DPZ vs. VOT

Last updated Jun 13, 2026

DPZ (Domino's Pizza, Inc.) is a stock, while VOT (Vanguard Mid-Cap Growth ETF) is Mid Cap Growth Equities fund tracking the CRSP US Mid Cap Growth Index. Over the past 10 years, DPZ returned 11.08%/yr vs 12.19%/yr for VOT. At a 0.47 correlation, their price movements are largely independent.

Performance

DPZ vs. VOT - Performance Comparison

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

Returns By Period

In the year-to-date period, DPZ achieves a -21.90% return, which is significantly lower than VOT's 6.67% return. Over the past 10 years, DPZ has underperformed VOT with an annualized return of 11.08%, while VOT has yielded a comparatively higher 12.19% annualized return.

DPZ

• 1D: 3.72%
• 1M: 7.14%
• YTD: -21.90%
• 6M: -24.30%
• 1Y: -27.44%
• 3Y*: 3.89%
• 5Y*: -5.25%
• 10Y*: 11.08%

VOT

• 1D: 0.76%
• 1M: 4.08%
• YTD: 6.67%
• 6M: 5.40%
• 1Y: 10.69%
• 3Y*: 14.66%
• 5Y*: 6.13%
• 10Y*: 12.19%

*Multi-year figures are annualized to reflect compound growth (CAGR)

DPZ vs. VOT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DPZ Domino's Pizza, Inc.	-21.90%	0.88%	3.18%	20.69%	-37.88%	48.39%	31.63%	19.63%	32.37%	19.82%
VOT Vanguard Mid-Cap Growth ETF	6.67%	10.72%	16.38%	23.10%	-28.87%	20.50%	34.50%	33.76%	-5.56%	21.80%

Correlation

The correlation between DPZ and VOT 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	0.35
Correlation (5Y) Calculated over the trailing 5-year period	0.42
Correlation (10Y) Calculated over the trailing 10-year period	0.37
Correlation (All Time) Calculated using the full available price history since Aug 25, 2006	0.47

Over the past year, the correlation between DPZ and VOT has dropped to 0.11 - well below their long-term average of 0.47, suggesting their price drivers have been diverging.

Return for Risk

DPZ vs. VOT — Risk / Return Rank

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

DPZ

DPZ Risk / Return Rank: 8
DPZ Sharpe Ratio Rank: 4
DPZ Sortino Ratio Rank: 7
DPZ Omega Ratio Rank: 9
DPZ Calmar Ratio Rank: 15
DPZ Martin Ratio Rank: 7

VOT

VOT Risk / Return Rank: 19
VOT Sharpe Ratio Rank: 20
VOT Sortino Ratio Rank: 19
VOT Omega Ratio Rank: 18
VOT Calmar Ratio Rank: 18
VOT Martin Ratio Rank: 19

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. VOT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Domino's Pizza, Inc. (DPZ) and Vanguard Mid-Cap Growth ETF (VOT). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	DPZ	VOT	Difference
Sharpe ratio: Return per unit of total volatility	-1.04	0.57	-1.61
Sortino ratio: Return per unit of downside risk	-1.43	0.89	-2.32
Omega ratio: Gain probability vs. loss probability	0.84	1.11	-0.27
Calmar ratio: Return relative to maximum drawdown	-0.73	0.59	-1.33
Martin ratio: Return relative to average drawdown	-1.49	1.77	-3.25

DPZ vs. VOT - Sharpe Ratio Comparison

The current DPZ Sharpe Ratio is -1.04, which is lower than the VOT Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of DPZ and VOT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DPZ vs. VOT - Drawdown Comparison

The maximum DPZ drawdown since its inception was -86.66%, which is greater than VOT's maximum drawdown of -60.16%. Use the drawdown chart below to compare losses from any high point for DPZ and VOT.

Drawdown Indicators

	DPZ	VOT	Difference
Max Drawdown Largest peak-to-trough decline	-86.66%	-60.16%	-26.50%
Max Drawdown (1Y) Largest decline over 1 year	-36.93%	-15.96%	-20.97%
Max Drawdown (3Y) Largest decline over 3 years	-41.75%	-21.77%	-19.98%
Max Drawdown (5Y) Largest decline over 5 years	-47.81%	-37.19%	-10.62%
Max Drawdown (10Y) Largest decline over 10 years	-47.81%	-37.19%	-10.62%
Current Drawdown Current decline from peak	-39.05%	-2.41%	-36.64%
Average Drawdown Average peak-to-trough decline	-16.46%	-9.95%	-6.51%
Ulcer Index Depth and duration of drawdowns from previous peaks	18.18%	5.35%	+12.83%

Volatility

DPZ vs. VOT - Volatility Comparison

Domino's Pizza, Inc. (DPZ) and Vanguard Mid-Cap Growth ETF (VOT) have volatilities of 6.35% and 6.42%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DPZ	VOT	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.35%	6.42%	-0.07%
Volatility (6M) Calculated over the trailing 6-month period	20.93%	13.32%	+7.61%
Volatility (1Y) Calculated over the trailing 1-year period	26.06%	16.56%	+9.50%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.70%	21.46%	+8.24%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	29.96%	21.03%	+8.93%

Dividends

DPZ vs. VOT - Dividend Comparison

DPZ's dividend yield for the trailing twelve months is around 2.23%, more than VOT's 0.62% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DPZ Domino's Pizza, Inc.	1.69%	1.67%	1.44%	1.17%	1.27%	0.67%	0.81%	0.89%	0.89%	0.97%	0.95%	1.11%
VOT Vanguard Mid-Cap Growth ETF	0.62%	0.64%	0.67%	0.71%	0.78%	0.34%	0.56%	0.78%	0.84%	0.72%	0.81%	0.81%

Frequently Asked Questions

Can I hold both DPZ and VOT in my portfolio?

DPZ and VOT 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.

Which is riskier, DPZ or VOT?

VOT has higher volatility (6.42%) compared to DPZ (6.35%). In terms of maximum drawdown, DPZ dropped -86.66% vs VOT's -60.16%.

Which has better risk-adjusted returns?

VOT currently has the higher Sharpe Ratio (0.57 vs -1.04), 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.