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DMP.AX vs. DPZ
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

DMP.AX vs. DPZ - Performance Comparison

The chart below illustrates the hypothetical performance of a A$10,000 investment in Domino's Pizza Enterprises Limited (DMP.AX) and Domino's Pizza, Inc. (DPZ). The values are adjusted to include any dividend payments, if applicable.

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DMP.AX vs. DPZ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DMP.AX
Domino's Pizza Enterprises Limited
-21.17%-26.16%-48.55%-9.07%-42.63%38.12%68.40%32.36%-11.00%-26.77%
DPZ
Domino's Pizza, Inc.
-15.50%-6.44%13.56%20.78%-33.78%57.09%20.07%20.19%46.56%10.70%
Different Trading Currencies

DMP.AX is traded in AUD, while DPZ is traded in USD. To make them comparable, the DPZ values have been converted to AUD using the latest available exchange rates.

Returns By Period

In the year-to-date period, DMP.AX achieves a -21.17% return, which is significantly lower than DPZ's -15.50% return. Over the past 10 years, DMP.AX has underperformed DPZ with an annualized return of -9.73%, while DPZ has yielded a comparatively higher 12.96% annualized return.


DMP.AX

1D
0.86%
1M
-14.18%
YTD
-21.17%
6M
24.94%
1Y
-32.50%
3Y*
-29.07%
5Y*
-28.33%
10Y*
-9.73%

DPZ

1D
0.99%
1M
-6.70%
YTD
-15.50%
6M
-18.14%
1Y
-28.00%
3Y*
3.61%
5Y*
2.72%
10Y*
12.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

DMP.AX vs. DPZ — Risk / Return Rank

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

DMP.AX
DMP.AX Risk / Return Rank: 1515
Overall Rank
DMP.AX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
DMP.AX Sortino Ratio Rank: 1515
Sortino Ratio Rank
DMP.AX Omega Ratio Rank: 1313
Omega Ratio Rank
DMP.AX Calmar Ratio Rank: 1717
Calmar Ratio Rank
DMP.AX Martin Ratio Rank: 1818
Martin Ratio Rank

DPZ
DPZ Risk / Return Rank: 1111
Overall Rank
DPZ Sharpe Ratio Rank: 77
Sharpe Ratio Rank
DPZ Sortino Ratio Rank: 88
Sortino Ratio Rank
DPZ Omega Ratio Rank: 1111
Omega Ratio Rank
DPZ Calmar Ratio Rank: 1717
Calmar Ratio Rank
DPZ Martin Ratio Rank: 1010
Martin Ratio Rank
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.

DMP.AX vs. DPZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Domino's Pizza Enterprises Limited (DMP.AX) and Domino's Pizza, Inc. (DPZ). 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.


DMP.AXDPZDifference

Sharpe ratio

Return per unit of total volatility

-0.67

-1.12

+0.45

Sortino ratio

Return per unit of downside risk

-0.71

-1.63

+0.92

Omega ratio

Gain probability vs. loss probability

0.90

0.82

+0.07

Calmar ratio

Return relative to maximum drawdown

-0.67

-0.82

+0.15

Martin ratio

Return relative to average drawdown

-1.17

-1.65

+0.48

DMP.AX vs. DPZ - Sharpe Ratio Comparison

The current DMP.AX Sharpe Ratio is -0.67, which is higher than the DPZ Sharpe Ratio of -1.12. The chart below compares the historical Sharpe Ratios of DMP.AX and DPZ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DMP.AXDPZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.67

-1.12

+0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.64

0.09

-0.73

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.24

0.43

-0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.55

-0.19

Correlation

The correlation between DMP.AX and DPZ is 0.02, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

DMP.AX vs. DPZ - Dividend Comparison

DMP.AX's dividend yield for the trailing twelve months is around 2.85%, more than DPZ's 1.99% yield.


TTM20252024202320222021202020192018201720162015
DMP.AX
Domino's Pizza Enterprises Limited
2.85%3.67%3.60%1.87%2.36%1.47%1.38%2.21%2.65%2.00%1.13%0.90%
DPZ
Domino's Pizza, Inc.
1.99%1.67%1.44%1.17%1.27%0.67%0.81%0.89%0.89%0.97%0.95%1.11%

Drawdowns

DMP.AX vs. DPZ - Drawdown Comparison

The maximum DMP.AX drawdown since its inception was -91.05%, which is greater than DPZ's maximum drawdown of -81.79%. Use the drawdown chart below to compare losses from any high point for DMP.AX and DPZ.


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Drawdown Indicators


DMP.AXDPZDifference

Max Drawdown

Largest peak-to-trough decline

-91.05%

-86.66%

-4.39%

Max Drawdown (1Y)

Largest decline over 1 year

-50.72%

-28.84%

-21.88%

Max Drawdown (5Y)

Largest decline over 5 years

-91.05%

-47.81%

-43.24%

Max Drawdown (10Y)

Largest decline over 10 years

-91.05%

-47.81%

-43.24%

Current Drawdown

Current decline from peak

-88.82%

-31.97%

-56.85%

Average Drawdown

Average peak-to-trough decline

-25.88%

-16.27%

-9.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

29.18%

13.69%

+15.49%

Volatility

DMP.AX vs. DPZ - Volatility Comparison

Domino's Pizza Enterprises Limited (DMP.AX) has a higher volatility of 10.60% compared to Domino's Pizza, Inc. (DPZ) at 9.53%. This indicates that DMP.AX's price experiences larger fluctuations and is considered to be riskier than DPZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DMP.AXDPZDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.60%

9.53%

+1.07%

Volatility (6M)

Calculated over the trailing 6-month period

33.62%

19.17%

+14.45%

Volatility (1Y)

Calculated over the trailing 1-year period

48.45%

25.21%

+23.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.43%

28.90%

+15.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.44%

30.17%

+10.27%

Financials

DMP.AX vs. DPZ - Financials Comparison

This section allows you to compare key financial metrics between Domino's Pizza Enterprises Limited and Domino's Pizza, 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


Please note, different currencies. DMP.AX values in AUD, DPZ values in USD