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DMZPY vs. F
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

DMZPY vs. F - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Domino'S Pizza Enterprises Ltd (DMZPY) and Ford Motor Company (F). The values are adjusted to include any dividend payments, if applicable.

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DMZPY vs. F - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DMZPY
Domino'S Pizza Enterprises Ltd
-24.63%-24.88%-47.75%-10.93%-47.63%34.46%70.84%30.42%-19.48%-13.55%
F
Ford Motor Company
-11.09%42.35%-13.10%10.18%-42.18%137.48%-3.88%29.64%-34.35%3.34%

Fundamentals

Market Cap

DMZPY:

$973.65M

F:

$45.92B

EPS

DMZPY:

$0.45

F:

-$2.04

PS Ratio

DMZPY:

0.25

F:

0.25

PB Ratio

DMZPY:

1.43

F:

1.28

Total Revenue (TTM)

DMZPY:

$3.90B

F:

$187.27B

Gross Profit (TTM)

DMZPY:

$1.14B

F:

$11.97B

EBITDA (TTM)

DMZPY:

$431.68M

F:

$8.99B

Returns By Period

In the year-to-date period, DMZPY achieves a -24.63% return, which is significantly lower than F's -11.09% return.


DMZPY

1D
-19.06%
1M
-28.18%
YTD
-24.63%
6M
17.27%
1Y
-41.09%
3Y*
-29.84%
5Y*
-31.75%
10Y*

F

1D
2.94%
1M
-18.10%
YTD
-11.09%
6M
-1.34%
1Y
20.97%
3Y*
3.41%
5Y*
3.74%
10Y*
3.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

DMZPY vs. F — Risk / Return Rank

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

DMZPY
DMZPY Risk / Return Rank: 1818
Overall Rank
DMZPY Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
DMZPY Sortino Ratio Rank: 2323
Sortino Ratio Rank
DMZPY Omega Ratio Rank: 2121
Omega Ratio Rank
DMZPY Calmar Ratio Rank: 1515
Calmar Ratio Rank
DMZPY Martin Ratio Rank: 1010
Martin Ratio Rank

F
F Risk / Return Rank: 6464
Overall Rank
F Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
F Sortino Ratio Rank: 6161
Sortino Ratio Rank
F Omega Ratio Rank: 5858
Omega Ratio Rank
F Calmar Ratio Rank: 6666
Calmar Ratio Rank
F Martin Ratio Rank: 7272
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.

DMZPY vs. F - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Domino'S Pizza Enterprises Ltd (DMZPY) and Ford Motor Company (F). 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.


DMZPYFDifference

Sharpe ratio

Return per unit of total volatility

-0.48

0.64

-1.13

Sortino ratio

Return per unit of downside risk

-0.27

1.17

-1.44

Omega ratio

Gain probability vs. loss probability

0.95

1.14

-0.19

Calmar ratio

Return relative to maximum drawdown

-0.74

1.11

-1.86

Martin ratio

Return relative to average drawdown

-1.49

3.78

-5.27

DMZPY vs. F - Sharpe Ratio Comparison

The current DMZPY Sharpe Ratio is -0.48, which is lower than the F Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of DMZPY and F, 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


DMZPYFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.48

0.64

-1.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.56

0.10

-0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.24

0.14

-0.38

Correlation

The correlation between DMZPY and F is 0.06, 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

DMZPY vs. F - Dividend Comparison

DMZPY's dividend yield for the trailing twelve months is around 3.09%, less than F's 5.20% yield.


TTM20252024202320222021202020192018201720162015
DMZPY
Domino'S Pizza Enterprises Ltd
3.09%3.57%3.70%1.96%2.59%1.33%1.22%1.61%1.54%0.90%0.00%0.00%
F
Ford Motor Company
5.20%5.72%7.88%4.92%4.30%0.48%1.71%6.45%9.54%5.20%7.01%4.26%

Drawdowns

DMZPY vs. F - Drawdown Comparison

The maximum DMZPY drawdown since its inception was -92.65%, roughly equal to the maximum F drawdown of -97.07%. Use the drawdown chart below to compare losses from any high point for DMZPY and F.


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Drawdown Indicators


DMZPYFDifference

Max Drawdown

Largest peak-to-trough decline

-92.65%

-97.07%

+4.42%

Max Drawdown (1Y)

Largest decline over 1 year

-53.85%

-22.31%

-31.54%

Max Drawdown (5Y)

Largest decline over 5 years

-92.65%

-58.62%

-34.03%

Max Drawdown (10Y)

Largest decline over 10 years

-64.77%

Current Drawdown

Current decline from peak

-90.33%

-49.71%

-40.62%

Average Drawdown

Average peak-to-trough decline

-45.14%

-44.71%

-0.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

27.61%

6.56%

+21.05%

Volatility

DMZPY vs. F - Volatility Comparison

Domino'S Pizza Enterprises Ltd (DMZPY) has a higher volatility of 31.53% compared to Ford Motor Company (F) at 8.93%. This indicates that DMZPY's price experiences larger fluctuations and is considered to be riskier than F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DMZPYFDifference

Volatility (1M)

Calculated over the trailing 1-month period

31.53%

8.93%

+22.60%

Volatility (6M)

Calculated over the trailing 6-month period

69.63%

24.05%

+45.58%

Volatility (1Y)

Calculated over the trailing 1-year period

85.08%

32.87%

+52.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

57.33%

38.99%

+18.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

56.76%

36.76%

+20.00%

Financials

DMZPY vs. F - Financials Comparison

This section allows you to compare key financial metrics between Domino'S Pizza Enterprises Ltd and Ford Motor Company. 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


0.0010.00B20.00B30.00B40.00B50.00B20212022202320242025
1.08B
45.89B
(DMZPY) Total Revenue
(F) Total Revenue
Values in USD except per share items

DMZPY vs. F - Profitability Comparison

The chart below illustrates the profitability comparison between Domino'S Pizza Enterprises Ltd and Ford Motor Company over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

5.0%10.0%15.0%20.0%25.0%30.0%20212022202320242025
26.8%
3.7%
Portfolio components
DMZPY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Domino'S Pizza Enterprises Ltd reported a gross profit of 288.86M and revenue of 1.08B. Therefore, the gross margin over that period was 26.8%.

F - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Ford Motor Company reported a gross profit of 1.71B and revenue of 45.89B. Therefore, the gross margin over that period was 3.7%.

DMZPY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Domino'S Pizza Enterprises Ltd reported an operating income of 90.48M and revenue of 1.08B, resulting in an operating margin of 8.4%.

F - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Ford Motor Company reported an operating income of -907.00M and revenue of 45.89B, resulting in an operating margin of -2.0%.

DMZPY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Domino'S Pizza Enterprises Ltd reported a net income of 40.17M and revenue of 1.08B, resulting in a net margin of 3.7%.

F - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Ford Motor Company reported a net income of -11.06B and revenue of 45.89B, resulting in a net margin of -24.1%.