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Dunelm Group plc (DNLM.L)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINGB00B1CKQ739
SectorConsumer Cyclical
IndustrySpecialty Retail

Highlights

Market Cap£2.02B
EPS£0.74
PE Ratio13.51
Revenue (TTM)£1.68B
Gross Profit (TTM)£820.90M
EBITDA (TTM)£229.60M
Year Range£901.42 - £1,151.00
Target Price£1,173.15

Share Price Chart


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Dunelm Group plc

Performance

Performance Chart

The chart shows the growth of an initial investment of £10,000 in Dunelm Group plc, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


500.00%1,000.00%1,500.00%December2024FebruaryMarchAprilMay
1,494.90%
463.32%
DNLM.L (Dunelm Group plc)
Benchmark (^GSPC)

S&P 500

Returns By Period

Dunelm Group plc had a return of -4.58% year-to-date (YTD) and -6.64% in the last 12 months. Over the past 10 years, Dunelm Group plc had an annualized return of 7.92%, while the S&P 500 had an annualized return of 10.64%, indicating that Dunelm Group plc did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date-4.58%7.50%
1 month-11.19%-1.61%
6 months0.84%17.65%
1 year-6.64%26.26%
5 years (annualized)10.45%11.73%
10 years (annualized)7.92%10.64%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.46%5.22%3.13%-10.34%
2023-4.54%6.82%5.28%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of DNLM.L is 30, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of DNLM.L is 3030
Dunelm Group plc(DNLM.L)
The Sharpe Ratio Rank of DNLM.L is 3535Sharpe Ratio Rank
The Sortino Ratio Rank of DNLM.L is 3030Sortino Ratio Rank
The Omega Ratio Rank of DNLM.L is 3030Omega Ratio Rank
The Calmar Ratio Rank of DNLM.L is 3030Calmar Ratio Rank
The Martin Ratio Rank of DNLM.L is 2626Martin 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 Dunelm Group plc (DNLM.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


DNLM.L
Sharpe ratio
The chart of Sharpe ratio for DNLM.L, currently valued at -0.25, compared to the broader market-2.00-1.000.001.002.003.004.00-0.25
Sortino ratio
The chart of Sortino ratio for DNLM.L, currently valued at -0.17, compared to the broader market-4.00-2.000.002.004.006.00-0.17
Omega ratio
The chart of Omega ratio for DNLM.L, currently valued at 0.98, compared to the broader market0.501.001.500.98
Calmar ratio
The chart of Calmar ratio for DNLM.L, currently valued at -0.30, compared to the broader market0.002.004.006.00-0.30
Martin ratio
The chart of Martin ratio for DNLM.L, currently valued at -0.90, compared to the broader market-10.000.0010.0020.0030.00-0.90
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.17, compared to the broader market-2.00-1.000.001.002.003.004.002.17
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.11, compared to the broader market-4.00-2.000.002.004.006.003.11
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.501.001.501.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.65, compared to the broader market0.002.004.006.001.65
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.41, compared to the broader market-10.000.0010.0020.0030.008.41

Sharpe Ratio

The current Dunelm Group plc Sharpe ratio is -0.25. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Dunelm Group plc with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00December2024FebruaryMarchAprilMay
-0.25
1.86
DNLM.L (Dunelm Group plc)
Benchmark (^GSPC)

Dividends

Dividend History

Dunelm Group plc granted a 0.08% dividend yield in the last twelve months. The annual payout for that period amounted to £0.78 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend£0.78£0.82£0.77£1.00£0.08£0.60£0.27£0.26£0.57£0.92£0.20£0.41

Dividend yield

0.08%0.07%0.08%0.07%0.01%0.05%0.05%0.04%0.07%0.10%0.02%0.05%

Monthly Dividends

The table displays the monthly dividend distributions for Dunelm Group plc. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024£0.00£0.00£0.51£0.00
2023£0.00£0.00£0.55£0.00£0.00£0.00£0.00£0.00£0.00£0.27£0.00£0.00
2022£0.00£0.37£0.14£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.26£0.00
2021£0.00£0.00£0.12£0.00£0.00£0.00£0.00£0.00£0.65£0.23£0.00£0.00
2020£0.00£0.00£0.08£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00
2019£0.00£0.00£0.08£0.00£0.00£0.00£0.00£0.00£0.32£0.21£0.00£0.00
2018£0.00£0.00£0.07£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.20£0.00
2017£0.00£0.00£0.07£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.20£0.00
2016£0.00£0.00£0.38£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.19£0.00
2015£0.00£0.70£0.06£0.00£0.00£0.00£0.00£0.00£0.00£0.16£0.00£0.00
2014£0.00£0.00£0.05£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.15£0.00
2013£0.05£0.00£0.00£0.00£0.00£0.00£0.25£0.00£0.12£0.00

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%0.1%
Dunelm Group plc has a dividend yield of 0.08%, which signifies it pays a smaller percentage of its stock price in dividends to its shareholders compared to other companies in the market.
Payout Ratio
20.0%40.0%60.0%80.0%100.0%120.0%56.9%
Dunelm Group plc has a payout ratio of 56.91%, which is quite average when compared to the overall market. This suggests that Dunelm Group plc strikes a balance between reinvesting profits for growth and paying dividends to shareholders.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-17.06%
-1.82%
DNLM.L (Dunelm Group plc)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Dunelm Group plc. 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 Dunelm Group plc was 52.52%, occurring on Mar 19, 2020. Recovery took 111 trading sessions.

The current Dunelm Group plc drawdown is 17.06%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-52.52%Feb 17, 202024Mar 19, 2020111Aug 27, 2020135
-52.08%Sep 24, 2021236Sep 1, 2022
-50.09%Mar 21, 2007334Jul 16, 2008177Mar 26, 2009511
-47.61%Mar 7, 2016590Jul 6, 2018178Mar 19, 2019768
-29.51%Dec 20, 201071Mar 31, 2011253Apr 2, 2012324

Volatility

Volatility Chart

The current Dunelm Group plc volatility is 11.07%, 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%December2024FebruaryMarchAprilMay
11.07%
4.67%
DNLM.L (Dunelm Group plc)
Benchmark (^GSPC)

Financials

Financial Performance

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

Annual
Quarterly

0.0

Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

0.00

Cost Of Revenue

0.00

Gross Profit

0.00
Operating Expenses

Selling, General & Admin Expenses

0.00

R&D Expenses

0.00

Total Operating Expenses

0.00
Income

Income Before Tax

0.00

Operating Income

0.00

EBIT

0.00

Earnings From Continuing Operations

0.00

Net Income

0.00

Income Tax Expense

0.00

Interest Expense

0.00

Other Non-Operating Income (Expenses)

0.00

Extraordinary Items

0.00

Discontinued Operations

0.00

Effect Of Accounting Charges

0.00

Non Recurring

0.00

Minority Interest

0.00

Other Items

0.00
Values in undefined except per share items