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

Correlation

The correlation between DKS and FIVE is 0.46, 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: 0.5

Performance

DKS vs. FIVE - Performance Comparison

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

100.00%200.00%300.00%400.00%500.00%600.00%NovemberDecember2025FebruaryMarchApril
441.44%
184.49%
DKS
FIVE

Key characteristics

Sharpe Ratio

DKS:

-0.16

FIVE:

-0.78

Sortino Ratio

DKS:

0.08

FIVE:

-0.92

Omega Ratio

DKS:

1.01

FIVE:

0.87

Calmar Ratio

DKS:

-0.22

FIVE:

-0.64

Martin Ratio

DKS:

-0.57

FIVE:

-1.24

Ulcer Index

DKS:

12.16%

FIVE:

39.45%

Daily Std Dev

DKS:

44.03%

FIVE:

63.11%

Max Drawdown

DKS:

-73.33%

FIVE:

-76.40%

Current Drawdown

DKS:

-24.47%

FIVE:

-68.08%

Fundamentals

Market Cap

DKS:

$15.13B

FIVE:

$4.19B

EPS

DKS:

$14.05

FIVE:

$4.60

PE Ratio

DKS:

13.49

FIVE:

16.54

PEG Ratio

DKS:

2.40

FIVE:

0.88

PS Ratio

DKS:

1.13

FIVE:

1.08

PB Ratio

DKS:

4.60

FIVE:

2.26

Total Revenue (TTM)

DKS:

$13.44B

FIVE:

$3.88B

Gross Profit (TTM)

DKS:

$4.83B

FIVE:

$1.28B

EBITDA (TTM)

DKS:

$1.92B

FIVE:

$495.19M

Returns By Period

In the year-to-date period, DKS achieves a -17.47% return, which is significantly higher than FIVE's -28.17% return. Over the past 10 years, DKS has outperformed FIVE with an annualized return of 15.98%, while FIVE has yielded a comparatively lower 8.05% annualized return.


DKS

YTD

-17.47%

1M

-8.71%

6M

-7.12%

1Y

-6.10%

5Y*

51.37%

10Y*

15.98%

FIVE

YTD

-28.17%

1M

-3.15%

6M

-13.71%

1Y

-50.02%

5Y*

-1.42%

10Y*

8.05%

*Annualized

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Risk-Adjusted Performance

DKS vs. FIVE — 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 4040
Overall Rank
The Sharpe Ratio Rank of DKS is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of DKS is 4040
Sortino Ratio Rank
The Omega Ratio Rank of DKS is 3838
Omega Ratio Rank
The Calmar Ratio Rank of DKS is 3737
Calmar Ratio Rank
The Martin Ratio Rank of DKS is 4040
Martin Ratio Rank

FIVE
The Risk-Adjusted Performance Rank of FIVE is 1414
Overall Rank
The Sharpe Ratio Rank of FIVE is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of FIVE is 1414
Sortino Ratio Rank
The Omega Ratio Rank of FIVE is 1313
Omega Ratio Rank
The Calmar Ratio Rank of FIVE is 1212
Calmar Ratio Rank
The Martin Ratio Rank of FIVE is 1818
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. FIVE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DICK'S Sporting Goods, Inc. (DKS) and Five Below, Inc. (FIVE). 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 -0.16, compared to the broader market-2.00-1.000.001.002.003.00
DKS: -0.16
FIVE: -0.78
The chart of Sortino ratio for DKS, currently valued at 0.08, compared to the broader market-6.00-4.00-2.000.002.004.00
DKS: 0.08
FIVE: -0.92
The chart of Omega ratio for DKS, currently valued at 1.01, compared to the broader market0.501.001.502.00
DKS: 1.01
FIVE: 0.87
The chart of Calmar ratio for DKS, currently valued at -0.22, compared to the broader market0.001.002.003.004.005.00
DKS: -0.22
FIVE: -0.64
The chart of Martin ratio for DKS, currently valued at -0.57, compared to the broader market-5.000.005.0010.0015.0020.00
DKS: -0.57
FIVE: -1.24

The current DKS Sharpe Ratio is -0.16, which is higher than the FIVE Sharpe Ratio of -0.78. The chart below compares the historical Sharpe Ratios of DKS and FIVE, 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
-0.16
-0.78
DKS
FIVE

Dividends

DKS vs. FIVE - Dividend Comparison

DKS's dividend yield for the trailing twelve months is around 2.40%, while FIVE has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
DKS
DICK'S Sporting Goods, Inc.
2.40%1.92%2.72%1.62%6.18%2.23%2.22%2.88%2.37%1.14%1.56%1.01%
FIVE
Five Below, 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

DKS vs. FIVE - Drawdown Comparison

The maximum DKS drawdown since its inception was -73.33%, roughly equal to the maximum FIVE drawdown of -76.40%. Use the drawdown chart below to compare losses from any high point for DKS and FIVE. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-24.47%
-68.08%
DKS
FIVE

Volatility

DKS vs. FIVE - Volatility Comparison

The current volatility for DICK'S Sporting Goods, Inc. (DKS) is 23.12%, while Five Below, Inc. (FIVE) has a volatility of 40.84%. This indicates that DKS experiences smaller price fluctuations and is considered to be less risky than FIVE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%NovemberDecember2025FebruaryMarchApril
23.12%
40.84%
DKS
FIVE

Financials

DKS vs. FIVE - Financials Comparison

This section allows you to compare key financial metrics between DICK'S Sporting Goods, Inc. and Five Below, 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