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

Performance

DPZ vs. DMP.AX - Performance Comparison

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

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DPZ vs. DMP.AX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DPZ
Domino's Pizza, Inc.
-13.49%0.88%3.18%20.69%-37.88%48.39%31.63%19.63%32.37%19.82%
DMP.AX
Domino's Pizza Enterprises Limited
-18.91%-20.39%-53.24%-9.12%-46.23%30.42%84.82%31.87%-19.66%-20.66%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, DPZ achieves a -13.49% return, which is significantly higher than DMP.AX's -18.91% return. Over the past 10 years, DPZ has outperformed DMP.AX with an annualized return of 11.65%, while DMP.AX has yielded a comparatively lower -10.73% annualized return.


DPZ

1D
1.66%
1M
-10.41%
YTD
-13.49%
6M
-16.13%
1Y
-20.59%
3Y*
4.36%
5Y*
0.52%
10Y*
11.65%

DMP.AX

1D
1.36%
1M
-21.38%
YTD
-18.91%
6M
27.49%
1Y
-27.80%
3Y*
-28.43%
5Y*
-29.81%
10Y*
-10.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

DPZ vs. DMP.AX — Risk / Return Rank

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

DPZ
DPZ Risk / Return Rank: 1313
Overall Rank
DPZ Sharpe Ratio Rank: 88
Sharpe Ratio Rank
DPZ Sortino Ratio Rank: 1010
Sortino Ratio Rank
DPZ Omega Ratio Rank: 1212
Omega Ratio Rank
DPZ Calmar Ratio Rank: 2020
Calmar Ratio Rank
DPZ Martin Ratio Rank: 1515
Martin Ratio Rank

DMP.AX
DMP.AX Risk / Return Rank: 1515
Overall Rank
DMP.AX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
DMP.AX Sortino Ratio Rank: 1414
Sortino Ratio Rank
DMP.AX Omega Ratio Rank: 1313
Omega Ratio Rank
DMP.AX Calmar Ratio Rank: 1818
Calmar Ratio Rank
DMP.AX Martin Ratio Rank: 2020
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.

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

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


DPZDMP.AXDifference

Sharpe ratio

Return per unit of total volatility

-0.84

-0.56

-0.28

Sortino ratio

Return per unit of downside risk

-1.15

-0.51

-0.64

Omega ratio

Gain probability vs. loss probability

0.87

0.92

-0.05

Calmar ratio

Return relative to maximum drawdown

-0.64

-0.55

-0.09

Martin ratio

Return relative to average drawdown

-1.35

-1.02

-0.34

DPZ vs. DMP.AX - Sharpe Ratio Comparison

The current DPZ Sharpe Ratio is -0.84, which is lower than the DMP.AX Sharpe Ratio of -0.56. The chart below compares the historical Sharpe Ratios of DPZ and DMP.AX, 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


DPZDMP.AXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.84

-0.56

-0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

-0.65

+0.67

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

-0.25

+0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.29

+0.30

Correlation

The correlation between DPZ and DMP.AX is 0.10, 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

DPZ vs. DMP.AX - Dividend Comparison

DPZ's dividend yield for the trailing twelve months is around 2.01%, less than DMP.AX's 2.87% yield.


TTM20252024202320222021202020192018201720162015
DPZ
Domino's Pizza, Inc.
2.01%1.67%1.44%1.17%1.27%0.67%0.81%0.89%0.89%0.97%0.95%1.11%
DMP.AX
Domino's Pizza Enterprises Limited
2.87%3.67%3.60%1.87%2.36%1.47%1.38%2.21%2.65%2.00%1.13%0.90%

Drawdowns

DPZ vs. DMP.AX - Drawdown Comparison

The maximum DPZ drawdown since its inception was -86.66%, smaller than the maximum DMP.AX drawdown of -91.92%. Use the drawdown chart below to compare losses from any high point for DPZ and DMP.AX.


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Drawdown Indicators


DPZDMP.AXDifference

Max Drawdown

Largest peak-to-trough decline

-86.66%

-91.05%

+4.39%

Max Drawdown (1Y)

Largest decline over 1 year

-28.84%

-50.72%

+21.88%

Max Drawdown (5Y)

Largest decline over 5 years

-47.81%

-91.05%

+43.24%

Max Drawdown (10Y)

Largest decline over 10 years

-47.81%

-91.05%

+43.24%

Current Drawdown

Current decline from peak

-32.49%

-88.92%

+56.43%

Average Drawdown

Average peak-to-trough decline

-16.27%

-25.87%

+9.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.59%

29.08%

-15.49%

Volatility

DPZ vs. DMP.AX - Volatility Comparison

The current volatility for Domino's Pizza, Inc. (DPZ) is 9.08%, while Domino's Pizza Enterprises Limited (DMP.AX) has a volatility of 12.83%. This indicates that DPZ experiences smaller price fluctuations and is considered to be less risky than DMP.AX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DPZDMP.AXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.08%

12.83%

-3.75%

Volatility (6M)

Calculated over the trailing 6-month period

17.88%

34.02%

-16.14%

Volatility (1Y)

Calculated over the trailing 1-year period

24.85%

49.58%

-24.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.21%

45.88%

-16.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.89%

42.09%

-12.20%

Financials

DPZ vs. DMP.AX - Financials Comparison

This section allows you to compare key financial metrics between Domino's Pizza, Inc. and Domino's Pizza Enterprises Limited. 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. DPZ values in USD, DMP.AX values in AUD