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DELL vs. BBY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between DELL and BBY is 0.35, 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.


-0.50.00.51.00.3

Performance

DELL vs. BBY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dell Technologies Inc. (DELL) and Best Buy Co., Inc. (BBY). The values are adjusted to include any dividend payments, if applicable.

200.00%400.00%600.00%800.00%1,000.00%1,200.00%JulyAugustSeptemberOctoberNovemberDecember
928.50%
239.84%
DELL
BBY

Key characteristics

Sharpe Ratio

DELL:

1.04

BBY:

0.56

Sortino Ratio

DELL:

1.79

BBY:

1.19

Omega Ratio

DELL:

1.23

BBY:

1.14

Calmar Ratio

DELL:

1.23

BBY:

0.41

Martin Ratio

DELL:

2.59

BBY:

2.22

Ulcer Index

DELL:

24.10%

BBY:

8.13%

Daily Std Dev

DELL:

60.04%

BBY:

32.22%

Max Drawdown

DELL:

-58.64%

BBY:

-80.90%

Current Drawdown

DELL:

-34.95%

BBY:

-28.51%

Fundamentals

Market Cap

DELL:

$83.54B

BBY:

$18.70B

EPS

DELL:

$5.65

BBY:

$5.84

PE Ratio

DELL:

21.11

BBY:

14.98

PEG Ratio

DELL:

0.62

BBY:

1.77

Total Revenue (TTM)

DELL:

$93.95B

BBY:

$42.23B

Gross Profit (TTM)

DELL:

$20.74B

BBY:

$9.46B

EBITDA (TTM)

DELL:

$5.54B

BBY:

$2.70B

Returns By Period

In the year-to-date period, DELL achieves a 53.67% return, which is significantly higher than BBY's 14.03% return.


DELL

YTD

53.67%

1M

-13.58%

6M

-19.63%

1Y

56.08%

5Y*

37.67%

10Y*

N/A

BBY

YTD

14.03%

1M

-0.35%

6M

-3.43%

1Y

17.73%

5Y*

3.31%

10Y*

11.85%

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Risk-Adjusted Performance

DELL vs. BBY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dell Technologies Inc. (DELL) and Best Buy Co., Inc. (BBY). 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 DELL, currently valued at 1.04, compared to the broader market-4.00-2.000.002.001.040.56
The chart of Sortino ratio for DELL, currently valued at 1.79, compared to the broader market-4.00-2.000.002.004.001.791.19
The chart of Omega ratio for DELL, currently valued at 1.23, compared to the broader market0.501.001.502.001.231.14
The chart of Calmar ratio for DELL, currently valued at 1.23, compared to the broader market0.002.004.006.001.230.41
The chart of Martin ratio for DELL, currently valued at 2.59, compared to the broader market-5.000.005.0010.0015.0020.0025.002.592.22
DELL
BBY

The current DELL Sharpe Ratio is 1.04, which is higher than the BBY Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of DELL and BBY, 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 Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.04
0.56
DELL
BBY

Dividends

DELL vs. BBY - Dividend Comparison

DELL's dividend yield for the trailing twelve months is around 1.47%, less than BBY's 4.40% yield.


TTM20232022202120202019201820172016201520142013
DELL
Dell Technologies Inc.
1.47%1.88%2.46%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BBY
Best Buy Co., Inc.
4.40%4.70%4.39%2.76%2.20%2.28%3.40%1.99%3.68%4.70%1.85%1.71%

Drawdowns

DELL vs. BBY - Drawdown Comparison

The maximum DELL drawdown since its inception was -58.64%, smaller than the maximum BBY drawdown of -80.90%. Use the drawdown chart below to compare losses from any high point for DELL and BBY. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-34.95%
-28.51%
DELL
BBY

Volatility

DELL vs. BBY - Volatility Comparison

Dell Technologies Inc. (DELL) has a higher volatility of 17.01% compared to Best Buy Co., Inc. (BBY) at 9.08%. This indicates that DELL's price experiences larger fluctuations and is considered to be riskier than BBY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
17.01%
9.08%
DELL
BBY

Financials

DELL vs. BBY - Financials Comparison

This section allows you to compare key financial metrics between Dell Technologies Inc. and Best Buy Co., 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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