RS vs. DLN

Last updated Jun 5, 2026

RS (Reliance Steel & Aluminum Co.) is a stock, while DLN (WisdomTree US LargeCap Dividend ETF) is Large Cap Growth Equities fund tracking the WisdomTree LargeCap Dividend Index. Over the past 10 years, RS returned 20.32%/yr vs 12.72%/yr for DLN. A 0.60 correlation means they provide meaningful diversification when combined.

Performance

RS vs. DLN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Reliance Steel & Aluminum Co. (RS) and WisdomTree US LargeCap Dividend ETF (DLN). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, RS achieves a 38.27% return, which is significantly higher than DLN's 10.76% return. Over the past 10 years, RS has outperformed DLN with an annualized return of 20.32%, while DLN has yielded a comparatively lower 12.72% annualized return.

RS

• 1D: 0.64%
• 1M: 6.93%
• YTD: 38.27%
• 6M: 38.65%
• 1Y: 30.57%
• 3Y*: 20.14%
• 5Y*: 20.32%
• 10Y*: 20.32%

DLN

• 1D: 0.76%
• 1M: 3.16%
• YTD: 10.76%
• 6M: 10.83%
• 1Y: 23.83%
• 3Y*: 18.78%
• 5Y*: 12.39%
• 10Y*: 12.72%

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

RS vs. DLN - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
RS Reliance Steel & Aluminum Co.	38.27%	9.12%	-2.33%	40.29%	27.08%	37.84%	2.42%	72.21%	-15.12%	10.49%
DLN WisdomTree US LargeCap Dividend ETF	10.76%	15.53%	19.66%	9.95%	-3.78%	25.60%	4.59%	28.91%	-5.82%	18.22%

Correlation

The correlation between RS and DLN is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.44
Correlation (3Y) Calculated over the trailing 3-year period	0.52
Correlation (5Y) Calculated over the trailing 5-year period	0.54
Correlation (10Y) Calculated over the trailing 10-year period	0.57
Correlation (All Time) Calculated using the full available price history since Jun 19, 2006	0.60

The correlation between RS and DLN shifts across timeframes, from 0.44 (1 year) to 0.60 (all time), reflecting how their relationship changes across market environments.

Return for Risk

RS vs. DLN — Risk / Return Rank

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

RS

RS Risk / Return Rank: 70
RS Sharpe Ratio Rank: 77
RS Sortino Ratio Rank: 69
RS Omega Ratio Rank: 73
RS Calmar Ratio Rank: 68
RS Martin Ratio Rank: 63

DLN

DLN Risk / Return Rank: 83
DLN Sharpe Ratio Rank: 83
DLN Sortino Ratio Rank: 86
DLN Omega Ratio Rank: 82
DLN Calmar Ratio Rank: 78
DLN Martin Ratio Rank: 83

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.

RS vs. DLN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Reliance Steel & Aluminum Co. (RS) and WisdomTree US LargeCap Dividend ETF (DLN). 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.

	RS	DLN	Difference
Sharpe ratio: Return per unit of total volatility	1.23	2.70	-1.47
Sortino ratio: Return per unit of downside risk	1.67	3.86	-2.19
Omega ratio: Gain probability vs. loss probability	1.24	1.49	-0.25
Calmar ratio: Return relative to maximum drawdown	1.38	3.93	-2.55
Martin ratio: Return relative to average drawdown	2.38	16.60	-14.22
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

RS vs. DLN - Sharpe Ratio Comparison

The current RS Sharpe Ratio is 1.23, which is lower than the DLN Sharpe Ratio of 2.70. The chart below compares the historical Sharpe Ratios of RS and DLN, 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

	RS	DLN	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.23	2.70	-1.47
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.73	0.94	-0.21
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.69	0.79	-0.10
Sharpe Ratio (All Time) Calculated using the full available price history	0.46	0.53	-0.07

Drawdowns

RS vs. DLN - Drawdown Comparison

The maximum RS drawdown since its inception was -83.80%, which is greater than DLN's maximum drawdown of -57.84%. Use the drawdown chart below to compare losses from any high point for RS and DLN.

Drawdown Indicators

	RS	DLN	Difference
Max Drawdown Largest peak-to-trough decline	-83.80%	-57.84%	-25.96%
Max Drawdown (1Y) Largest decline over 1 year	-22.30%	-6.10%	-16.20%
Max Drawdown (3Y) Largest decline over 3 years	-22.30%	-13.71%	-8.59%
Max Drawdown (5Y) Largest decline over 5 years	-22.32%	-16.26%	-6.06%
Max Drawdown (10Y) Largest decline over 10 years	-40.83%	-35.82%	-5.01%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-16.49%	-7.52%	-8.97%
Ulcer Index Depth and duration of drawdowns from previous peaks	12.90%	1.44%	+11.46%

Volatility

RS vs. DLN - Volatility Comparison

Reliance Steel & Aluminum Co. (RS) has a higher volatility of 5.97% compared to WisdomTree US LargeCap Dividend ETF (DLN) at 2.22%. This indicates that RS's price experiences larger fluctuations and is considered to be riskier than DLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RS	DLN	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.97%	2.22%	+3.75%
Volatility (6M) Calculated over the trailing 6-month period	16.90%	6.80%	+10.10%
Volatility (1Y) Calculated over the trailing 1-year period	24.99%	8.89%	+16.10%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.98%	13.27%	+14.71%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	29.64%	16.15%	+13.49%

Dividends

RS vs. DLN - Dividend Comparison

RS's dividend yield for the trailing twelve months is around 1.24%, less than DLN's 1.78% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DLN WisdomTree US LargeCap Dividend ETF	1.78%	1.90%	2.00%	2.43%	2.53%	2.01%	2.66%	2.51%	2.90%	2.33%	2.64%	2.80%
RS Reliance Steel & Aluminum Co.	1.24%	1.66%	1.63%	1.43%	1.73%	1.70%	2.09%	1.84%	2.81%	2.10%	2.07%	2.76%

Frequently Asked Questions

Can I hold both RS and DLN in my portfolio?

RS and DLN have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, RS or DLN?

RS has higher volatility (5.97%) compared to DLN (2.22%). In terms of maximum drawdown, RS dropped -83.80% vs DLN's -57.84%.

Which has better risk-adjusted returns?

DLN currently has the higher Sharpe Ratio (2.70 vs 1.23), 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.