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DDS vs. ULTA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between DDS and ULTA is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

Performance

DDS vs. ULTA - Performance Comparison

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

1,000.00%1,500.00%2,000.00%2,500.00%3,000.00%JulyAugustSeptemberOctoberNovemberDecember
2,866.72%
1,358.16%
DDS
ULTA

Key characteristics

Sharpe Ratio

DDS:

0.46

ULTA:

-0.29

Sortino Ratio

DDS:

0.93

ULTA:

-0.19

Omega Ratio

DDS:

1.12

ULTA:

0.97

Calmar Ratio

DDS:

0.62

ULTA:

-0.23

Martin Ratio

DDS:

1.33

ULTA:

-0.36

Ulcer Index

DDS:

14.02%

ULTA:

27.49%

Daily Std Dev

DDS:

40.33%

ULTA:

34.16%

Max Drawdown

DDS:

-93.94%

ULTA:

-87.89%

Current Drawdown

DDS:

-3.22%

ULTA:

-24.18%

Fundamentals

Market Cap

DDS:

$6.95B

ULTA:

$19.64B

EPS

DDS:

$38.76

ULTA:

$24.98

PE Ratio

DDS:

11.27

ULTA:

16.96

PEG Ratio

DDS:

-1.28

ULTA:

2.76

Total Revenue (TTM)

DDS:

$6.67B

ULTA:

$11.36B

Gross Profit (TTM)

DDS:

$2.58B

ULTA:

$4.39B

EBITDA (TTM)

DDS:

$964.29M

ULTA:

$1.84B

Returns By Period

In the year-to-date period, DDS achieves a 14.08% return, which is significantly higher than ULTA's -12.24% return. Over the past 10 years, DDS has outperformed ULTA with an annualized return of 16.48%, while ULTA has yielded a comparatively lower 12.90% annualized return.


DDS

YTD

14.08%

1M

9.68%

6M

9.05%

1Y

17.02%

5Y*

50.27%

10Y*

16.48%

ULTA

YTD

-12.24%

1M

26.93%

6M

12.03%

1Y

-8.77%

5Y*

11.22%

10Y*

12.90%

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Risk-Adjusted Performance

DDS vs. ULTA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dillard's, Inc. (DDS) and Ulta Beauty, Inc. (ULTA). 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.


Sharpe ratio
The chart of Sharpe ratio for DDS, currently valued at 0.46, compared to the broader market-4.00-2.000.002.000.46-0.29
The chart of Sortino ratio for DDS, currently valued at 0.93, compared to the broader market-4.00-2.000.002.004.000.93-0.19
The chart of Omega ratio for DDS, currently valued at 1.12, compared to the broader market0.501.001.502.001.120.97
The chart of Calmar ratio for DDS, currently valued at 0.62, compared to the broader market0.002.004.006.000.62-0.23
The chart of Martin ratio for DDS, currently valued at 1.33, compared to the broader market-5.000.005.0010.0015.0020.0025.001.33-0.36
DDS
ULTA

The current DDS Sharpe Ratio is 0.46, which is higher than the ULTA Sharpe Ratio of -0.29. The chart below compares the historical Sharpe Ratios of DDS and ULTA, 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 Ratio-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
0.46
-0.29
DDS
ULTA

Dividends

DDS vs. ULTA - Dividend Comparison

DDS's dividend yield for the trailing twelve months is around 5.99%, while ULTA has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
DDS
Dillard's, Inc.
5.99%5.18%4.89%6.41%0.95%0.68%0.66%0.57%0.45%0.40%0.19%0.23%
ULTA
Ulta Beauty, 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%

Drawdowns

DDS vs. ULTA - Drawdown Comparison

The maximum DDS drawdown since its inception was -93.94%, which is greater than ULTA's maximum drawdown of -87.89%. Use the drawdown chart below to compare losses from any high point for DDS and ULTA. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.22%
-24.18%
DDS
ULTA

Volatility

DDS vs. ULTA - Volatility Comparison

The current volatility for Dillard's, Inc. (DDS) is 10.91%, while Ulta Beauty, Inc. (ULTA) has a volatility of 13.37%. This indicates that DDS experiences smaller price fluctuations and is considered to be less risky than ULTA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
10.91%
13.37%
DDS
ULTA

Financials

DDS vs. ULTA - Financials Comparison

This section allows you to compare key financial metrics between Dillard's, Inc. and Ulta Beauty, 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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