DPZ vs. VDC
Compare and contrast key facts about Domino's Pizza, Inc. (DPZ) and Vanguard Consumer Staples ETF (VDC).
VDC is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Consumer Staples 25/50 Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DPZ or VDC.
Key characteristics
| DPZ | VDC | |
|---|---|---|
| YTD Return | 24.79% | 6.05% |
| 1Y Return | 65.03% | 4.19% |
| 3Y Return (Ann) | 7.00% | 5.81% |
| 5Y Return (Ann) | 14.11% | 9.10% |
| 10Y Return (Ann) | 22.94% | 8.65% |
| Sharpe Ratio | 2.52 | 0.33 |
| Daily Std Dev | 26.50% | 10.44% |
| Max Drawdown | -86.66% | -34.24% |
| Current Drawdown | -6.44% | -1.21% |
Correlation
The correlation between DPZ and VDC is 0.38, 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.
Performance
DPZ vs. VDC - Performance Comparison
In the year-to-date period, DPZ achieves a 24.79% return, which is significantly higher than VDC's 6.05% return. Over the past 10 years, DPZ has outperformed VDC with an annualized return of 22.94%, while VDC has yielded a comparatively lower 8.65% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
DPZ vs. VDC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Domino's Pizza, Inc. (DPZ) and Vanguard Consumer Staples ETF (VDC). 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.
Dividends
DPZ vs. VDC - Dividend Comparison
DPZ's dividend yield for the trailing twelve months is around 1.00%, less than VDC's 2.52% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DPZ Domino's Pizza, Inc. | 1.00% | 1.17% | 1.27% | 0.67% | 0.81% | 0.89% | 0.89% | 0.97% | 0.95% | 1.11% | 1.06% | 1.15% |
VDC Vanguard Consumer Staples ETF | 2.52% | 2.65% | 2.37% | 2.14% | 2.50% | 2.44% | 2.78% | 2.52% | 2.39% | 2.55% | 1.93% | 2.21% |
Drawdowns
DPZ vs. VDC - Drawdown Comparison
The maximum DPZ drawdown since its inception was -86.66%, which is greater than VDC's maximum drawdown of -34.24%. Use the drawdown chart below to compare losses from any high point for DPZ and VDC. For additional features, visit the drawdowns tool.
Volatility
DPZ vs. VDC - Volatility Comparison
Domino's Pizza, Inc. (DPZ) has a higher volatility of 9.61% compared to Vanguard Consumer Staples ETF (VDC) at 2.69%. This indicates that DPZ's price experiences larger fluctuations and is considered to be riskier than VDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.