RS vs. DLN
RS (Reliance Steel & Aluminum Co.) is a stock, while DLN (WisdomTree U.S. LargeCap Dividend Fund) is Large Cap Value Equities fund tracking the WisdomTree U.S. LargeCap Dividend Index. Over the past 10 years, RS returned 18.99%/yr vs 12.41%/yr for DLN. A 0.60 correlation means they provide meaningful diversification when combined.
Performance
RS vs. DLN - Performance Comparison
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Returns By Period
In the year-to-date period, RS achieves a 36.69% return, which is significantly higher than DLN's 12.24% return. Over the past 10 years, RS has outperformed DLN with an annualized return of 18.99%, while DLN has yielded a comparatively lower 12.41% annualized return.
RS
- 1D
- 0.91%
- 1M
- -3.45%
- 6M
- 25.12%
- YTD
- 36.69%
- 1Y
- 23.69%
- 3Y*
- 13.26%
- 5Y*
- 23.41%
- 10Y*
- 18.99%
DLN
- 1D
- 0.34%
- 1M
- 1.01%
- 6M
- 9.89%
- YTD
- 12.24%
- 1Y
- 21.18%
- 3Y*
- 17.77%
- 5Y*
- 12.48%
- 10Y*
- 12.41%
RS vs. DLN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RS Reliance Steel & Aluminum Co. | 36.69% | 9.12% | -2.33% | 40.29% | 27.08% | 37.84% | 2.42% | 72.21% | -15.12% | 10.49% |
DLN WisdomTree U.S. LargeCap Dividend Fund | 12.24% | 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 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
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 16, 2006 | 0.60 |
The correlation between RS and DLN shifts across timeframes, from 0.42 (1 year) to 0.60 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
RS vs. DLN — Risk / Return Rank
RS
DLN
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 U.S. LargeCap Dividend Fund (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.
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.
| RS | DLN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.48 | ||
| Sortino ratioReturn per unit of downside risk | -2.12 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.44 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 1.07 | 3.49 | -2.42 |
| Martin ratioReturn relative to average drawdown | 1.82 | 14.60 | -12.78 |
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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.
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Drawdown Indicators
| RS | DLN | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -5.21% | -0.02% | -5.19% |
Average DrawdownAverage peak-to-trough decline | -16.45% | -7.48% | -8.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.04% | 1.45% | +11.59% |
Volatility
RS vs. DLN - Volatility Comparison
Reliance Steel & Aluminum Co. (RS) has a higher volatility of 8.45% compared to WisdomTree U.S. LargeCap Dividend Fund (DLN) at 2.00%. 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.
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Volatility by Period
| RS | DLN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.45% | 2.00% | +6.45% |
Volatility (6M)Calculated over the trailing 6-month period | 18.30% | 6.91% | +11.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.29% | 8.95% | +17.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.93% | 13.25% | +14.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.63% | 16.11% | +13.52% |
Dividends
RS vs. DLN - Dividend Comparison
RS's dividend yield for the trailing twelve months is around 1.25%, less than DLN's 1.76% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DLN WisdomTree U.S. LargeCap Dividend Fund | 1.76% | 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. | 1.25% | 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
RS and DLN have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RS has higher volatility (8.45%) compared to DLN (2.00%). In terms of maximum drawdown, RS dropped -83.80% vs DLN's -57.84%.
DLN currently has the higher Sharpe Ratio (2.39 vs 0.91), 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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