DPZ vs. ES
DPZ (Domino's Pizza, Inc.) and ES (Eversource Energy) are both stocks. DPZ operates in Restaurants (Consumer Cyclical), while ES operates in Utilities - Regulated Electric (Utilities). Over the past 10 years, DPZ returned 11.08%/yr vs 5.44%/yr for ES. At a 0.23 correlation, their price movements are largely independent.
Performance
DPZ vs. ES - Performance Comparison
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Returns By Period
In the year-to-date period, DPZ achieves a -21.90% return, which is significantly lower than ES's 4.32% return. Over the past 10 years, DPZ has outperformed ES with an annualized return of 11.08%, while ES has yielded a comparatively lower 5.44% annualized return.
DPZ
- 1D
- 3.72%
- 1M
- 7.14%
- YTD
- -21.90%
- 6M
- -24.30%
- 1Y
- -27.44%
- 3Y*
- 3.89%
- 5Y*
- -5.25%
- 10Y*
- 11.08%
ES
- 1D
- 0.38%
- 1M
- 3.48%
- YTD
- 4.32%
- 6M
- 4.28%
- 1Y
- 10.16%
- 3Y*
- 4.00%
- 5Y*
- 0.24%
- 10Y*
- 5.44%
DPZ vs. ES - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DPZ Domino's Pizza, Inc. | -21.90% | 0.88% | 3.18% | 20.69% | -37.88% | 48.39% | 31.63% | 19.63% | 32.37% | 19.82% |
ES Eversource Energy | 4.32% | 22.86% | -2.46% | -23.43% | -5.06% | 8.18% | 4.45% | 34.49% | 6.41% | 17.97% |
Correlation
The correlation between DPZ and ES is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2004 | 0.23 |
The correlation between DPZ and ES shifts across timeframes, from 0.11 (1 year) to 0.23 (all time), reflecting how their relationship changes across market environments.
Fundamentals
DPZ:
$10.95B
ES:
$25.87B
DPZ:
$17.33
ES:
$4.68
DPZ:
18.69
ES:
14.67
DPZ:
2.67
ES:
0.83
DPZ:
2.22
ES:
1.84
DPZ:
$4.98B
ES:
$13.93B
DPZ:
$1.99B
ES:
$4.19B
DPZ:
$982.15M
ES:
$4.60B
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Return for Risk
DPZ vs. ES — Risk / Return Rank
DPZ
ES
DPZ vs. ES - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Domino's Pizza, Inc. (DPZ) and Eversource Energy (ES). 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.
| DPZ | ES | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.41 | ||
| Sortino ratioReturn per unit of downside risk | -2.05 | ||
| Omega ratioGain probability vs. loss probability | 0.84 | 1.09 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | -0.73 | 0.61 | -1.34 |
| Martin ratioReturn relative to average drawdown | -1.49 | 1.46 | -2.95 |
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Drawdowns
DPZ vs. ES - Drawdown Comparison
The maximum DPZ drawdown since its inception was -86.66%, which is greater than ES's maximum drawdown of -73.04%. Use the drawdown chart below to compare losses from any high point for DPZ and ES.
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Drawdown Indicators
| DPZ | ES | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.66% | -73.04% | -13.62% |
Max Drawdown (1Y)Largest decline over 1 year | -36.93% | -15.13% | -21.80% |
Max Drawdown (3Y)Largest decline over 3 years | -41.75% | -28.65% | -13.10% |
Max Drawdown (5Y)Largest decline over 5 years | -47.81% | -41.69% | -6.12% |
Max Drawdown (10Y)Largest decline over 10 years | -47.81% | -41.69% | -6.12% |
Current DrawdownCurrent decline from peak | -39.05% | -13.32% | -25.73% |
Average DrawdownAverage peak-to-trough decline | -16.46% | -19.06% | +2.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.18% | 6.30% | +11.88% |
Volatility
DPZ vs. ES - Volatility Comparison
The current volatility for Domino's Pizza, Inc. (DPZ) is 6.35%, while Eversource Energy (ES) has a volatility of 7.72%. This indicates that DPZ experiences smaller price fluctuations and is considered to be less risky than ES based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DPZ | ES | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.35% | 7.72% | -1.37% |
Volatility (6M)Calculated over the trailing 6-month period | 20.93% | 16.00% | +4.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.06% | 24.68% | +1.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.70% | 23.94% | +5.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.96% | 24.35% | +5.61% |
Dividends
DPZ vs. ES - Dividend Comparison
DPZ's dividend yield for the trailing twelve months is around 2.23%, less than ES's 4.48% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DPZ Domino's Pizza, Inc. | 1.69% | 1.67% | 1.44% | 1.17% | 1.27% | 0.67% | 0.81% | 0.89% | 0.89% | 0.97% | 0.95% | 1.11% |
ES Eversource Energy | 4.48% | 4.47% | 4.98% | 4.37% | 3.04% | 2.65% | 2.62% | 2.52% | 3.11% | 3.01% | 3.22% | 3.27% |
Financials
DPZ vs. ES - Financials Comparison
This section allows you to compare key financial metrics between Domino's Pizza, Inc. and Eversource Energy. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
DPZ and ES have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ES has higher volatility (7.72%) compared to DPZ (6.35%). In terms of maximum drawdown, DPZ dropped -86.66% vs ES's -73.04%.
ES currently has the higher Sharpe Ratio (0.37 vs -1.04), 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.
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