DKS vs. FIVE

Last updated Apr 1, 2026

Compare and contrast key facts about DICK'S Sporting Goods, Inc. (DKS) and Five Below, Inc. (FIVE).

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.

DKS vs. FIVE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DKS DICK'S Sporting Goods, Inc.	0.82%	-11.45%	58.91%	25.94%	6.61%	116.67%	17.94%	63.22%	11.35%	-44.79%
FIVE Five Below, Inc.	21.30%	79.46%	-50.76%	20.52%	-14.51%	18.24%	36.85%	24.96%	54.28%	65.97%

Fundamentals

Market Cap DKS : $18.03B FIVE : $12.70B
EPS DKS : $1.52K FIVE : $6.47
PE Ratio DKS : 0.13 FIVE : 35.32
PS Ratio DKS : 0.00 FIVE : 2.66
PB Ratio DKS : 0.00 FIVE : 5.79
Total Revenue (TTM) DKS : $6.24T FIVE : $4.76B
Gross Profit (TTM) DKS : $1.77T FIVE : $1.02B
EBITDA (TTM) DKS : $185.72B FIVE : $655.49M

Returns By Period

In the year-to-date period, DKS achieves a 0.82% return, which is significantly lower than FIVE's 21.30% return. Both investments have delivered pretty close results over the past 10 years, with DKS having a 18.70% annualized return and FIVE not far behind at 18.64%.

DKS

• 1D: 4.02%
• 1M: -1.99%
• YTD: 0.82%
• 6M: -9.68%
• 1Y: 0.77%
• 3Y*: 14.58%
• 5Y*: 23.84%
• 10Y*: 18.70%

FIVE

• 1D: 3.94%
• 1M: 2.21%
• YTD: 21.30%
• 6M: 47.69%
• 1Y: 204.94%
• 3Y*: 3.52%
• 5Y*: 3.15%
• 10Y*: 18.64%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

DKS vs. FIVE — Risk / Return Rank

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

DKS

DKS Risk / Return Rank: 41
DKS Sharpe Ratio Rank: 42
DKS Sortino Ratio Rank: 39
DKS Omega Ratio Rank: 39
DKS Calmar Ratio Rank: 43
DKS Martin Ratio Rank: 42

FIVE

FIVE Risk / Return Rank: 97
FIVE Sharpe Ratio Rank: 98
FIVE Sortino Ratio Rank: 95
FIVE Omega Ratio Rank: 97
FIVE Calmar Ratio Rank: 96
FIVE Martin Ratio Rank: 99

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.

DKS vs. FIVE - Risk-Adjusted Trends 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.

	DKS	FIVE	Difference
Sharpe ratio Return per unit of total volatility	0.02	3.73	-3.71
Sortino ratio Return per unit of downside risk	0.35	3.59	-3.24
Omega ratio Gain probability vs. loss probability	1.05	1.63	-0.59
Calmar ratio Return relative to maximum drawdown	0.03	6.72	-6.69
Martin ratio Return relative to average drawdown	0.06	32.98	-32.93
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DKS vs. FIVE - Sharpe Ratio Comparison

The current DKS Sharpe Ratio is 0.02, which is lower than the FIVE Sharpe Ratio of 3.73. 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.

Sharpe Ratios by Period

	DKS	FIVE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.02	3.73	-3.71
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.55	0.07	+0.48
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.41	0.41	+0.01
Sharpe Ratio (All Time) Calculated using the full available price history	0.50	0.39	+0.11

Correlation

The correlation between DKS and FIVE is 0.44, 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.

Dividends

DKS vs. FIVE - Dividend Comparison

DKS's dividend yield for the trailing twelve months is around 2.46%, while FIVE has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DKS DICK'S Sporting Goods, Inc.	2.46%	2.45%	1.92%	2.72%	1.62%	6.17%	2.22%	2.22%	2.88%	2.37%	1.14%	1.56%
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.

Drawdown Indicators

	DKS	FIVE	Difference
Max Drawdown Largest peak-to-trough decline	-73.33%	-76.40%	+3.07%
Max Drawdown (1Y) Largest decline over 1 year	-21.28%	-31.59%	+10.31%
Max Drawdown (5Y) Largest decline over 5 years	-48.79%	-76.40%	+27.61%
Max Drawdown (10Y) Largest decline over 10 years	-70.82%	-76.40%	+5.58%
Current Drawdown Current decline from peak	-18.30%	-3.27%	-15.03%
Average Drawdown Average peak-to-trough decline	-18.03%	-23.40%	+5.37%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.20%	6.43%	+3.77%

Volatility

DKS vs. FIVE - Volatility Comparison

The current volatility for DICK'S Sporting Goods, Inc. (DKS) is 7.31%, while Five Below, Inc. (FIVE) has a volatility of 13.55%. 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.

Volatility by Period

	DKS	FIVE	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.31%	13.55%	-6.24%
Volatility (6M) Calculated over the trailing 6-month period	24.11%	25.98%	-1.87%
Volatility (1Y) Calculated over the trailing 1-year period	43.72%	55.35%	-11.63%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	43.81%	47.42%	-3.61%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	45.31%	45.84%	-0.53%

Financials

DKS vs. FIVE - Profitability Comparison

The chart below illustrates the profitability comparison between DICK'S Sporting Goods, Inc. and Five Below, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

DKS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, DICK'S Sporting Goods, Inc. reported a gross profit of 1.77T and revenue of 6.23T. Therefore, the gross margin over that period was 28.4%.

FIVE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Five Below, Inc. reported a gross profit of 0.00 and revenue of 1.73B. Therefore, the gross margin over that period was 0.0%.

DKS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, DICK'S Sporting Goods, Inc. reported an operating income of 184.51B and revenue of 6.23T, resulting in an operating margin of 3.0%.

FIVE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Five Below, Inc. reported an operating income of 310.88M and revenue of 1.73B, resulting in an operating margin of 18.0%.

DKS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, DICK'S Sporting Goods, Inc. reported a net income of 128.34B and revenue of 6.23T, resulting in a net margin of 2.1%.

FIVE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Five Below, Inc. reported a net income of 238.23M and revenue of 1.73B, resulting in a net margin of 13.8%.