PortfoliosLab logoPortfoliosLab logo
DPZ vs. OLN
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

DPZ vs. OLN - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, DPZ achieves a -21.90% return, which is significantly lower than OLN's 22.46% return. Over the past 10 years, DPZ has outperformed OLN with an annualized return of 11.08%, while OLN has yielded a comparatively lower 3.32% 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%

OLN

1D
3.84%
1M
-6.16%
YTD
22.46%
6M
15.01%
1Y
27.48%
3Y*
-19.68%
5Y*
-10.59%
10Y*
3.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DPZ vs. OLN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
OLN
Olin Corporation
22.46%-36.15%-36.29%3.46%-6.63%138.55%50.81%-10.77%-41.88%42.51%

Correlation

The correlation between DPZ and OLN is 0.08, 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

0.08

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

0.21

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

0.23

Correlation (10Y)
Calculated over the trailing 10-year period

0.19

Correlation (All Time)
Calculated using the full available price history since Jul 13, 2004

0.28

Over the past year, the correlation between DPZ and OLN has dropped to 0.08 - well below their long-term average of 0.28, suggesting their price drivers have been diverging.

Fundamentals

Market Cap

DPZ:

$10.95B

OLN:

$2.86B

EPS

DPZ:

$17.33

OLN:

-$1.11

PS Ratio

DPZ:

2.22

OLN:

0.43

Total Revenue (TTM)

DPZ:

$4.98B

OLN:

$6.72B

Gross Profit (TTM)

DPZ:

$1.99B

OLN:

$352.80M

EBITDA (TTM)

DPZ:

$982.15M

OLN:

$374.70M

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

DPZ vs. OLN — Risk / Return Rank

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

DPZ
DPZ Risk / Return Rank: 88
Overall Rank
DPZ Sharpe Ratio Rank: 44
Sharpe Ratio Rank
DPZ Sortino Ratio Rank: 77
Sortino Ratio Rank
DPZ Omega Ratio Rank: 99
Omega Ratio Rank
DPZ Calmar Ratio Rank: 1515
Calmar Ratio Rank
DPZ Martin Ratio Rank: 77
Martin Ratio Rank

OLN
OLN Risk / Return Rank: 5757
Overall Rank
OLN Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
OLN Sortino Ratio Rank: 5656
Sortino Ratio Rank
OLN Omega Ratio Rank: 5454
Omega Ratio Rank
OLN Calmar Ratio Rank: 6060
Calmar Ratio Rank
OLN Martin Ratio Rank: 6060
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. OLN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Domino's Pizza, Inc. (DPZ) and Olin Corporation (OLN). 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.


DPZOLNDifference
Sharpe ratioReturn per unit of total volatility

-1.46

Sortino ratioReturn per unit of downside risk

-2.40

Omega ratioGain probability vs. loss probability

0.84

1.12

-0.28

Calmar ratioReturn relative to maximum drawdown

-0.73

0.75

-1.48

Martin ratioReturn relative to average drawdown

-1.49

1.73

-3.22

DPZ vs. OLN - Sharpe Ratio Comparison

The current DPZ Sharpe Ratio is -1.04, which is lower than the OLN Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of DPZ and OLN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

DPZ vs. OLN - Drawdown Comparison

The maximum DPZ drawdown since its inception was -86.66%, which is greater than OLN's maximum drawdown of -73.80%. Use the drawdown chart below to compare losses from any high point for DPZ and OLN.


Loading charts...

Drawdown Indicators


DPZOLNDifference

Max Drawdown

Largest peak-to-trough decline

-86.66%

-73.80%

-12.86%

Max Drawdown (1Y)

Largest decline over 1 year

-36.93%

-31.45%

-5.48%

Max Drawdown (3Y)

Largest decline over 3 years

-41.75%

-69.26%

+27.51%

Max Drawdown (5Y)

Largest decline over 5 years

-47.81%

-71.87%

+24.06%

Max Drawdown (10Y)

Largest decline over 10 years

-47.81%

-73.80%

+25.99%

Current Drawdown

Current decline from peak

-39.05%

-58.94%

+19.89%

Average Drawdown

Average peak-to-trough decline

-16.46%

-24.97%

+8.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.18%

13.58%

+4.60%

Volatility

DPZ vs. OLN - Volatility Comparison

The current volatility for Domino's Pizza, Inc. (DPZ) is 6.35%, while Olin Corporation (OLN) has a volatility of 9.59%. This indicates that DPZ experiences smaller price fluctuations and is considered to be less risky than OLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


DPZOLNDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.35%

9.59%

-3.24%

Volatility (6M)

Calculated over the trailing 6-month period

20.93%

38.93%

-18.00%

Volatility (1Y)

Calculated over the trailing 1-year period

26.06%

55.61%

-29.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.70%

44.90%

-15.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.96%

47.12%

-17.16%

Dividends

DPZ vs. OLN - Dividend Comparison

DPZ's dividend yield for the trailing twelve months is around 2.23%, less than OLN's 3.18% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
OLN
Olin Corporation
3.18%3.84%2.37%1.48%1.51%1.39%3.26%4.64%3.98%2.25%3.12%4.63%

Financials

DPZ vs. OLN - Financials Comparison

This section allows you to compare key financial metrics between Domino's Pizza, Inc. and Olin Corporation. 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


1.00B1.50B2.00B2.50B20222023202420252026
1.15B
1.58B
(DPZ) Total Revenue
(OLN) Total Revenue
Values in USD except per share items

DPZ vs. OLN - Profitability Comparison

The chart below illustrates the profitability comparison between Domino's Pizza, Inc. and Olin Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%10.0%20.0%30.0%40.0%20222023202420252026
40.4%
0
Portfolio components
DPZ - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Domino's Pizza, Inc. reported a gross profit of 464.51M and revenue of 1.15B. Therefore, the gross margin over that period was 40.4%.

OLN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Olin Corporation reported a gross profit of 0.00 and revenue of 1.58B. Therefore, the gross margin over that period was 0.0%.

DPZ - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Domino's Pizza, Inc. reported an operating income of 230.36M and revenue of 1.15B, resulting in an operating margin of 20.0%.

OLN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Olin Corporation reported an operating income of -78.30M and revenue of 1.58B, resulting in an operating margin of -5.0%.

DPZ - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Domino's Pizza, Inc. reported a net income of 139.81M and revenue of 1.15B, resulting in a net margin of 12.2%.

OLN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Olin Corporation reported a net income of -83.00M and revenue of 1.58B, resulting in a net margin of -5.2%.


Frequently Asked Questions


DPZ and OLN have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OLN has higher volatility (9.59%) compared to DPZ (6.35%). In terms of maximum drawdown, DPZ dropped -86.66% vs OLN's -73.80%.

OLN currently has the higher Sharpe Ratio (0.42 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.

Portfolio Optimizer

Find the right allocation for DPZ and OLN

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

Open Portfolio Optimizer