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DPZ vs. VDC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DPZ and VDC is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.7

Performance

DPZ vs. VDC - Performance Comparison

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

0.00%2,000.00%4,000.00%6,000.00%8,000.00%NovemberDecember2025FebruaryMarchApril
7,894.16%
558.58%
DPZ
VDC

Key characteristics

Sharpe Ratio

DPZ:

0.09

VDC:

0.87

Sortino Ratio

DPZ:

0.34

VDC:

1.32

Omega Ratio

DPZ:

1.05

VDC:

1.17

Calmar Ratio

DPZ:

0.11

VDC:

1.27

Martin Ratio

DPZ:

0.18

VDC:

4.14

Ulcer Index

DPZ:

15.62%

VDC:

2.74%

Daily Std Dev

DPZ:

31.59%

VDC:

13.04%

Max Drawdown

DPZ:

-86.66%

VDC:

-34.24%

Current Drawdown

DPZ:

-9.78%

VDC:

-3.11%

Returns By Period

In the year-to-date period, DPZ achieves a 16.63% return, which is significantly higher than VDC's 3.67% return. Over the past 10 years, DPZ has outperformed VDC with an annualized return of 17.60%, while VDC has yielded a comparatively lower 8.46% annualized return.


DPZ

YTD

16.63%

1M

9.05%

6M

18.69%

1Y

-0.93%

5Y*

7.76%

10Y*

17.60%

VDC

YTD

3.67%

1M

1.12%

6M

2.64%

1Y

11.01%

5Y*

10.52%

10Y*

8.46%

*Annualized

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Risk-Adjusted Performance

DPZ vs. VDC — Risk-Adjusted Performance Rank

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

DPZ
The Risk-Adjusted Performance Rank of DPZ is 5353
Overall Rank
The Sharpe Ratio Rank of DPZ is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of DPZ is 4747
Sortino Ratio Rank
The Omega Ratio Rank of DPZ is 4747
Omega Ratio Rank
The Calmar Ratio Rank of DPZ is 5858
Calmar Ratio Rank
The Martin Ratio Rank of DPZ is 5555
Martin Ratio Rank

VDC
The Risk-Adjusted Performance Rank of VDC is 7979
Overall Rank
The Sharpe Ratio Rank of VDC is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of VDC is 7777
Sortino Ratio Rank
The Omega Ratio Rank of VDC is 7474
Omega Ratio Rank
The Calmar Ratio Rank of VDC is 8787
Calmar Ratio Rank
The Martin Ratio Rank of VDC is 8181
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for DPZ, currently valued at 0.09, compared to the broader market-2.00-1.000.001.002.003.00
DPZ: 0.09
VDC: 0.87
The chart of Sortino ratio for DPZ, currently valued at 0.34, compared to the broader market-6.00-4.00-2.000.002.004.00
DPZ: 0.34
VDC: 1.32
The chart of Omega ratio for DPZ, currently valued at 1.05, compared to the broader market0.501.001.502.00
DPZ: 1.05
VDC: 1.17
The chart of Calmar ratio for DPZ, currently valued at 0.11, compared to the broader market0.001.002.003.004.005.00
DPZ: 0.11
VDC: 1.27
The chart of Martin ratio for DPZ, currently valued at 0.18, compared to the broader market-5.000.005.0010.0015.0020.00
DPZ: 0.18
VDC: 4.14

The current DPZ Sharpe Ratio is 0.09, which is lower than the VDC Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of DPZ and VDC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
0.09
0.87
DPZ
VDC

Dividends

DPZ vs. VDC - Dividend Comparison

DPZ's dividend yield for the trailing twelve months is around 1.29%, less than VDC's 2.40% yield.


TTM20242023202220212020201920182017201620152014
DPZ
Domino's Pizza, Inc.
1.29%1.44%1.17%1.27%0.67%0.81%0.89%0.89%0.97%0.95%1.11%1.06%
VDC
Vanguard Consumer Staples ETF
2.40%2.33%2.65%2.37%2.14%2.50%2.44%2.78%2.52%2.39%2.55%1.93%

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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-9.78%
-3.11%
DPZ
VDC

Volatility

DPZ vs. VDC - Volatility Comparison

Domino's Pizza, Inc. (DPZ) has a higher volatility of 11.57% compared to Vanguard Consumer Staples ETF (VDC) at 7.97%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
11.57%
7.97%
DPZ
VDC