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DPZ vs. RHM.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

DPZ vs. RHM.DE - Performance Comparison

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

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Different Trading Currencies

DPZ is traded in USD, while RHM.DE is traded in EUR. To make them comparable, the RHM.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with DPZ having a -24.29% return and RHM.DE slightly higher at -23.89%. Over the past 10 years, DPZ has underperformed RHM.DE with an annualized return of 10.91%, while RHM.DE has yielded a comparatively higher 37.93% annualized return.


DPZ

1D
2.11%
1M
-2.93%
YTD
-24.29%
6M
-23.93%
1Y
-31.80%
3Y*
3.30%
5Y*
-4.90%
10Y*
10.91%

RHM.DE

1D
-0.74%
1M
-2.80%
YTD
-23.89%
6M
-21.63%
1Y
-31.48%
3Y*
77.59%
5Y*
69.25%
10Y*
37.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DPZ vs. RHM.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DPZ
Domino's Pizza, Inc.
-24.29%0.88%3.18%20.69%-37.88%48.39%31.63%19.63%32.37%19.82%
RHM.DE
Rheinmetall AG
-23.89%188.18%104.13%61.77%115.57%-9.52%0.05%32.69%-29.51%92.32%

Correlation

The correlation between DPZ and RHM.DE is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.19

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

0.17

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

0.11

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

0.10

Correlation (All Time)
Calculated using the full available price history since May 29, 2007

0.17

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Return for Risk

DPZ vs. RHM.DE — Risk / Return Rank

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

DPZ
DPZ Risk / Return Rank: 55
Overall Rank
DPZ Sharpe Ratio Rank: 22
Sharpe Ratio Rank
DPZ Sortino Ratio Rank: 44
Sortino Ratio Rank
DPZ Omega Ratio Rank: 66
Omega Ratio Rank
DPZ Calmar Ratio Rank: 1010
Calmar Ratio Rank
DPZ Martin Ratio Rank: 22
Martin Ratio Rank

RHM.DE
RHM.DE Risk / Return Rank: 1010
Overall Rank
RHM.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
RHM.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
RHM.DE Omega Ratio Rank: 1414
Omega Ratio Rank
RHM.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
RHM.DE Martin Ratio Rank: 22
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. RHM.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Domino's Pizza, Inc. (DPZ) and Rheinmetall AG (RHM.DE). 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.


DPZRHM.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.46

Sortino ratioReturn per unit of downside risk

-0.82

Omega ratioGain probability vs. loss probability

0.81

0.90

-0.09

Calmar ratioReturn relative to maximum drawdown

-0.83

-0.76

-0.07

Martin ratioReturn relative to average drawdown

-1.74

-1.73

-0.01

DPZ vs. RHM.DE - Sharpe Ratio Comparison

The current DPZ Sharpe Ratio is -1.18, which is lower than the RHM.DE Sharpe Ratio of -0.72. The chart below compares the historical Sharpe Ratios of DPZ and RHM.DE, 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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Sharpe Ratios by Period


DPZRHM.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.18

-0.72

-0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.17

1.59

-1.76

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

0.97

-0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.43

+0.14

Drawdowns

DPZ vs. RHM.DE - Drawdown Comparison

The maximum DPZ drawdown since its inception was -86.66%, which is greater than RHM.DE's maximum drawdown of -78.19%. Use the drawdown chart below to compare losses from any high point for DPZ and RHM.DE.


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Drawdown Indicators


DPZRHM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-86.66%

-78.19%

-8.47%

Max Drawdown (1Y)

Largest decline over 1 year

-36.93%

-43.61%

+6.68%

Max Drawdown (3Y)

Largest decline over 3 years

-41.75%

-43.61%

+1.86%

Max Drawdown (5Y)

Largest decline over 5 years

-47.81%

-43.61%

-4.20%

Max Drawdown (10Y)

Largest decline over 10 years

-47.81%

-66.25%

+18.44%

Current Drawdown

Current decline from peak

-40.92%

-40.14%

-0.78%

Average Drawdown

Average peak-to-trough decline

-16.44%

-23.65%

+7.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.56%

19.15%

-1.59%

Volatility

DPZ vs. RHM.DE - Volatility Comparison

The current volatility for Domino's Pizza, Inc. (DPZ) is 7.06%, while Rheinmetall AG (RHM.DE) has a volatility of 16.73%. This indicates that DPZ experiences smaller price fluctuations and is considered to be less risky than RHM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DPZRHM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.06%

16.73%

-9.67%

Volatility (6M)

Calculated over the trailing 6-month period

20.65%

34.52%

-13.87%

Volatility (1Y)

Calculated over the trailing 1-year period

25.99%

46.07%

-20.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.67%

42.83%

-13.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.94%

38.83%

-8.89%

Dividends

DPZ vs. RHM.DE - Dividend Comparison

DPZ's dividend yield for the trailing twelve months is around 2.30%, more than RHM.DE's 0.97% yield.


PositionTTM20252024202320222021202020192018201720162015
DPZ
Domino's Pizza, Inc.
2.30%1.67%1.44%1.17%1.27%0.67%0.81%0.89%0.89%0.97%0.95%1.11%
RHM.DE
Rheinmetall AG
0.97%0.52%0.93%1.50%1.77%2.41%5.54%2.05%2.20%1.37%1.72%0.49%

Financials

DPZ vs. RHM.DE - Financials Comparison

This section allows you to compare key financial metrics between Domino's Pizza, Inc. and Rheinmetall AG. 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, RHM.DE values in EUR

Frequently Asked Questions


DPZ and RHM.DE have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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