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BBWI vs. DLB
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

BBWI vs. DLB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bath & Body Works, Inc. (BBWI) and Dolby Laboratories, Inc. (DLB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BBWI achieves a -1.48% return, which is significantly higher than DLB's -17.26% return. Over the past 10 years, BBWI has underperformed DLB with an annualized return of -6.65%, while DLB has yielded a comparatively higher 2.40% annualized return.


BBWI

1D
3.08%
1M
4.69%
YTD
-1.48%
6M
-1.33%
1Y
-22.74%
3Y*
-19.94%
5Y*
-16.60%
10Y*
-6.65%

DLB

1D
-0.40%
1M
-3.24%
YTD
-17.26%
6M
-21.32%
1Y
-28.66%
3Y*
-13.16%
5Y*
-10.74%
10Y*
2.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BBWI vs. DLB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BBWI
Bath & Body Works, Inc.
-1.48%-46.52%-8.26%4.68%-38.40%133.77%107.78%-25.18%-54.31%-3.87%
DLB
Dolby Laboratories, Inc.
-17.26%-16.27%-7.95%23.82%-24.90%-0.99%42.99%12.63%0.78%38.73%

Correlation

The correlation between BBWI and DLB is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.22

Correlation (3Y)
Calculated over the trailing 3-year period

0.29

Correlation (5Y)
Calculated over the trailing 5-year period

0.36

Correlation (10Y)
Calculated over the trailing 10-year period

0.35

Correlation (All Time)
Calculated using the full available price history since Feb 17, 2005

0.33

The correlation between BBWI and DLB shifts across timeframes, from 0.22 (1 year) to 0.36 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS

BBWI:

$4.58

DLB:

$2.53

PE Ratio

BBWI:

4.24

DLB:

20.79

PS Ratio

BBWI:

0.42

DLB:

3.71

Total Revenue (TTM)

BBWI:

$7.25B

DLB:

$1.36B

Gross Profit (TTM)

BBWI:

$3.13B

DLB:

$1.19B

EBITDA (TTM)

BBWI:

$1.36B

DLB:

$347.35M

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Return for Risk

BBWI vs. DLB — Risk / Return Rank

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

BBWI
BBWI Risk / Return Rank: 2727
Overall Rank
BBWI Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
BBWI Sortino Ratio Rank: 2727
Sortino Ratio Rank
BBWI Omega Ratio Rank: 2727
Omega Ratio Rank
BBWI Calmar Ratio Rank: 2929
Calmar Ratio Rank
BBWI Martin Ratio Rank: 3030
Martin Ratio Rank

DLB
DLB Risk / Return Rank: 44
Overall Rank
DLB Sharpe Ratio Rank: 33
Sharpe Ratio Rank
DLB Sortino Ratio Rank: 66
Sortino Ratio Rank
DLB Omega Ratio Rank: 66
Omega Ratio Rank
DLB Calmar Ratio Rank: 44
Calmar Ratio Rank
DLB Martin Ratio Rank: 11
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.

BBWI vs. DLB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bath & Body Works, Inc. (BBWI) and Dolby Laboratories, Inc. (DLB). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BBWIDLBDifference
Sharpe ratioReturn per unit of total volatility

+0.74

Sortino ratioReturn per unit of downside risk

+1.29

Omega ratioGain probability vs. loss probability

0.97

0.80

+0.17

Calmar ratioReturn relative to maximum drawdown

-0.41

-0.96

+0.54

Martin ratioReturn relative to average drawdown

-0.71

-1.93

+1.22

BBWI vs. DLB - Sharpe Ratio Comparison

The current BBWI Sharpe Ratio is -0.41, which is higher than the DLB Sharpe Ratio of -1.14. The chart below compares the historical Sharpe Ratios of BBWI and DLB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BBWI vs. DLB - Drawdown Comparison

The maximum BBWI drawdown since its inception was -88.22%, which is greater than DLB's maximum drawdown of -62.19%. Use the drawdown chart below to compare losses from any high point for BBWI and DLB.


