DKS vs. FIVE
DKS (DICK'S Sporting Goods, Inc.) and FIVE (Five Below, Inc.) are both stocks. Both operate in the Specialty Retail industry within the Consumer Cyclical sector. Over the past 10 years, DKS returned 21.99%/yr vs 15.43%/yr for FIVE. At a 0.44 correlation, their price movements are largely independent.
Performance
DKS vs. FIVE - Performance Comparison
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Returns By Period
In the year-to-date period, DKS achieves a 14.95% return, which is significantly higher than FIVE's 1.54% return. Over the past 10 years, DKS has outperformed FIVE with an annualized return of 21.99%, while FIVE has yielded a comparatively lower 15.43% annualized return.
DKS
- 1D
- -0.47%
- 1M
- 7.43%
- YTD
- 14.95%
- 6M
- 9.43%
- 1Y
- 31.58%
- 3Y*
- 21.37%
- 5Y*
- 23.39%
- 10Y*
- 21.99%
FIVE
- 1D
- 0.98%
- 1M
- -12.41%
- YTD
- 1.54%
- 6M
- 7.12%
- 1Y
- 54.44%
- 3Y*
- 0.15%
- 5Y*
- 0.86%
- 10Y*
- 15.43%
DKS vs. FIVE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DKS DICK'S Sporting Goods, Inc. | 14.95% | -11.45% | 58.91% | 25.94% | 6.61% | 116.67% | 17.94% | 63.22% | 11.35% | -44.79% |
FIVE Five Below, Inc. | 1.54% | 79.46% | -50.76% | 20.52% | -14.51% | 18.24% | 36.85% | 24.96% | 54.28% | 65.97% |
Correlation
The correlation between DKS and FIVE is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.42 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since Jul 19, 2012 | 0.44 |
The correlation between DKS and FIVE shifts across timeframes, from 0.40 (1 year) to 0.51 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
DKS:
$20.33B
FIVE:
$10.64B
DKS:
$3.67K
FIVE:
$7.93
DKS:
0.06
FIVE:
24.11
DKS:
0.00
FIVE:
2.09
DKS:
0.00
FIVE:
4.60
DKS:
$5.18T
FIVE:
$5.08B
DKS:
$1.69T
FIVE:
$1.77B
DKS:
$451.62B
FIVE:
$757.48M
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Return for Risk
DKS vs. FIVE — Risk / Return Rank
DKS
FIVE
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DKS | FIVE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.52 | ||
| Sortino ratioReturn per unit of downside risk | -0.42 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.26 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.64 | 2.21 | -0.58 |
| Martin ratioReturn relative to average drawdown | 3.78 | 8.34 | -4.55 |
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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.
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Drawdown Indicators
| DKS | FIVE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.33% | -76.40% | +3.07% |
Max Drawdown (1Y)Largest decline over 1 year | -19.37% | -24.71% | +5.34% |
Max Drawdown (3Y)Largest decline over 3 years | -32.73% | -74.13% | +41.40% |
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 DrawdownCurrent decline from peak | -6.84% | -22.79% | +15.95% |
Average DrawdownAverage peak-to-trough decline | -17.96% | -23.19% | +5.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.37% | 6.55% | +1.82% |
Volatility
DKS vs. FIVE - Volatility Comparison
The current volatility for DICK'S Sporting Goods, Inc. (DKS) is 13.32%, while Five Below, Inc. (FIVE) has a volatility of 17.59%. 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.
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Volatility by Period
| DKS | FIVE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.32% | 17.59% | -4.27% |
Volatility (6M)Calculated over the trailing 6-month period | 24.74% | 29.77% | -5.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.87% | 39.00% | -3.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.51% | 47.98% | -4.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 45.36% | 46.15% | -0.79% |
Dividends
DKS vs. FIVE - Dividend Comparison
DKS's dividend yield for the trailing twelve months is around 2.19%, while FIVE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DKS DICK'S Sporting Goods, Inc. | 2.19% | 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% |
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.
Total Revenue: Total amount of money received from sales and other business activities
DKS vs. FIVE - Profitability Comparison
DKS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, DICK'S Sporting Goods, Inc. reported a gross profit of 1.68T and revenue of 5.16T. Therefore, the gross margin over that period was 32.6%.
FIVE - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Five Below, Inc. reported a gross profit of 427.52M and revenue of 1.29B. Therefore, the gross margin over that period was 33.3%.
DKS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, DICK'S Sporting Goods, Inc. reported an operating income of 450.65B and revenue of 5.16T, resulting in an operating margin of 8.7%.
FIVE - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Five Below, Inc. reported an operating income of 154.24M and revenue of 1.29B, resulting in an operating margin of 12.0%.
DKS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, DICK'S Sporting Goods, Inc. reported a net income of 319.82B and revenue of 5.16T, resulting in a net margin of 6.2%.
FIVE - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Five Below, Inc. reported a net income of 123.06M and revenue of 1.29B, resulting in a net margin of 9.6%.
Frequently Asked Questions
DKS and FIVE have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FIVE has higher volatility (17.59%) compared to DKS (13.32%). In terms of maximum drawdown, DKS dropped -73.33% vs FIVE's -76.40%.
FIVE currently has the higher Sharpe Ratio (1.41 vs 0.89), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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