DPZ vs. SCHD
Compare and contrast key facts about Domino's Pizza, Inc. (DPZ) and Schwab U.S. Dividend Equity ETF (SCHD).
SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011.
Performance
DPZ vs. SCHD - Performance Comparison
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DPZ vs. SCHD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
SCHD Schwab U.S. Dividend Equity ETF | 12.79% | 4.34% | 11.66% | 4.54% | -3.26% | 29.87% | 15.03% | 27.29% | -5.56% | 20.85% |
Returns By Period
In the year-to-date period, DPZ achieves a -13.49% return, which is significantly lower than SCHD's 12.79% return. Over the past 10 years, DPZ has underperformed SCHD with an annualized return of 11.65%, while SCHD has yielded a comparatively higher 12.31% 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%
SCHD
- 1D
- 0.66%
- 1M
- -2.61%
- YTD
- 12.79%
- 6M
- 14.49%
- 1Y
- 13.97%
- 3Y*
- 12.05%
- 5Y*
- 8.44%
- 10Y*
- 12.31%
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Return for Risk
DPZ vs. SCHD — Risk / Return Rank
DPZ
SCHD
DPZ vs. SCHD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Domino's Pizza, Inc. (DPZ) and Schwab U.S. Dividend Equity ETF (SCHD). 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.
| DPZ | SCHD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.84 | 0.89 | -1.73 |
Sortino ratioReturn per unit of downside risk | -1.15 | 1.35 | -2.49 |
Omega ratioGain probability vs. loss probability | 0.87 | 1.19 | -0.31 |
Calmar ratioReturn relative to maximum drawdown | -0.64 | 1.19 | -1.83 |
Martin ratioReturn relative to average drawdown | -1.35 | 3.99 | -5.34 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DPZ | SCHD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.84 | 0.89 | -1.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.02 | 0.59 | -0.57 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.39 | 0.74 | -0.35 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.84 | -0.25 |
Correlation
The correlation between DPZ and SCHD is 0.35, 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. SCHD - Dividend Comparison
DPZ's dividend yield for the trailing twelve months is around 2.01%, less than SCHD's 3.44% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SCHD Schwab U.S. Dividend Equity ETF | 3.44% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
Drawdowns
DPZ vs. SCHD - Drawdown Comparison
The maximum DPZ drawdown since its inception was -86.66%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for DPZ and SCHD.
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Drawdown Indicators
| DPZ | SCHD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.66% | -33.37% | -53.29% |
Max Drawdown (1Y)Largest decline over 1 year | -28.84% | -12.74% | -16.10% |
Max Drawdown (5Y)Largest decline over 5 years | -47.81% | -16.85% | -30.96% |
Max Drawdown (10Y)Largest decline over 10 years | -47.81% | -33.37% | -14.44% |
Current DrawdownCurrent decline from peak | -32.49% | -2.89% | -29.60% |
Average DrawdownAverage peak-to-trough decline | -16.27% | -3.34% | -12.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.59% | 3.89% | +9.70% |
Volatility
DPZ vs. SCHD - Volatility Comparison
Domino's Pizza, Inc. (DPZ) has a higher volatility of 9.08% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 2.40%. This indicates that DPZ's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DPZ | SCHD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.08% | 2.40% | +6.68% |
Volatility (6M)Calculated over the trailing 6-month period | 17.88% | 7.96% | +9.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.85% | 15.74% | +9.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.21% | 14.40% | +14.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.89% | 16.70% | +13.19% |