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Drawdown Indicators


BBWIDLBDifference

Max Drawdown

Largest peak-to-trough decline

-88.22%

-62.19%

-26.03%

Max Drawdown (1Y)

Largest decline over 1 year

-55.00%

-30.11%

-24.89%

Max Drawdown (3Y)

Largest decline over 3 years

-69.98%

-38.92%

-31.06%

Max Drawdown (5Y)

Largest decline over 5 years

-79.16%

-44.41%

-34.75%

Max Drawdown (10Y)

Largest decline over 10 years

-85.67%

-45.04%

-40.63%

Current Drawdown

Current decline from peak

-72.24%

-45.04%

-27.20%

Average Drawdown

Average peak-to-trough decline

-30.35%

-22.37%

-7.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

31.98%

14.84%

+17.14%

Volatility

BBWI vs. DLB - Volatility Comparison

Bath & Body Works, Inc. (BBWI) has a higher volatility of 18.68% compared to Dolby Laboratories, Inc. (DLB) at 6.02%. This indicates that BBWI's price experiences larger fluctuations and is considered to be riskier than DLB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BBWIDLBDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.68%

6.02%

+12.66%

Volatility (6M)

Calculated over the trailing 6-month period

39.03%

20.37%

+18.66%

Volatility (1Y)

Calculated over the trailing 1-year period

56.34%

25.14%

+31.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.65%

25.03%

+25.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

54.62%

26.61%

+28.01%

Dividends

BBWI vs. DLB - Dividend Comparison

BBWI's dividend yield for the trailing twelve months is around 4.12%, more than DLB's 2.68% yield.


PositionTTM20252024202320222021202020192018201720162015
BBWI
Bath & Body Works, Inc.
4.12%3.98%2.06%1.85%1.90%22.61%0.81%6.62%9.35%3.99%6.68%4.17%
DLB
Dolby Laboratories, Inc.
2.68%2.10%1.57%1.29%1.45%0.96%0.91%1.15%1.08%0.94%1.11%1.25%

Financials

BBWI vs. DLB - Financials Comparison

This section allows you to compare key financial metrics between Bath & Body Works, Inc. and Dolby Laboratories, 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


500.00M1.00B1.50B2.00B2.50B3.00B20222023202420252026
1.38B
395.63M
(BBWI) Total Revenue
(DLB) Total Revenue
Values in USD except per share items

BBWI vs. DLB - Profitability Comparison

The chart below illustrates the profitability comparison between Bath & Body Works, Inc. and Dolby Laboratories, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

40.0%50.0%60.0%70.0%80.0%90.0%20222023202420252026
42.6%
88.7%
Portfolio components
BBWI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Bath & Body Works, Inc. reported a gross profit of 587.00M and revenue of 1.38B. Therefore, the gross margin over that period was 42.6%.

DLB - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Dolby Laboratories, Inc. reported a gross profit of 350.90M and revenue of 395.63M. Therefore, the gross margin over that period was 88.7%.

BBWI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Bath & Body Works, Inc. reported an operating income of 231.00M and revenue of 1.38B, resulting in an operating margin of 16.8%.

DLB - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Dolby Laboratories, Inc. reported an operating income of 112.95M and revenue of 395.63M, resulting in an operating margin of 28.6%.

BBWI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Bath & Body Works, Inc. reported a net income of 183.00M and revenue of 1.38B, resulting in a net margin of 13.3%.

DLB - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Dolby Laboratories, Inc. reported a net income of 94.92M and revenue of 395.63M, resulting in a net margin of 24.0%.


Frequently Asked Questions


BBWI and DLB have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BBWI has higher volatility (18.68%) compared to DLB (6.02%). In terms of maximum drawdown, BBWI dropped -88.22% vs DLB's -62.19%.

BBWI currently has the higher Sharpe Ratio (-0.41 vs -1.14), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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