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DDT vs. DDS
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

DDT vs. DDS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dillards Capital Trust I CAP SECS 7.5% (DDT) and Dillard's, Inc. (DDS). The values are adjusted to include any dividend payments, if applicable.

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DDT vs. DDS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DDT
Dillards Capital Trust I CAP SECS 7.5%
0.78%9.50%7.41%9.77%-3.28%21.70%1.82%10.87%6.29%6.96%
DDS
Dillard's, Inc.
-5.59%46.81%13.47%32.05%38.66%306.41%-12.71%22.76%0.97%-3.63%

Fundamentals

Market Cap

DDT:

$404.35M

DDS:

$8.92B

EPS

DDT:

$36.43

DDS:

$36.38

PE Ratio

DDT:

0.71

DDS:

15.73

PS Ratio

DDT:

0.06

DDS:

1.39

PB Ratio

DDT:

0.17

DDS:

3.80

Total Revenue (TTM)

DDT:

$6.47B

DDS:

$6.47B

Gross Profit (TTM)

DDT:

$1.51B

DDS:

-$644.80M

EBITDA (TTM)

DDT:

$875.50M

DDS:

$878.26M

Returns By Period

In the year-to-date period, DDT achieves a 0.78% return, which is significantly higher than DDS's -5.59% return. Over the past 10 years, DDT has underperformed DDS with an annualized return of 7.37%, while DDS has yielded a comparatively higher 24.75% annualized return.


DDT

1D
-0.50%
1M
-0.35%
YTD
0.78%
6M
3.25%
1Y
8.63%
3Y*
7.72%
5Y*
7.76%
10Y*
7.37%

DDS

1D
3.07%
1M
-5.04%
YTD
-5.59%
6M
-2.79%
1Y
66.97%
3Y*
29.66%
5Y*
51.43%
10Y*
24.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

DDT vs. DDS — Risk / Return Rank

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

DDT
DDT Risk / Return Rank: 8282
Overall Rank
DDT Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
DDT Sortino Ratio Rank: 7878
Sortino Ratio Rank
DDT Omega Ratio Rank: 7979
Omega Ratio Rank
DDT Calmar Ratio Rank: 8484
Calmar Ratio Rank
DDT Martin Ratio Rank: 8686
Martin Ratio Rank

DDS
DDS Risk / Return Rank: 8484
Overall Rank
DDS Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
DDS Sortino Ratio Rank: 8181
Sortino Ratio Rank
DDS Omega Ratio Rank: 8080
Omega Ratio Rank
DDS Calmar Ratio Rank: 8787
Calmar Ratio Rank
DDS Martin Ratio Rank: 8787
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.

DDT vs. DDS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dillards Capital Trust I CAP SECS 7.5% (DDT) and Dillard's, Inc. (DDS). 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.


DDTDDSDifference

Sharpe ratio

Return per unit of total volatility

1.42

1.52

-0.10

Sortino ratio

Return per unit of downside risk

1.98

2.12

-0.14

Omega ratio

Gain probability vs. loss probability

1.28

1.28

0.00

Calmar ratio

Return relative to maximum drawdown

2.78

3.16

-0.38

Martin ratio

Return relative to average drawdown

8.42

8.51

-0.09

DDT vs. DDS - Sharpe Ratio Comparison

The current DDT Sharpe Ratio is 1.42, which is comparable to the DDS Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of DDT and DDS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DDTDDSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.42

1.52

-0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.81

0.98

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

0.42

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.23

+0.07

Correlation

The correlation between DDT and DDS is 0.13, 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.


Dividends

DDT vs. DDS - Dividend Comparison

DDT's dividend yield for the trailing twelve months is around 7.23%, more than DDS's 5.44% yield.


TTM20252024202320222021202020192018201720162015
DDT
Dillards Capital Trust I CAP SECS 7.5%
7.23%7.16%7.29%7.28%7.43%6.69%7.58%7.10%7.34%7.25%7.21%6.98%
DDS
Dillard's, Inc.
5.44%5.13%6.02%5.18%4.89%6.41%0.95%0.68%0.66%0.57%0.45%0.40%

Drawdowns

DDT vs. DDS - Drawdown Comparison

The maximum DDT drawdown since its inception was -80.39%, smaller than the maximum DDS drawdown of -93.62%. Use the drawdown chart below to compare losses from any high point for DDT and DDS.


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Drawdown Indicators


DDTDDSDifference

Max Drawdown

Largest peak-to-trough decline

-80.39%

-93.62%

+13.23%

Max Drawdown (1Y)

Largest decline over 1 year

-2.86%

-21.13%

+18.27%

Max Drawdown (5Y)

Largest decline over 5 years

-6.92%

-49.71%

+42.79%

Max Drawdown (10Y)

Largest decline over 10 years

-45.71%

-76.57%

+30.86%

Current Drawdown

Current decline from peak

-1.78%

-18.26%

+16.48%

Average Drawdown

Average peak-to-trough decline

-7.27%

-35.72%

+28.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.95%

7.84%

-6.89%

Volatility

DDT vs. DDS - Volatility Comparison

The current volatility for Dillards Capital Trust I CAP SECS 7.5% (DDT) is 1.51%, while Dillard's, Inc. (DDS) has a volatility of 10.83%. This indicates that DDT experiences smaller price fluctuations and is considered to be less risky than DDS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DDTDDSDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.51%

10.83%

-9.32%

Volatility (6M)

Calculated over the trailing 6-month period

3.35%

30.19%

-26.84%

Volatility (1Y)

Calculated over the trailing 1-year period

6.13%

44.33%

-38.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.59%

52.98%

-43.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.62%

59.61%

-37.99%

Financials

DDT vs. DDS - Financials Comparison

This section allows you to compare key financial metrics between Dillards Capital Trust I CAP SECS 7.5% and Dillard's, 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


1.50B2.00B2.50B3.00B3.50B20222023202420252026
1.96B
1.90B
(DDT) Total Revenue
(DDS) Total Revenue
Values in USD except per share items