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DKS vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DKS and SPY is 0.50, 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. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DICK'S Sporting Goods, Inc. (DKS) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

0.00%2,000.00%4,000.00%6,000.00%8,000.00%10,000.00%NovemberDecember2025FebruaryMarchApril
8,040.20%
867.77%
DKS
SPY

Key characteristics

Sharpe Ratio

DKS:

-0.16

SPY:

0.51

Sortino Ratio

DKS:

0.08

SPY:

0.86

Omega Ratio

DKS:

1.01

SPY:

1.13

Calmar Ratio

DKS:

-0.22

SPY:

0.55

Martin Ratio

DKS:

-0.57

SPY:

2.26

Ulcer Index

DKS:

12.16%

SPY:

4.55%

Daily Std Dev

DKS:

44.03%

SPY:

20.08%

Max Drawdown

DKS:

-73.33%

SPY:

-55.19%

Current Drawdown

DKS:

-24.47%

SPY:

-9.89%

Returns By Period

In the year-to-date period, DKS achieves a -17.47% return, which is significantly lower than SPY's -5.76% return. Over the past 10 years, DKS has outperformed SPY with an annualized return of 15.98%, while SPY has yielded a comparatively lower 11.99% annualized return.


DKS

YTD

-17.47%

1M

-8.71%

6M

-7.12%

1Y

-6.10%

5Y*

51.37%

10Y*

15.98%

SPY

YTD

-5.76%

1M

-3.16%

6M

-4.30%

1Y

10.76%

5Y*

15.96%

10Y*

11.99%

*Annualized

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Risk-Adjusted Performance

DKS vs. SPY — 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

SPY
The Risk-Adjusted Performance Rank of SPY is 6161
Overall Rank
The Sharpe Ratio Rank of SPY is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 5858
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 6161
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 6464
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 6363
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. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DICK'S Sporting Goods, Inc. (DKS) and SPDR S&P 500 ETF (SPY). 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
SPY: 0.51
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
SPY: 0.86
The chart of Omega ratio for DKS, currently valued at 1.01, compared to the broader market0.501.001.502.00
DKS: 1.01
SPY: 1.13
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
SPY: 0.55
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
SPY: 2.26

The current DKS Sharpe Ratio is -0.16, which is lower than the SPY Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of DKS and SPY, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.16
0.51
DKS
SPY

Dividends

DKS vs. SPY - Dividend Comparison

DKS's dividend yield for the trailing twelve months is around 2.40%, more than SPY's 1.30% yield.


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%
SPY
SPDR S&P 500 ETF
1.30%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

DKS vs. SPY - Drawdown Comparison

The maximum DKS drawdown since its inception was -73.33%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for DKS and SPY. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-24.47%
-9.89%
DKS
SPY

Volatility

DKS vs. SPY - Volatility Comparison

DICK'S Sporting Goods, Inc. (DKS) has a higher volatility of 23.12% compared to SPDR S&P 500 ETF (SPY) at 15.12%. This indicates that DKS's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
23.12%
15.12%
DKS
SPY