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ASO vs. DKS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ASO and DKS is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


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Performance

ASO vs. DKS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Academy Sports and Outdoors, Inc. (ASO) and DICK'S Sporting Goods, Inc. (DKS). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%AugustSeptemberOctoberNovemberDecember2025
9.08%
12.27%
ASO
DKS

Key characteristics

Sharpe Ratio

ASO:

-0.24

DKS:

1.82

Sortino Ratio

ASO:

-0.11

DKS:

2.89

Omega Ratio

ASO:

0.99

DKS:

1.33

Calmar Ratio

ASO:

-0.22

DKS:

3.78

Martin Ratio

ASO:

-0.36

DKS:

7.61

Ulcer Index

ASO:

24.21%

DKS:

9.25%

Daily Std Dev

ASO:

35.48%

DKS:

38.78%

Max Drawdown

ASO:

-44.82%

DKS:

-73.33%

Current Drawdown

ASO:

-21.10%

DKS:

-1.37%

Fundamentals

Market Cap

ASO:

$4.08B

DKS:

$19.03B

EPS

ASO:

$6.05

DKS:

$13.99

PE Ratio

ASO:

9.73

DKS:

16.69

PEG Ratio

ASO:

0.63

DKS:

2.65

Total Revenue (TTM)

ASO:

$6.05B

DKS:

$13.43B

Gross Profit (TTM)

ASO:

$2.01B

DKS:

$4.80B

EBITDA (TTM)

ASO:

$723.30M

DKS:

$1.93B

Returns By Period

In the year-to-date period, ASO achieves a 2.31% return, which is significantly higher than DKS's 2.05% return.


ASO

YTD

2.31%

1M

16.99%

6M

13.42%

1Y

-7.33%

5Y*

N/A

10Y*

N/A

DKS

YTD

2.05%

1M

9.58%

6M

18.53%

1Y

68.97%

5Y*

41.83%

10Y*

18.98%

*Annualized

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Academy Sports and Outdoors, Inc.

DICK'S Sporting Goods, Inc.

Risk-Adjusted Performance

ASO vs. DKS — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ASO
The Risk-Adjusted Performance Rank of ASO is 3434
Overall Rank
The Sharpe Ratio Rank of ASO is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of ASO is 3030
Sortino Ratio Rank
The Omega Ratio Rank of ASO is 3131
Omega Ratio Rank
The Calmar Ratio Rank of ASO is 3434
Calmar Ratio Rank
The Martin Ratio Rank of ASO is 4141
Martin Ratio Rank

DKS
The Risk-Adjusted Performance Rank of DKS is 9191
Overall Rank
The Sharpe Ratio Rank of DKS is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of DKS is 9191
Sortino Ratio Rank
The Omega Ratio Rank of DKS is 8787
Omega Ratio Rank
The Calmar Ratio Rank of DKS is 9696
Calmar Ratio Rank
The Martin Ratio Rank of DKS is 8989
Martin 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.

ASO vs. DKS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Academy Sports and Outdoors, Inc. (ASO) and DICK'S Sporting Goods, Inc. (DKS). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The chart of Sharpe ratio for ASO, currently valued at -0.24, compared to the broader market-4.00-2.000.002.00-0.241.82
The chart of Sortino ratio for ASO, currently valued at -0.11, compared to the broader market-4.00-2.000.002.004.00-0.112.89
The chart of Omega ratio for ASO, currently valued at 0.99, compared to the broader market0.501.001.502.000.991.33
The chart of Calmar ratio for ASO, currently valued at -0.22, compared to the broader market0.002.004.006.00-0.223.78
The chart of Martin ratio for ASO, currently valued at -0.36, compared to the broader market-10.000.0010.0020.00-0.367.61
ASO
DKS

The current ASO Sharpe Ratio is -0.24, which is lower than the DKS Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of ASO and DKS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
-0.24
1.82
ASO
DKS

Dividends

ASO vs. DKS - Dividend Comparison

ASO's dividend yield for the trailing twelve months is around 0.75%, less than DKS's 1.88% yield.


TTM20242023202220212020201920182017201620152014
ASO
Academy Sports and Outdoors, Inc.
0.75%0.76%0.55%0.57%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DKS
DICK'S Sporting Goods, Inc.
1.88%1.92%2.72%1.62%6.18%2.23%2.22%2.88%2.37%1.14%1.56%1.01%

Drawdowns

ASO vs. DKS - Drawdown Comparison

The maximum ASO drawdown since its inception was -44.82%, smaller than the maximum DKS drawdown of -73.33%. Use the drawdown chart below to compare losses from any high point for ASO and DKS. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-21.10%
-1.37%
ASO
DKS

Volatility

ASO vs. DKS - Volatility Comparison

Academy Sports and Outdoors, Inc. (ASO) has a higher volatility of 10.08% compared to DICK'S Sporting Goods, Inc. (DKS) at 9.37%. This indicates that ASO's price experiences larger fluctuations and is considered to be riskier than DKS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%AugustSeptemberOctoberNovemberDecember2025
10.08%
9.37%
ASO
DKS

Financials

ASO vs. DKS - Financials Comparison

This section allows you to compare key financial metrics between Academy Sports and Outdoors, Inc. and DICK'S Sporting Goods, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


1.00B1.50B2.00B2.50B3.00B3.50B4.00B20202021202220232024
1.34B
3.06B
(ASO) Total Revenue
(DKS) Total Revenue
Values in USD except per share items

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