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Denny's Corporation (DENN)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS24869P1049
CUSIP24869P104
SectorConsumer Cyclical
IndustryRestaurants

Highlights

Market Cap$426.03M
EPS$0.35
PE Ratio23.34
PEG Ratio1.55
Revenue (TTM)$463.92M
Gross Profit (TTM)$172.05M
EBITDA (TTM)$78.40M
Year Range$8.00 - $12.53
Target Price$11.50
Short %5.23%
Short Ratio5.65

Share Price Chart


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Denny's Corporation

Popular comparisons: DENN vs. SPY, DENN 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.


-10.00%0.00%10.00%20.00%30.00%NovemberDecember2024FebruaryMarchApril
-2.34%
21.14%
DENN (Denny's Corporation)
Benchmark (^GSPC)

S&P 500

Returns By Period

Denny's Corporation had a return of -22.98% year-to-date (YTD) and -21.76% in the last 12 months. Over the past 10 years, Denny's Corporation had an annualized return of 2.88%, while the S&P 500 had an annualized return of 10.55%, indicating that Denny's Corporation did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date-22.98%6.33%
1 month-1.99%-2.81%
6 months-2.33%21.13%
1 year-21.76%24.56%
5 years (annualized)-15.09%11.55%
10 years (annualized)2.88%10.55%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-2.30%-13.17%-2.93%
2023-11.12%1.77%10.09%14.65%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of DENN is 20, indicating that it is in the bottom 20% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of DENN is 2020
Denny's Corporation(DENN)
The Sharpe Ratio Rank of DENN is 1414Sharpe Ratio Rank
The Sortino Ratio Rank of DENN is 1616Sortino Ratio Rank
The Omega Ratio Rank of DENN is 1717Omega Ratio Rank
The Calmar Ratio Rank of DENN is 2929Calmar Ratio Rank
The Martin Ratio Rank of DENN is 2323Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Denny's Corporation (DENN) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


DENN
Sharpe ratio
The chart of Sharpe ratio for DENN, currently valued at -0.73, compared to the broader market-2.00-1.000.001.002.003.00-0.73
Sortino ratio
The chart of Sortino ratio for DENN, currently valued at -0.93, compared to the broader market-4.00-2.000.002.004.006.00-0.93
Omega ratio
The chart of Omega ratio for DENN, currently valued at 0.89, compared to the broader market0.501.001.500.89
Calmar ratio
The chart of Calmar ratio for DENN, currently valued at -0.35, compared to the broader market0.001.002.003.004.005.006.00-0.35
Martin ratio
The chart of Martin ratio for DENN, currently valued at -1.07, compared to the broader market0.0010.0020.0030.00-1.07
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.91, compared to the broader market-2.00-1.000.001.002.003.001.91
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.77, compared to the broader market-4.00-2.000.002.004.006.002.77
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.501.001.501.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.46, compared to the broader market0.001.002.003.004.005.006.001.46
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.61, compared to the broader market0.0010.0020.0030.007.61

Sharpe Ratio

The current Denny's Corporation Sharpe ratio is -0.73. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2024FebruaryMarchApril
-0.73
1.91
DENN (Denny's Corporation)
Benchmark (^GSPC)

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.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2024FebruaryMarchApril
-64.51%
-3.48%
DENN (Denny's Corporation)
Benchmark (^GSPC)

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 97.70%, occurring on Sep 3, 2003. Recovery took 2885 trading sessions.

The current Denny's Corporation drawdown is 64.51%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-97.7%Jun 9, 19981276Sep 3, 20032885Feb 19, 20154161
-78.82%Sep 6, 2019134Mar 18, 2020
-29.29%Aug 5, 2015116Jan 20, 2016225Dec 8, 2016341
-22.39%May 1, 2018110Oct 4, 201865Jan 9, 2019175
-20.9%Jan 16, 199870Apr 28, 199826Jun 4, 199896

Volatility

Volatility Chart

The current Denny's Corporation volatility is 8.51%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2024FebruaryMarchApril
8.51%
3.59%
DENN (Denny's Corporation)
Benchmark (^GSPC)

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.

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Income Statement


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Other Non-Operating Income (Expenses)

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Values in undefined except per share items