CAKE vs. PLAY
CAKE (The Cheesecake Factory Incorporated) and PLAY (Dave & Buster's Entertainment, Inc.) are both stocks. Both operate in the Restaurants industry within the Consumer Cyclical sector. Over the past 10 years, CAKE returned 9.45%/yr vs -12.45%/yr for PLAY. Their 0.52 correlation means they have sometimes moved together and sometimes differently.
Performance
CAKE vs. PLAY - Performance Comparison
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Returns By Period
In the year-to-date period, CAKE achieves a 102.87% return, which is significantly higher than PLAY's -33.13% return. Over the past 10 years, CAKE has outperformed PLAY with an annualized return of 9.45%, while PLAY has yielded a comparatively lower -12.45% annualized return.
CAKE
- 1D
- 0.11%
- 1M
- 28.09%
- 6M
- 76.69%
- YTD
- 102.87%
- 1Y
- 65.83%
- 3Y*
- 44.79%
- 5Y*
- 20.23%
- 10Y*
- 9.45%
- ALL TIME*
- 11.40%
PLAY
- 1D
- 0.00%
- 1M
- -1.81%
- 6M
- -42.25%
- YTD
- -33.13%
- 1Y
- -61.42%
- 3Y*
- -37.97%
- 5Y*
- -20.10%
- 10Y*
- -12.45%
- ALL TIME*
- -3.57%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $197.12M | $153.55M | $107.62M | |
| $13.16M | $13.93M | $19.34M |
CAKE vs. PLAY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CAKE The Cheesecake Factory Incorporated | 102.87% | 8.61% | 39.33% | 14.01% | -17.02% | 5.64% | -3.53% | -7.82% | -7.44% | -17.83% |
PLAY Dave & Buster's Entertainment, Inc. | -33.13% | -44.47% | -45.79% | 51.95% | -7.71% | 27.91% | -24.97% | -8.87% | -18.76% | -2.01% |
Correlation
The correlation between CAKE and PLAY is 0.42, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.42 |
Correlation (3Y) Balances recent behavior with more history. | 0.49 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.56 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.54 |
Correlation (All Time) Calculated using the full available price history since Oct 10, 2014 | 0.52 |
The correlation between CAKE and PLAY shifts across timeframes, from 0.42 (1 year) to 0.56 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
CAKE:
$5.04B
PLAY:
$377.11M
CAKE:
$2.66
PLAY:
-$1.86
CAKE:
1.70
PLAY:
0.18
CAKE:
$2.90B
PLAY:
$2.09B
CAKE:
$2.27B
PLAY:
$1.32B
CAKE:
$231.47M
PLAY:
$350.60M
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Return for Risk
CAKE vs. PLAY — Risk / Return Rank
CAKE
PLAY
CAKE vs. PLAY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Cheesecake Factory Incorporated (CAKE) and Dave & Buster's Entertainment, Inc. (PLAY). 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.
| CAKE | PLAY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.60 | ||
| Sortino ratioReturn per unit of downside risk | +3.91 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 0.84 | +0.45 |
| Calmar ratioReturn relative to maximum drawdown | 1.88 | -0.95 | +2.84 |
| Martin ratioReturn relative to average drawdown | 4.58 | -1.36 | +5.95 |
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Drawdowns
CAKE vs. PLAY - Drawdown Comparison
The maximum CAKE drawdown since its inception was -86.17%, smaller than the maximum PLAY drawdown of -93.18%. Use the drawdown chart below to compare losses from any high point for CAKE and PLAY.
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Drawdown Indicators
| CAKE | PLAY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.17% | -93.18% | +7.01% |
Max Drawdown (1Y)Largest decline over 1 year | -33.02% | -66.05% | +33.03% |
Max Drawdown (3Y)Largest decline over 3 years | -36.39% | -86.03% | +49.64% |
Max Drawdown (5Y)Largest decline over 5 years | -46.54% | -86.03% | +39.49% |
Max Drawdown (10Y)Largest decline over 10 years | -75.50% | -93.18% | +17.68% |
Current DrawdownCurrent decline from peak | 0.00% | -84.82% | +84.82% |
Average DrawdownAverage peak-to-trough decline | -22.73% | -38.81% | +16.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.55% | 48.03% | -34.48% |
Volatility
CAKE vs. PLAY - Volatility Comparison
The current volatility for The Cheesecake Factory Incorporated (CAKE) is 15.44%, while Dave & Buster's Entertainment, Inc. (PLAY) has a volatility of 19.72%. This indicates that CAKE experiences smaller price fluctuations and is considered to be less risky than PLAY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CAKE | PLAY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.44% | 19.72% | -4.28% |
Volatility (6M)Calculated over the trailing 6-month period | 28.61% | 53.59% | -24.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.62% | 70.90% | -34.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.78% | 60.08% | -20.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.73% | 71.03% | -26.30% |
Dividends
CAKE vs. PLAY - Dividend Comparison
CAKE's dividend yield for the trailing twelve months is around 1.12%, while PLAY has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CAKE The Cheesecake Factory Incorporated | 1.12% | 2.14% | 2.28% | 3.08% | 2.55% | 0.00% | 0.97% | 3.55% | 2.85% | 2.20% | 1.47% | 1.58% |
PLAY Dave & Buster's Entertainment, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.53% | 1.15% | 0.67% | 0.00% | 0.00% | 0.00% |
Financials
CAKE vs. PLAY - Financials Comparison
This section allows you to compare key financial metrics between The Cheesecake Factory Incorporated and Dave & Buster's Entertainment, 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
CAKE and PLAY have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PLAY has higher volatility (19.72%) compared to CAKE (15.44%). In terms of maximum drawdown, CAKE dropped -86.17% vs PLAY's -93.18%.
CAKE currently has the higher Sharpe Ratio (1.71 vs -0.89), 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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