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

Performance

DMZPY vs. T - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Domino'S Pizza Enterprises Ltd (DMZPY) and AT&T Inc. (T). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DMZPY achieves a -17.30% return, which is significantly lower than T's -6.13% return.


DMZPY

1D
0.00%
1M
-6.08%
YTD
-17.30%
6M
-20.43%
1Y
-7.35%
3Y*
-25.70%
5Y*
-32.18%
10Y*

T

1D
3.21%
1M
-9.70%
YTD
-6.13%
6M
-4.67%
1Y
-15.59%
3Y*
20.20%
5Y*
7.06%
10Y*
2.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DMZPY vs. T - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DMZPY
Domino'S Pizza Enterprises Ltd
-17.30%-24.88%-47.75%-10.93%-47.63%34.46%70.84%30.42%-19.48%-13.55%
T
AT&T Inc.
-6.13%13.97%44.08%-2.74%5.76%-8.09%-21.37%45.55%-22.25%-2.96%

Correlation

The correlation between DMZPY and T is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.03

Correlation (3Y)
Calculated over the trailing 3-year period

-0.03

Correlation (5Y)
Calculated over the trailing 5-year period

-0.01

Correlation (All Time)
Calculated using the full available price history since Feb 23, 2017

0.04

Fundamentals

EPS

DMZPY:

A$0.45

T:

$3.04

PE Ratio

DMZPY:

18.05

T:

7.49

PEG Ratio

DMZPY:

1.19

T:

0.31

PS Ratio

DMZPY:

0.40

T:

1.31

Total Revenue (TTM)

DMZPY:

A$3.90B

T:

$125.65B

Gross Profit (TTM)

DMZPY:

A$1.14B

T:

$105.41B

EBITDA (TTM)

DMZPY:

A$431.68M

T:

$54.70B

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Return for Risk

DMZPY vs. T — Risk / Return Rank

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

DMZPY
DMZPY Risk / Return Rank: 4141
Overall Rank
DMZPY Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
DMZPY Sortino Ratio Rank: 4343
Sortino Ratio Rank
DMZPY Omega Ratio Rank: 5050
Omega Ratio Rank
DMZPY Calmar Ratio Rank: 3737
Calmar Ratio Rank
DMZPY Martin Ratio Rank: 3636
Martin Ratio Rank

T
T Risk / Return Rank: 1414
Overall Rank
T Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
T Sortino Ratio Rank: 1414
Sortino Ratio Rank
T Omega Ratio Rank: 1515
Omega Ratio Rank
T Calmar Ratio Rank: 1818
Calmar Ratio Rank
T Martin Ratio Rank: 99
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. T - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Domino'S Pizza Enterprises Ltd (DMZPY) and AT&T Inc. (T). 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.


DMZPYTDifference
Sharpe ratioReturn per unit of total volatility

+0.61

Sortino ratioReturn per unit of downside risk

+1.37

Omega ratioGain probability vs. loss probability

1.10

0.90

+0.20

Calmar ratioReturn relative to maximum drawdown

-0.18

-0.66

+0.48

Martin ratioReturn relative to average drawdown

-0.36

-1.40

+1.05

DMZPY vs. T - Sharpe Ratio Comparison

The current DMZPY Sharpe Ratio is -0.09, which is higher than the T Sharpe Ratio of -0.69. The chart below compares the historical Sharpe Ratios of DMZPY and T, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DMZPY vs. T - Drawdown Comparison

The maximum DMZPY drawdown since its inception was -92.65%, which is greater than T's maximum drawdown of -64.15%. Use the drawdown chart below to compare losses from any high point for DMZPY and T.


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Drawdown Indicators


DMZPYTDifference

Max Drawdown

Largest peak-to-trough decline

-92.65%

-64.15%

-28.50%

Max Drawdown (1Y)

Largest decline over 1 year

-40.42%

-23.57%

-16.85%

Max Drawdown (3Y)

Largest decline over 3 years

-78.16%

-23.57%

-54.59%

Max Drawdown (5Y)

Largest decline over 5 years

-92.65%

-32.01%

-60.64%

Max Drawdown (10Y)

Largest decline over 10 years

-42.35%

Current Drawdown

Current decline from peak

-89.39%

-20.80%

-68.59%

Average Drawdown

Average peak-to-trough decline

-46.24%

-15.72%

-30.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.63%

11.14%

+9.49%

Volatility

DMZPY vs. T - Volatility Comparison

Domino'S Pizza Enterprises Ltd (DMZPY) has a higher volatility of 17.47% compared to AT&T Inc. (T) at 8.49%. This indicates that DMZPY's price experiences larger fluctuations and is considered to be riskier than T based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DMZPYTDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.47%

8.49%

+8.98%

Volatility (6M)

Calculated over the trailing 6-month period

66.13%

18.37%

+47.76%

Volatility (1Y)

Calculated over the trailing 1-year period

85.34%

22.66%

+62.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

58.97%

24.12%

+34.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

57.00%

23.79%

+33.21%

Dividends

DMZPY vs. T - Dividend Comparison

DMZPY's dividend yield for the trailing twelve months is around 2.82%, less than T's 4.87% yield.


PositionTTM20252024202320222021202020192018201720162015
DMZPY
Domino'S Pizza Enterprises Ltd
2.82%3.57%3.70%1.96%2.59%1.33%1.22%1.61%1.54%0.90%0.00%0.00%
T
AT&T Inc.
4.87%4.47%4.87%6.62%6.66%8.46%7.23%5.22%7.01%5.04%4.51%5.46%

Financials

DMZPY vs. T - Financials Comparison

This section allows you to compare key financial metrics between Domino'S Pizza Enterprises Ltd and AT&T 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


0.0010.00B20.00B30.00B40.00B50.00B20212022202320242025
1.08B
33.47B
(DMZPY) Total Revenue
(T) Total Revenue
Please note, different currencies. DMZPY values in AUD, T values in USD

Frequently Asked Questions


DMZPY and T have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DMZPY has higher volatility (17.47%) compared to T (8.49%). In terms of maximum drawdown, DMZPY dropped -92.65% vs T's -64.15%.

DMZPY currently has the higher Sharpe Ratio (-0.09 vs -0.69), 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.

Portfolio Optimizer

Find the right allocation for DMZPY and T

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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