DDS vs. TRVI

Last updated Jun 13, 2026

DDS (Dillard's, Inc.) and TRVI (Trevi Therapeutics, Inc.) are both stocks. DDS operates in Department Stores (Consumer Cyclical), while TRVI operates in Biotechnology (Healthcare). Over the past 5 years, DDS returned 35.97%/yr vs 44.83%/yr for TRVI. At a 0.12 correlation, their price movements are largely independent.

Performance

DDS vs. TRVI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dillard's, Inc. (DDS) and Trevi Therapeutics, Inc. (TRVI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DDS achieves a 0.66% return, which is significantly lower than TRVI's 13.50% 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%

TRVI

• 1D: 5.57%
• 1M: -6.94%
• YTD: 13.50%
• 6M: 11.28%
• 1Y: 130.31%
• 3Y*: 75.70%
• 5Y*: 44.83%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

DDS vs. TRVI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
DDS Dillard's, Inc.	0.66%	46.81%	13.47%	32.05%	38.66%	306.41%	-12.71%	9.10%
TRVI Trevi Therapeutics, Inc.	13.50%	203.88%	207.46%	-30.57%	146.74%	-67.68%	-35.47%	-60.53%

Correlation

The correlation between DDS and TRVI is 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.10
Correlation (3Y) Calculated over the trailing 3-year period	0.15
Correlation (5Y) Calculated over the trailing 5-year period	0.14
Correlation (All Time) Calculated using the full available price history since May 7, 2019	0.12

Fundamentals

EPS DDS : $42.07 TRVI : -$0.43
Total Revenue (TTM) DDS : $6.58B TRVI : $0.00
Gross Profit (TTM) DDS : $1.82B TRVI : -$31.00K
EBITDA (TTM) DDS : $985.80M TRVI : -$49.16M

Return for Risk

DDS vs. TRVI — Risk / Return Rank

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

DDS

DDS Risk / Return Rank: 80
DDS Sharpe Ratio Rank: 83
DDS Sortino Ratio Rank: 78
DDS Omega Ratio Rank: 77
DDS Calmar Ratio Rank: 80
DDS Martin Ratio Rank: 79

TRVI

TRVI Risk / Return Rank: 89
TRVI Sharpe Ratio Rank: 91
TRVI Sortino Ratio Rank: 87
TRVI Omega Ratio Rank: 86
TRVI Calmar Ratio Rank: 91
TRVI Martin Ratio Rank: 89

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.

DDS vs. TRVI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dillard's, Inc. (DDS) and Trevi Therapeutics, Inc. (TRVI). 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	TRVI	Difference
Sharpe ratio: Return per unit of total volatility	1.48	2.17	-0.69
Sortino ratio: Return per unit of downside risk	2.07	2.72	-0.65
Omega ratio: Gain probability vs. loss probability	1.27	1.35	-0.08
Calmar ratio: Return relative to maximum drawdown	2.42	4.44	-2.02
Martin ratio: Return relative to average drawdown	5.60	10.40	-4.80

DDS vs. TRVI - Sharpe Ratio Comparison

The current DDS Sharpe Ratio is 1.48, which is lower than the TRVI Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of DDS and TRVI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DDS vs. TRVI - Drawdown Comparison

The maximum DDS drawdown since its inception was -93.62%, roughly equal to the maximum TRVI drawdown of -95.45%. Use the drawdown chart below to compare losses from any high point for DDS and TRVI.

Drawdown Indicators

	DDS	TRVI	Difference
Max Drawdown Largest peak-to-trough decline	-93.62%	-95.45%	+1.83%
Max Drawdown (1Y) Largest decline over 1 year	-24.27%	-29.50%	+5.23%
Max Drawdown (3Y) Largest decline over 3 years	-42.02%	-61.96%	+19.94%
Max Drawdown (5Y) Largest decline over 5 years	-49.71%	-80.26%	+30.55%
Max Drawdown (10Y) Largest decline over 10 years	-76.57%	—	—
Current Drawdown Current decline from peak	-12.84%	-7.73%	-5.11%
Average Drawdown Average peak-to-trough decline	-35.61%	-61.49%	+25.88%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.47%	12.58%	-2.11%

Volatility

DDS vs. TRVI - Volatility Comparison

The current volatility for Dillard's, Inc. (DDS) is 10.15%, while Trevi Therapeutics, Inc. (TRVI) has a volatility of 13.78%. This indicates that DDS experiences smaller price fluctuations and is considered to be less risky than TRVI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DDS	TRVI	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.15%	13.78%	-3.63%
Volatility (6M) Calculated over the trailing 6-month period	27.84%	39.38%	-11.54%
Volatility (1Y) Calculated over the trailing 1-year period	39.57%	60.39%	-20.82%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	50.28%	88.26%	-37.98%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	59.53%	99.35%	-39.82%

Dividends

DDS vs. TRVI - Dividend Comparison

DDS's dividend yield for the trailing twelve months is around 5.11%, while TRVI has not paid dividends to shareholders.

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%
TRVI Trevi Therapeutics, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Financials

Frequently Asked Questions

Can I hold both DDS and TRVI in my portfolio?

DDS and TRVI have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DDS or TRVI?

TRVI has higher volatility (13.78%) compared to DDS (10.15%). In terms of maximum drawdown, DDS dropped -93.62% vs TRVI's -95.45%.

Which has better risk-adjusted returns?

TRVI currently has the higher Sharpe Ratio (2.17 vs 1.48), 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.