DMZPY vs. VTI

Last updated Jul 14, 2026

DMZPY (Domino'S Pizza Enterprises Ltd) is a stock, while VTI (Vanguard Total Stock Market ETF) is Large Cap Blend Equities fund tracking the CRSP US Total Market Index. Over the past 5 years, DMZPY returned -31.26%/yr vs 12.01%/yr for VTI. At a 0.04 correlation, their price movements are largely independent.

Performance

DMZPY vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Domino'S Pizza Enterprises Ltd (DMZPY) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DMZPY achieves a -17.15% return, which is significantly lower than VTI's 10.96% return.

DMZPY

• 1D: 0.00%
• 1M: 1.80%
• 6M: -26.05%
• YTD: -17.15%
• 1Y: -4.75%
• 3Y*: -25.49%
• 5Y*: -31.26%
• 10Y*: —

VTI

• 1D: -0.78%
• 1M: 1.22%
• 6M: 8.45%
• YTD: 10.96%
• 1Y: 21.85%
• 3Y*: 19.76%
• 5Y*: 12.01%
• 10Y*: 14.67%

*Multi-year figures are annualized to reflect compound growth (CAGR)

DMZPY vs. VTI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DMZPY Domino'S Pizza Enterprises Ltd	-17.15%	-24.88%	-47.75%	-10.93%	-47.63%	34.46%	70.84%	30.42%	-19.48%	-13.55%
VTI Vanguard Total Stock Market ETF	10.96%	17.10%	23.81%	26.05%	-19.52%	25.68%	21.08%	30.67%	-5.23%	14.70%

Correlation

The correlation between DMZPY and VTI is -0.05, 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	-0.05
Correlation (3Y) Calculated over the trailing 3-year period	0.05
Correlation (5Y) Calculated over the trailing 5-year period	0.04
Correlation (All Time) Calculated using the full available price history since Feb 23, 2017	0.04

Return for Risk

DMZPY vs. VTI — Risk / Return Rank

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

DMZPY

DMZPY Risk / Return Rank: 45
DMZPY Sharpe Ratio Rank: 43
DMZPY Sortino Ratio Rank: 47
DMZPY Omega Ratio Rank: 55
DMZPY Calmar Ratio Rank: 41
DMZPY Martin Ratio Rank: 41

VTI

VTI Risk / Return Rank: 66
VTI Sharpe Ratio Rank: 66
VTI Sortino Ratio Rank: 64
VTI Omega Ratio Rank: 64
VTI Calmar Ratio Rank: 62
VTI Martin Ratio Rank: 73

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. VTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Domino'S Pizza Enterprises Ltd (DMZPY) and Vanguard Total Stock Market ETF (VTI). 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.

	DMZPY	VTI	Difference
Sharpe ratio: Return per unit of total volatility	-0.06	1.71	-1.77
Sortino ratio: Return per unit of downside risk	0.53	2.36	-1.83
Omega ratio: Gain probability vs. loss probability	1.11	1.31	-0.20
Calmar ratio: Return relative to maximum drawdown	-0.12	2.46	-2.58
Martin ratio: Return relative to average drawdown	-0.22	10.78	-10.99

DMZPY vs. VTI - Sharpe Ratio Comparison

The current DMZPY Sharpe Ratio is -0.06, which is lower than the VTI Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of DMZPY and VTI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DMZPY vs. VTI - Drawdown Comparison

The maximum DMZPY drawdown since its inception was -92.65%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for DMZPY and VTI.

Drawdown Indicators

	DMZPY	VTI	Difference
Max Drawdown Largest peak-to-trough decline	-92.65%	-55.45%	-37.20%
Max Drawdown (1Y) Largest decline over 1 year	-40.42%	-8.92%	-31.50%
Max Drawdown (3Y) Largest decline over 3 years	-78.16%	-19.30%	-58.86%
Max Drawdown (5Y) Largest decline over 5 years	-92.65%	-25.36%	-67.29%
Max Drawdown (10Y) Largest decline over 10 years	—	-35.00%	—
Current Drawdown Current decline from peak	-89.38%	-0.94%	-88.44%
Average Drawdown Average peak-to-trough decline	-46.49%	-8.00%	-38.49%
Ulcer Index Depth and duration of drawdowns from previous peaks	22.00%	2.03%	+19.97%

Volatility

DMZPY vs. VTI - Volatility Comparison

The current volatility for Domino'S Pizza Enterprises Ltd (DMZPY) is 1.61%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 4.08%. This indicates that DMZPY experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DMZPY	VTI	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.61%	4.08%	-2.47%
Volatility (6M) Calculated over the trailing 6-month period	65.30%	10.13%	+55.17%
Volatility (1Y) Calculated over the trailing 1-year period	84.46%	12.85%	+71.61%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	58.92%	17.51%	+41.41%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	56.84%	18.29%	+38.55%

Dividends

DMZPY vs. VTI - Dividend Comparison

DMZPY's dividend yield for the trailing twelve months is around 2.81%, more than VTI's 1.05% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DMZPY Domino'S Pizza Enterprises Ltd	2.81%	3.57%	3.70%	1.96%	2.59%	1.33%	1.22%	1.61%	1.54%	0.90%	0.00%	0.00%
VTI Vanguard Total Stock Market ETF	1.05%	1.12%	1.27%	1.44%	1.66%	1.21%	1.42%	1.78%	2.04%	1.71%	1.92%	1.98%

Frequently Asked Questions

Can I hold both DMZPY and VTI in my portfolio?

DMZPY and VTI have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DMZPY or VTI?

VTI has higher volatility (4.08%) compared to DMZPY (1.61%). In terms of maximum drawdown, DMZPY dropped -92.65% vs VTI's -55.45%.

Which has better risk-adjusted returns?

VTI currently has the higher Sharpe Ratio (1.71 vs -0.06), 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.