DDS vs. SBS
DDS (Dillard's, Inc.) and SBS (Companhia de Saneamento Básico do Estado de São Paulo - SABESP) are both stocks. DDS operates in Department Stores (Consumer Cyclical), while SBS operates in Utilities - Regulated Water (Utilities). Over the past 10 years, DDS returned 30.59%/yr vs 16.43%/yr for SBS. At a 0.20 correlation, their price movements are largely independent.
Performance
DDS vs. SBS - Performance Comparison
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Returns By Period
In the year-to-date period, DDS achieves a 0.66% return, which is significantly lower than SBS's 15.28% return. Over the past 10 years, DDS has outperformed SBS with an annualized return of 30.59%, while SBS has yielded a comparatively lower 16.43% annualized return.
DDS
- 1D
- -0.70%
- 1M
- 14.47%
- YTD
- 0.66%
- 6M
- -10.45%
- 1Y
- 58.44%
- 3Y*
- 27.17%
- 5Y*
- 35.97%
- 10Y*
- 30.59%
SBS
- 1D
- -0.18%
- 1M
- -6.98%
- YTD
- 15.28%
- 6M
- 14.60%
- 1Y
- 38.40%
- 3Y*
- 40.12%
- 5Y*
- 32.68%
- 10Y*
- 16.43%
DDS vs. SBS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DDS Dillard's, Inc. | 0.66% | 46.81% | 13.47% | 32.05% | 38.66% | 306.41% | -12.71% | 22.76% | 0.97% | -3.63% |
SBS Companhia de Saneamento Básico do Estado de São Paulo - SABESP | 15.28% | 80.60% | -4.21% | 46.89% | 48.42% | -13.79% | -40.98% | 91.22% | -20.37% | 23.83% |
Correlation
The correlation between DDS and SBS is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since May 10, 2002 | 0.20 |
Fundamentals
DDS:
$9.52B
SBS:
$19.24B
DDS:
$42.07
SBS:
R$2.48
DDS:
14.50
SBS:
11.24
DDS:
1.45
SBS:
2.48
DDS:
3.66
SBS:
2.27
DDS:
$6.58B
SBS:
R$38.70B
DDS:
$1.82B
SBS:
R$13.96B
DDS:
$985.80M
SBS:
R$14.87B
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Return for Risk
DDS vs. SBS — Risk / Return Rank
DDS
SBS
DDS vs. SBS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dillard's, Inc. (DDS) and Companhia de Saneamento Básico do Estado de São Paulo - SABESP (SBS). 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.
| DDS | SBS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.35 | ||
| Sortino ratioReturn per unit of downside risk | +0.31 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.21 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.42 | 1.55 | +0.87 |
| Martin ratioReturn relative to average drawdown | 5.60 | 4.65 | +0.95 |
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Drawdowns
DDS vs. SBS - Drawdown Comparison
The maximum DDS drawdown since its inception was -93.62%, which is greater than SBS's maximum drawdown of -76.49%. Use the drawdown chart below to compare losses from any high point for DDS and SBS.
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Drawdown Indicators
| DDS | SBS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.62% | -76.49% | -17.13% |
Max Drawdown (1Y)Largest decline over 1 year | -24.27% | -24.88% | +0.61% |
Max Drawdown (3Y)Largest decline over 3 years | -42.02% | -24.88% | -17.14% |
Max Drawdown (5Y)Largest decline over 5 years | -49.71% | -30.35% | -19.36% |
Max Drawdown (10Y)Largest decline over 10 years | -76.57% | -61.91% | -14.66% |
Current DrawdownCurrent decline from peak | -12.84% | -22.90% | +10.06% |
Average DrawdownAverage peak-to-trough decline | -35.61% | -25.70% | -9.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.47% | 8.28% | +2.19% |
Volatility
DDS vs. SBS - Volatility Comparison
Dillard's, Inc. (DDS) has a higher volatility of 10.15% compared to Companhia de Saneamento Básico do Estado de São Paulo - SABESP (SBS) at 8.92%. This indicates that DDS's price experiences larger fluctuations and is considered to be riskier than SBS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DDS | SBS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.15% | 8.92% | +1.23% |
Volatility (6M)Calculated over the trailing 6-month period | 27.84% | 24.61% | +3.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.57% | 33.86% | +5.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 50.28% | 36.90% | +13.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 59.53% | 43.51% | +16.02% |
Dividends
DDS vs. SBS - Dividend Comparison
DDS's dividend yield for the trailing twelve months is around 5.11%, more than SBS's 2.33% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DDS Dillard's, Inc. | 5.11% | 5.13% | 6.02% | 5.18% | 4.89% | 6.41% | 0.95% | 0.68% | 0.66% | 0.57% | 0.45% | 0.40% |
SBS Companhia de Saneamento Básico do Estado de São Paulo - SABESP | 2.33% | 4.68% | 1.96% | 1.66% | 1.88% | 0.97% | 2.93% | 1.99% | 3.86% | 2.76% | 0.65% | 1.91% |
Financials
DDS vs. SBS - Financials Comparison
This section allows you to compare key financial metrics between Dillard's, Inc. and Companhia de Saneamento Básico do Estado de São Paulo - SABESP. 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
DDS vs. SBS - Profitability Comparison
DDS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Dillard's, Inc. reported a gross profit of 0.00 and revenue of 1.57B. Therefore, the gross margin over that period was 0.0%.
SBS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Companhia de Saneamento Básico do Estado de São Paulo - SABESP reported a gross profit of 3.79B and revenue of 9.78B. Therefore, the gross margin over that period was 38.8%.
DDS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Dillard's, Inc. reported an operating income of 0.00 and revenue of 1.57B, resulting in an operating margin of 0.0%.
SBS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Companhia de Saneamento Básico do Estado de São Paulo - SABESP reported an operating income of 3.33B and revenue of 9.78B, resulting in an operating margin of 34.1%.
DDS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Dillard's, Inc. reported a net income of 250.60M and revenue of 1.57B, resulting in a net margin of 16.0%.
SBS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Companhia de Saneamento Básico do Estado de São Paulo - SABESP reported a net income of 1.72B and revenue of 9.78B, resulting in a net margin of 17.6%.
Frequently Asked Questions
DDS and SBS have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DDS has higher volatility (10.15%) compared to SBS (8.92%). In terms of maximum drawdown, DDS dropped -93.62% vs SBS's -76.49%.
DDS currently has the higher Sharpe Ratio (1.48 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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