Y: 57.52%
• 3Y*: 57.85%
• 5Y*: 30.49%
• 10Y*: 20.46%

*Multi-year figures are annualized to reflect compound growth (CAGR)

LYFT vs. DGP - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
LYFT Lyft, Inc.	-27.26%	50.16%	-13.94%	36.03%	-74.21%	-13.03%	14.20%	-45.05%
DGP DB Gold Double Long Exchange Traded Notes	1.01%	141.40%	53.16%	16.97%	-5.54%	-11.29%	45.29%	32.10%

Correlation

The correlation between LYFT and DGP is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.09
Correlation (3Y) Calculated over the trailing 3-year period	0.09
Correlation (5Y) Calculated over the trailing 5-year period	0.08
Correlation (All Time) Calculated using the full available price history since Apr 1, 2019	0.07

Return for Risk

LYFT vs. DGP — Risk / Return Rank

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

LYFT

LYFT Risk / Return Rank: 33
LYFT Sharpe Ratio Rank: 34
LYFT Sortino Ratio Rank: 32
LYFT Omega Ratio Rank: 32
LYFT Calmar Ratio Rank: 34
LYFT Martin Ratio Rank: 35

DGP

DGP Risk / Return Rank: 30
DGP Sharpe Ratio Rank: 30
DGP Sortino Ratio Rank: 29
DGP Omega Ratio Rank: 34
DGP Calmar Ratio Rank: 32
DGP Martin Ratio Rank: 28

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.

	LYFT	DGP	Difference
Sharpe ratio Return per unit of total volatility	-0.17	1.10	-1.27
Sortino ratio Return per unit of downside risk	0.11	1.60	-1.48
Omega ratio Gain probability vs. loss probability	1.01	1.23	-0.21
Calmar ratio Return relative to maximum drawdown	-0.17	1.58	-1.75
Martin ratio Return relative to average drawdown	-0.30	4.05	-4.35
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LYFT vs. DGP - Sharpe Ratio Comparison

The current LYFT Sharpe Ratio is -0.17, which is lower than the DGP Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of LYFT and DGP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	LYFT	DGP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.17	1.10	-1.27
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.36	0.79	-1.16
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.59	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.31	0.28	-0.59

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.

Drawdown Indicators

	LYFT	DGP	Difference
Max Drawdown Largest peak-to-trough decline	-89.79%	-75.31%	-14.48%
Max Drawdown (1Y) Largest decline over 1 year	-48.51%	-36.58%	-11.93%
Max Drawdown (3Y) Largest decline over 3 years	-55.23%	-36.58%	-18.65%
Max Drawdown (5Y) Largest decline over 5 years	-87.28%	-51.24%	-36.04%
Max Drawdown (10Y) Largest decline over 10 years	—	-51.24%	—
Current Drawdown Current decline from peak	-82.00%	-32.78%	-49.22%
Average Drawdown Average peak-to-trough decline	-64.69%	-41.09%	-23.60%
Ulcer Index Depth and duration of drawdowns from previous peaks	27.44%	14.24%	+13.20%

Volatility

LYFT vs. DGP - Volatility Comparison

Lyft, Inc. (LYFT) has a higher volatility of 11.57% compared to DB Gold Double Long Exchange Traded Notes (DGP) at 10.48%. 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.

Volatility by Period

	LYFT	DGP	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.57%	10.48%	+1.09%
Volatility (6M) Calculated over the trailing 6-month period	34.76%	46.34%	-11.58%
Volatility (1Y) Calculated over the trailing 1-year period	49.93%	52.47%	-2.54%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	67.45%	38.77%	+28.68%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	68.23%	35.04%	+33.19%

Dividends

LYFT vs. DGP - Dividend Comparison

Neither LYFT nor DGP has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both LYFT and DGP in my portfolio?

LYFT and DGP have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LYFT or DGP?

LYFT has higher volatility (11.57%) compared to DGP (10.48%). In terms of maximum drawdown, LYFT dropped -89.79% vs DGP's -75.31%.

Which has better risk-adjusted returns?

DGP currently has the higher Sharpe Ratio (1.10 vs -0.17), 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.