DLTR vs SPY: returns, Sharpe ratio and drawdown

Over the past year, DLTR returned +33.25% against +15.31% for SPY. Over five years, SPY averaged +11.69% a year, compared with +3.64% for DLTR. SPY had the higher Sharpe ratio over the past year (0.83 vs 0.79), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -9.13% for SPY and -38.53% for DLTR.