PortfoliosLab logoPortfoliosLab logo
Denny's Corporation (DENN)
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Company Info

ISIN
US24869P1049
CUSIP
24869P104
Industry
Restaurants
IPO Date
Nov 22, 1989

Highlights

Market Cap
$326.09M
Enterprise Value
$740.31M
EPS (TTM)
$0.20
PE Ratio
31.88
Total Revenue (TTM)
$457.21M
Gross Profit (TTM)
$200.23M
EBITDA (TTM)
$53.53M
Year Range
$2.85 - $6.26
ROA (TTM)
2.03%
ROE (TTM)
-31.27%

Share Price Chart


Loading graphics...

Compare stocks, funds, or ETFs

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


Denny's Corporation

Often compared with DENN:
DENN vs. SPYDENN vs. VOO

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Denny's Corporation, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


Loading graphics...

S&P 500 Index

Returns By Period

Denny's Corporation (DENN) has returned 0.48% so far this year and 70.30% over the past 12 months. Over the last ten years, DENN has returned -4.94% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


Denny's Corporation

1D
0.00%
1M
0.00%
YTD
0.48%
6M
19.50%
1Y
70.30%
3Y*
-17.57%
5Y*
-19.31%
10Y*
-4.94%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jan 8, 1998, DENN's average daily return is +0.08%, while the average monthly return is +1.58%. At this rate, your investment would double in approximately 3.7 years.

Historically, 49% of months were positive and 51% were negative. The best month was Feb 2004 with a return of +309.6%, while the worst month was Mar 2020 at -55.9%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 6 months.

On a daily basis, DENN closed higher 45% of trading days. The best single day was Oct 13, 2000 with a return of +66.7%, while the worst single day was Mar 18, 2003 at -35.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.48%0.00%0.00%0.48%
20254.63%-21.48%-26.16%0.54%3.52%7.33%-9.27%22.85%14.44%-25.24%57.80%0.81%2.81%
2024-2.30%-13.17%-2.93%-10.49%-8.98%-2.74%3.66%-11.14%-1.38%-0.62%2.34%-7.77%-44.39%
202330.51%-2.91%-4.37%0.45%-1.25%11.29%-4.55%-18.96%-11.12%1.77%10.09%14.65%18.13%
2022-3.12%2.06%-9.54%-10.41%-19.19%-16.22%11.87%-2.68%-0.42%20.40%10.68%-26.56%-42.44%
20217.15%11.57%3.19%4.58%-7.18%-6.20%-14.68%17.56%-1.21%-2.69%-12.89%15.52%8.99%

Benchmark Metrics

Denny's Corporation has an annualized alpha of 11.49%, beta of 0.97, and R² of 0.08 versus S&P 500 Index. Calculated based on daily prices since January 09, 1998.

  • This stock participated in 132.39% of S&P 500 Index downside but only 97.71% of its upside — more exposed to losses than it benefited from rallies.
  • R² of 0.08 means this stock moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
11.49%
Beta
0.97
0.08
Upside Capture
97.71%
Downside Capture
132.39%

Return for Risk

Risk / Return Rank

DENN ranks 78 for risk / return — better than 78% of stocks on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


DENN Risk / Return Rank: 7878
Overall Rank
DENN Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
DENN Sortino Ratio Rank: 8383
Sortino Ratio Rank
DENN Omega Ratio Rank: 8585
Omega Ratio Rank
DENN Calmar Ratio Rank: 7272
Calmar Ratio Rank
DENN Martin Ratio Rank: 7575
Martin Ratio Rank
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Denny's Corporation (DENN) and compare them to a chosen benchmark (S&P 500 Index).


DENNBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.05

0.90

+0.16

Sortino ratio

Return per unit of downside risk

2.32

1.39

+0.93

Omega ratio

Gain probability vs. loss probability

1.34

1.21

+0.13

Calmar ratio

Return relative to maximum drawdown

1.64

1.40

+0.24

Martin ratio

Return relative to average drawdown

4.60

6.61

-2.01

Explore DENN risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History


Denny's Corporation doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


Loading graphics...

Worst Drawdowns

The table below displays the maximum drawdowns of the Denny's Corporation. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Denny's Corporation was 97.69%, occurring on Sep 3, 2003. Recovery took 2885 trading sessions.

The current Denny's Corporation drawdown is 73.53%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-97.69%Jun 9, 19981317Sep 3, 20032885Feb 19, 20154202
-87.67%Sep 6, 20191405Apr 8, 2025
-29.29%Aug 5, 2015116Jan 20, 2016225Dec 8, 2016341
-22.39%May 1, 2018110Oct 4, 201865Jan 9, 2019175
-20.89%Jan 16, 199870Apr 28, 199826Jun 4, 199896

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading graphics...

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Denny's Corporation over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.


Annual
Quarterly

0.0

Valuation

The Valuation section provides an overview of how Denny's Corporation is priced in the market compared to other companies in the Restaurants industry. It includes key financial ratios that help investors assess whether the stock is undervalued or overvalued.


PE Ratio

The chart displays the Price-to-Earnings (P/E) ratio for DENN, comparing it with other companies in the Restaurants industry. Currently, DENN has a P/E ratio of 31.9. This P/E ratio is significantly higher than those of industry peers. This could indicate that the stock is overvalued or that investors expect strong future growth.

PS Ratio

This chart shows the Price-to-Sales (P/S) ratio for DENN relative to other companies in the Restaurants industry. Currently, DENN has a P/S ratio of 0.7. This P/S ratio falls within the average range for the industry, suggesting the stock is fairly valued based on its revenue.

Income Statement



TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items