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DKS vs. ASO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between DKS and ASO is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

DKS vs. ASO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DICK'S Sporting Goods, Inc. (DKS) and Academy Sports and Outdoors, Inc. (ASO). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%20.00%30.00%NovemberDecember2025FebruaryMarchApril
-10.71%
-31.18%
DKS
ASO

Key characteristics

Sharpe Ratio

DKS:

-0.33

ASO:

-1.02

Sortino Ratio

DKS:

-0.23

ASO:

-1.45

Omega Ratio

DKS:

0.97

ASO:

0.83

Calmar Ratio

DKS:

-0.46

ASO:

-0.81

Martin Ratio

DKS:

-1.24

ASO:

-2.48

Ulcer Index

DKS:

10.71%

ASO:

16.76%

Daily Std Dev

DKS:

40.42%

ASO:

40.59%

Max Drawdown

DKS:

-73.33%

ASO:

-51.09%

Current Drawdown

DKS:

-28.70%

ASO:

-51.09%

Fundamentals

Market Cap

DKS:

$14.60B

ASO:

$2.52B

EPS

DKS:

$14.06

ASO:

$5.73

PE Ratio

DKS:

12.61

ASO:

6.56

PEG Ratio

DKS:

2.09

ASO:

0.45

Total Revenue (TTM)

DKS:

$13.44B

ASO:

$5.93B

Gross Profit (TTM)

DKS:

$4.83B

ASO:

$1.98B

EBITDA (TTM)

DKS:

$1.92B

ASO:

$693.22M

Returns By Period

In the year-to-date period, DKS achieves a -22.09% return, which is significantly higher than ASO's -36.58% return.


DKS

YTD

-22.09%

1M

-16.79%

6M

-13.10%

1Y

-13.29%

5Y*

52.26%

10Y*

14.74%

ASO

YTD

-36.58%

1M

-25.90%

6M

-33.30%

1Y

-42.17%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

DKS vs. ASO — Risk-Adjusted Performance Rank

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

DKS
The Risk-Adjusted Performance Rank of DKS is 3535
Overall Rank
The Sharpe Ratio Rank of DKS is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of DKS is 3838
Sortino Ratio Rank
The Omega Ratio Rank of DKS is 3939
Omega Ratio Rank
The Calmar Ratio Rank of DKS is 2929
Calmar Ratio Rank
The Martin Ratio Rank of DKS is 2727
Martin Ratio Rank

ASO
The Risk-Adjusted Performance Rank of ASO is 88
Overall Rank
The Sharpe Ratio Rank of ASO is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of ASO is 1010
Sortino Ratio Rank
The Omega Ratio Rank of ASO is 1212
Omega Ratio Rank
The Calmar Ratio Rank of ASO is 88
Calmar Ratio Rank
The Martin Ratio Rank of ASO is 11
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DKS vs. ASO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DICK'S Sporting Goods, Inc. (DKS) and Academy Sports and Outdoors, Inc. (ASO). 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.


The chart of Sharpe ratio for DKS, currently valued at -0.33, compared to the broader market-2.00-1.000.001.002.00
DKS: -0.33
ASO: -1.02
The chart of Sortino ratio for DKS, currently valued at -0.23, compared to the broader market-6.00-4.00-2.000.002.004.00
DKS: -0.23
ASO: -1.45
The chart of Omega ratio for DKS, currently valued at 0.97, compared to the broader market0.501.001.502.00
DKS: 0.97
ASO: 0.83
The chart of Calmar ratio for DKS, currently valued at -0.46, compared to the broader market0.001.002.003.004.00
DKS: -0.46
ASO: -0.81
The chart of Martin ratio for DKS, currently valued at -1.24, compared to the broader market-10.00-5.000.005.0010.0015.00
DKS: -1.24
ASO: -2.48

The current DKS Sharpe Ratio is -0.33, which is higher than the ASO Sharpe Ratio of -1.02. The chart below compares the historical Sharpe Ratios of DKS and ASO, 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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.33
-1.02
DKS
ASO

Dividends

DKS vs. ASO - Dividend Comparison

DKS's dividend yield for the trailing twelve months is around 2.55%, more than ASO's 1.26% yield.


TTM20242023202220212020201920182017201620152014
DKS
DICK'S Sporting Goods, Inc.
2.55%1.92%2.72%1.62%6.18%2.23%2.22%2.88%2.37%1.14%1.56%1.01%
ASO
Academy Sports and Outdoors, Inc.
1.26%0.76%0.55%0.57%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

DKS vs. ASO - Drawdown Comparison

The maximum DKS drawdown since its inception was -73.33%, which is greater than ASO's maximum drawdown of -51.09%. Use the drawdown chart below to compare losses from any high point for DKS and ASO. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-28.70%
-51.09%
DKS
ASO

Volatility

DKS vs. ASO - Volatility Comparison

The current volatility for DICK'S Sporting Goods, Inc. (DKS) is 18.72%, while Academy Sports and Outdoors, Inc. (ASO) has a volatility of 24.03%. This indicates that DKS experiences smaller price fluctuations and is considered to be less risky than ASO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
18.72%
24.03%
DKS
ASO

Financials

DKS vs. ASO - Financials Comparison

This section allows you to compare key financial metrics between DICK'S Sporting Goods, Inc. and Academy Sports and Outdoors, 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