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DPZ vs. BSV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DPZ vs. BSV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Domino's Pizza, Inc. (DPZ) and Vanguard Short-Term Bond Index Fund ETF Shares (BSV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DPZ achieves a -15.71% return, which is significantly lower than BSV's 0.42% return. Over the past 10 years, DPZ has outperformed BSV with an annualized return of 10.37%, while BSV has yielded a comparatively lower 1.90% annualized return.


DPZ

1D
-1.37%
1M
11.48%
6M
-14.37%
YTD
-15.71%
1Y
-24.03%
3Y*
-3.08%
5Y*
-6.65%
10Y*
10.37%
ALL TIME*
20.05%

BSV

1D
-0.08%
1M
-0.22%
6M
0.27%
YTD
0.42%
1Y
2.36%
3Y*
4.55%
5Y*
1.61%
10Y*
1.90%
ALL TIME*
2.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$124.18M$168.72M$200.19M
$379.88M$331.20M$295.56M

DPZ vs. BSV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DPZ
Domino's Pizza, Inc.
-15.71%0.88%3.18%20.69%-37.88%48.39%31.63%19.63%32.37%19.82%
BSV
Vanguard Short-Term Bond Index Fund ETF Shares
0.42%6.00%3.78%4.90%-5.49%-1.09%4.70%4.98%1.34%1.20%

Correlation

The correlation between DPZ and BSV is 0.14, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.14

Correlation (3Y)
Balances recent behavior with more history.

0.10

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.13

Correlation (10Y)
Provides a long-term view across more market conditions.

0.06

Correlation (All Time)
Calculated using the full available price history since Apr 10, 2007

-0.05

The correlation between DPZ and BSV shifts across timeframes, from -0.05 (all time) to 0.14 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

DPZ vs. BSV — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DPZ
DPZ Risk / Return Rank: 1414
Overall Rank
DPZ Sharpe Ratio Rank: 99
Sharpe Ratio Rank
DPZ Sortino Ratio Rank: 1111
Sortino Ratio Rank
DPZ Omega Ratio Rank: 1313
Omega Ratio Rank
DPZ Calmar Ratio Rank: 2121
Calmar Ratio Rank
DPZ Martin Ratio Rank: 1515
Martin Ratio Rank

BSV
BSV Risk / Return Rank: 7171
Overall Rank
BSV Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
BSV Sortino Ratio Rank: 8080
Sortino Ratio Rank
BSV Omega Ratio Rank: 7575
Omega Ratio Rank
BSV Calmar Ratio Rank: 6868
Calmar Ratio Rank
BSV Martin Ratio Rank: 6161
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DPZ vs. BSV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Domino's Pizza, Inc. (DPZ) and Vanguard Short-Term Bond Index Fund ETF Shares (BSV). 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.


DPZBSVDifference
Sharpe ratioReturn per unit of total volatility

-2.48

Sortino ratioReturn per unit of downside risk

-3.65

Omega ratioGain probability vs. loss probability

0.88

1.31

-0.43

Calmar ratioReturn relative to maximum drawdown

-0.62

2.33

-2.94

Martin ratioReturn relative to average drawdown

-1.21

7.21

-8.42

DPZ vs. BSV - Sharpe Ratio Comparison

The current DPZ Sharpe Ratio is -0.82, which is lower than the BSV Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of DPZ and BSV, 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

DPZ vs. BSV - Drawdown Comparison

The maximum DPZ drawdown since its inception was -86.66%, which is greater than BSV's maximum drawdown of -8.54%. Use the drawdown chart below to compare losses from any high point for DPZ and BSV.


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Drawdown Indicators


DPZBSVDifference

Max Drawdown

Largest peak-to-trough decline

-86.66%

-8.54%

-78.12%

Max Drawdown (1Y)

Largest decline over 1 year

-38.35%

-1.29%

-37.06%

Max Drawdown (3Y)

Largest decline over 3 years

-45.13%

-1.53%

-43.60%

Max Drawdown (5Y)

Largest decline over 5 years

-47.81%

-8.54%

-39.27%

Max Drawdown (10Y)

Largest decline over 10 years

-47.81%

-8.54%

-39.27%

Current Drawdown

Current decline from peak

-34.22%

-0.50%

-33.72%

Average Drawdown

Average peak-to-trough decline

-16.60%

-0.97%

-15.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.49%

0.42%

+19.07%

Volatility

DPZ vs. BSV - Volatility Comparison

Domino's Pizza, Inc. (DPZ) has a higher volatility of 11.09% compared to Vanguard Short-Term Bond Index Fund ETF Shares (BSV) at 0.49%. This indicates that DPZ's price experiences larger fluctuations and is considered to be riskier than BSV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DPZBSVDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.09%

0.49%

+10.60%

Volatility (6M)

Calculated over the trailing 6-month period

24.01%

1.41%

+22.60%

Volatility (1Y)

Calculated over the trailing 1-year period

28.84%

1.81%

+27.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.62%

2.74%

+26.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.19%

2.38%

+27.81%

Dividends

DPZ vs. BSV - Dividend Comparison

DPZ's dividend yield for the trailing twelve months is around 2.15%, less than BSV's 4.02% yield.


PositionTTM20252024202320222021202020192018201720162015
BSV
Vanguard Short-Term Bond Index Fund ETF Shares
3.68%3.83%3.38%2.46%1.50%1.45%1.79%2.29%1.99%1.65%1.48%1.40%
DPZ
Domino's Pizza, Inc.
2.15%1.67%1.44%1.17%1.27%0.67%0.81%0.89%0.89%0.97%0.95%1.11%

Frequently Asked Questions


DPZ and BSV have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DPZ has higher volatility (11.09%) compared to BSV (0.49%). In terms of maximum drawdown, DPZ dropped -86.66% vs BSV's -8.54%.

BSV currently has the higher Sharpe Ratio (1.66 vs -0.82), 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

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