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DKS vs. FL
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

DKS vs. FL - Performance Comparison

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

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DKS vs. FL - Yearly Performance Comparison


Fundamentals

Market Cap

DKS:

$18.03B

FL:

$2.30B

EPS

DKS:

$1.52K

FL:

-$4.03

PS Ratio

DKS:

0.00

FL:

0.29

PB Ratio

DKS:

0.00

FL:

0.89

Total Revenue (TTM)

DKS:

$6.24T

FL:

$7.86B

Gross Profit (TTM)

DKS:

$1.77T

FL:

$2.22B

EBITDA (TTM)

DKS:

$185.72B

FL:

-$37.00M

Returns By Period


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%

FL

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

DKS vs. FL — Risk / Return Rank

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

DKS
DKS Risk / Return Rank: 4141
Overall Rank
DKS Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
DKS Sortino Ratio Rank: 3939
Sortino Ratio Rank
DKS Omega Ratio Rank: 3939
Omega Ratio Rank
DKS Calmar Ratio Rank: 4343
Calmar Ratio Rank
DKS Martin Ratio Rank: 4242
Martin Ratio Rank

FL
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. FL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DICK'S Sporting Goods, Inc. (DKS) and Foot Locker, Inc. (FL). 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.


DKSFLDifference

Sharpe ratio

Return per unit of total volatility

0.02

Sortino ratio

Return per unit of downside risk

0.35

Omega ratio

Gain probability vs. loss probability

1.05

Calmar ratio

Return relative to maximum drawdown

0.03

Martin ratio

Return relative to average drawdown

0.06

DKS vs. FL - Sharpe Ratio Comparison


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Sharpe Ratios by Period


DKSFLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

Dividends

DKS vs. FL - Dividend Comparison

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


TTM20252024202320222021202020192018201720162015
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%
FL
Foot Locker, 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. FL - Drawdown Comparison

The maximum DKS drawdown since its inception was -73.33%, which is greater than FL's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for DKS and FL.


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Drawdown Indicators


DKSFLDifference

Max Drawdown

Largest peak-to-trough decline

-73.33%

0.00%

-73.33%

Max Drawdown (1Y)

Largest decline over 1 year

-21.28%

Max Drawdown (5Y)

Largest decline over 5 years

-48.79%

Max Drawdown (10Y)

Largest decline over 10 years

-70.82%

Current Drawdown

Current decline from peak

-18.30%

0.00%

-18.30%

Average Drawdown

Average peak-to-trough decline

-18.03%

0.00%

-18.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.20%

Volatility

DKS vs. FL - Volatility Comparison


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Volatility by Period


DKSFLDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.31%

Volatility (6M)

Calculated over the trailing 6-month period

24.11%

Volatility (1Y)

Calculated over the trailing 1-year period

43.72%

0.00%

+43.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.81%

0.00%

+43.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

45.31%

0.00%

+45.31%

Financials

DKS vs. FL - Financials Comparison

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


0.001.00T2.00T3.00T4.00T5.00T6.00T20222023202420252026
6.23T
1.86B
(DKS) Total Revenue
(FL) Total Revenue
Values in USD except per share items

DKS vs. FL - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

25.0%30.0%35.0%40.0%20222023202420252026
28.4%
24.6%
Portfolio components
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%.

FL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Foot Locker, Inc. reported a gross profit of 457.00M and revenue of 1.86B. Therefore, the gross margin over that period was 24.6%.

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%.

FL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Foot Locker, Inc. reported an operating income of -11.00M and revenue of 1.86B, resulting in an operating margin of -0.6%.

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%.

FL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Foot Locker, Inc. reported a net income of -38.00M and revenue of 1.86B, resulting in a net margin of -2.1%.