DASH vs EBAY: returns, Sharpe ratio and drawdown
Performance
DASH-30.40%EBAY+24.24%
Summary
DASH vs EBAY
Over the past year, EBAY returned +24.24% against -30.40% for DASH. Over five years, EBAY averaged +8.40% a year, compared with -2.19% for DASH. EBAY had the higher Sharpe ratio over the past year (0.67 vs -0.61), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -19.88% for EBAY and -46.78% for DASH.
Current Drawdown
DASH-30.40%EBAY-5.87%
Rolling Volatility
DASH+2.53%EBAY+1.63%
METRICS
Correlation Matrix
Metrics
Risk Indicators
DASHEBAY
Alpha
DASH
-44.40%
EBAY
16.42%
Beta
DASH
1.40x
EBAY
0.70x
Sharpe
DASH
-0.61
EBAY
0.67
Sortino
DASH
-0.81
EBAY
0.88
Omega
DASH
0.90
EBAY
1.13
Calmar
DASH
-0.65
EBAY
1.22
Martin
DASH
-0.94
EBAY
2.34
Comparisons