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SDOG vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between SDOG and ^GSPC is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

SDOG vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ALPS Sector Dividend Dogs ETF (SDOG) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
8.63%
9.23%
SDOG
^GSPC

Key characteristics

Sharpe Ratio

SDOG:

1.33

^GSPC:

2.07

Sortino Ratio

SDOG:

1.92

^GSPC:

2.76

Omega Ratio

SDOG:

1.23

^GSPC:

1.39

Calmar Ratio

SDOG:

1.97

^GSPC:

3.05

Martin Ratio

SDOG:

7.30

^GSPC:

13.27

Ulcer Index

SDOG:

2.18%

^GSPC:

1.95%

Daily Std Dev

SDOG:

12.04%

^GSPC:

12.52%

Max Drawdown

SDOG:

-43.56%

^GSPC:

-56.78%

Current Drawdown

SDOG:

-6.57%

^GSPC:

-1.91%

Returns By Period

In the year-to-date period, SDOG achieves a 15.02% return, which is significantly lower than ^GSPC's 25.25% return. Over the past 10 years, SDOG has underperformed ^GSPC with an annualized return of 7.93%, while ^GSPC has yielded a comparatively higher 11.11% annualized return.


SDOG

YTD

15.02%

1M

-5.88%

6M

7.37%

1Y

15.56%

5Y*

8.29%

10Y*

7.93%

^GSPC

YTD

25.25%

1M

0.08%

6M

9.66%

1Y

25.65%

5Y*

13.17%

10Y*

11.11%

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

SDOG vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ALPS Sector Dividend Dogs ETF (SDOG) and S&P 500 (^GSPC). 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.


Sharpe ratio
The chart of Sharpe ratio for SDOG, currently valued at 1.33, compared to the broader market0.002.004.001.332.07
The chart of Sortino ratio for SDOG, currently valued at 1.92, compared to the broader market-2.000.002.004.006.008.0010.001.922.76
The chart of Omega ratio for SDOG, currently valued at 1.23, compared to the broader market0.501.001.502.002.503.001.231.39
The chart of Calmar ratio for SDOG, currently valued at 1.97, compared to the broader market0.005.0010.0015.001.973.05
The chart of Martin ratio for SDOG, currently valued at 7.30, compared to the broader market0.0020.0040.0060.0080.00100.007.3013.27
SDOG
^GSPC

The current SDOG Sharpe Ratio is 1.33, which is lower than the ^GSPC Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of SDOG and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.33
2.07
SDOG
^GSPC

Drawdowns

SDOG vs. ^GSPC - Drawdown Comparison

The maximum SDOG drawdown since its inception was -43.56%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for SDOG and ^GSPC. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.57%
-1.91%
SDOG
^GSPC

Volatility

SDOG vs. ^GSPC - Volatility Comparison

ALPS Sector Dividend Dogs ETF (SDOG) and S&P 500 (^GSPC) have volatilities of 3.87% and 3.82%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.87%
3.82%
SDOG
^GSPC
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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