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DPZ vs. TCEHY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

DPZ vs. TCEHY - Performance Comparison

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

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Returns By Period

The year-to-date returns for both stocks are quite close, with DPZ having a -24.29% return and TCEHY slightly lower at -24.74%. Both investments have delivered pretty close results over the past 10 years, with DPZ having a 10.91% annualized return and TCEHY not far ahead at 11.05%.


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%

TCEHY

1D
-2.11%
1M
-3.69%
YTD
-24.74%
6M
-26.31%
1Y
-12.73%
3Y*
10.74%
5Y*
-4.22%
10Y*
11.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DPZ vs. TCEHY - 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%
TCEHY
Tencent Holdings Limited
-24.74%45.23%41.92%-5.48%-24.97%-18.69%50.09%21.93%-23.83%115.30%

Correlation

The correlation between DPZ and TCEHY 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

0.17

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

0.17

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

0.20

Correlation (All Time)
Calculated using the full available price history since Nov 4, 2008

0.21

The correlation between DPZ and TCEHY shifts across timeframes, from 0.11 (1 year) to 0.21 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

DPZ:

$10.62B

TCEHY:

$522.40B

EPS

DPZ:

$17.33

TCEHY:

$25.30

PE Ratio

DPZ:

18.12

TCEHY:

2.25

PEG Ratio

DPZ:

2.59

TCEHY:

0.28

PS Ratio

DPZ:

2.15

TCEHY:

0.69

Total Revenue (TTM)

DPZ:

$4.98B

TCEHY:

$763.32B

Gross Profit (TTM)

DPZ:

$1.99B

TCEHY:

$422.60B

EBITDA (TTM)

DPZ:

$982.15M

TCEHY:

$324.78B

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Return for Risk

DPZ vs. TCEHY — 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

TCEHY
TCEHY Risk / Return Rank: 2525
Overall Rank
TCEHY Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
TCEHY Sortino Ratio Rank: 2121
Sortino Ratio Rank
TCEHY Omega Ratio Rank: 2222
Omega Ratio Rank
TCEHY Calmar Ratio Rank: 3131
Calmar Ratio Rank
TCEHY Martin Ratio Rank: 2828
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. TCEHY - Risk-Adjusted Trends Comparison

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


DPZTCEHYDifference
Sharpe ratioReturn per unit of total volatility

-0.78

Sortino ratioReturn per unit of downside risk

-1.24

Omega ratioGain probability vs. loss probability

0.81

0.95

-0.14

Calmar ratioReturn relative to maximum drawdown

-0.83

-0.34

-0.49

Martin ratioReturn relative to average drawdown

-1.74

-0.74

-1.01

DPZ vs. TCEHY - Sharpe Ratio Comparison

The current DPZ Sharpe Ratio is -1.18, which is lower than the TCEHY Sharpe Ratio of -0.40. The chart below compares the historical Sharpe Ratios of DPZ and TCEHY, 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


DPZTCEHYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.18

-0.40

-0.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.17

-0.10

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

0.29

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.64

-0.07

Drawdowns

DPZ vs. TCEHY - Drawdown Comparison

The maximum DPZ drawdown since its inception was -86.66%, which is greater than TCEHY's maximum drawdown of -73.17%. Use the drawdown chart below to compare losses from any high point for DPZ and TCEHY.


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Drawdown Indicators


DPZTCEHYDifference

Max Drawdown

Largest peak-to-trough decline

-86.66%

-73.17%

-13.49%

Max Drawdown (1Y)

Largest decline over 1 year

-36.93%

-36.75%

-0.18%

Max Drawdown (3Y)

Largest decline over 3 years

-41.75%

-36.75%

-5.00%

Max Drawdown (5Y)

Largest decline over 5 years

-47.81%

-66.18%

+18.37%

Max Drawdown (10Y)

Largest decline over 10 years

-47.81%

-73.17%

+25.36%

Current Drawdown

Current decline from peak

-40.92%

-35.11%

-5.81%

Average Drawdown

Average peak-to-trough decline

-16.44%

-19.67%

+3.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.56%

16.81%

+0.75%

Volatility

DPZ vs. TCEHY - Volatility Comparison

The current volatility for Domino's Pizza, Inc. (DPZ) is 7.06%, while Tencent Holdings Limited (TCEHY) has a volatility of 12.85%. This indicates that DPZ experiences smaller price fluctuations and is considered to be less risky than TCEHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DPZTCEHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.06%

12.85%

-5.79%

Volatility (6M)

Calculated over the trailing 6-month period

20.65%

24.49%

-3.84%

Volatility (1Y)

Calculated over the trailing 1-year period

25.99%

30.74%

-4.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.67%

43.22%

-13.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.94%

38.83%

-8.89%

Dividends

DPZ vs. TCEHY - Dividend Comparison

DPZ's dividend yield for the trailing twelve months is around 2.30%, more than TCEHY's 1.19% 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%
TCEHY
Tencent Holdings Limited
1.19%0.76%0.82%6.67%4.15%0.35%0.19%0.23%0.26%0.29%0.51%0.21%

Financials

DPZ vs. TCEHY - Financials Comparison

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


0.0050.00B100.00B150.00B200.00B20222023202420252026
1.15B
195.27B
(DPZ) Total Revenue
(TCEHY) Total Revenue
Values in USD except per share items

DPZ vs. TCEHY - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

35.0%40.0%45.0%50.0%55.0%20222023202420252026
40.4%
54.6%
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%.

TCEHY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Tencent Holdings Limited reported a gross profit of 106.58B and revenue of 195.27B. Therefore, the gross margin over that period was 54.6%.

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%.

TCEHY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Tencent Holdings Limited reported an operating income of 65.72B and revenue of 195.27B, resulting in an operating margin of 33.7%.

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%.

TCEHY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Tencent Holdings Limited reported a net income of 57.74B and revenue of 195.27B, resulting in a net margin of 29.6%.


Frequently Asked Questions


DPZ and TCEHY 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.

TCEHY has higher volatility (12.85%) compared to DPZ (7.06%). In terms of maximum drawdown, DPZ dropped -86.66% vs TCEHY's -73.17%.

TCEHY currently has the higher Sharpe Ratio (-0.40 vs -1.18), 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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