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DY vs. ARMK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between DY and ARMK 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.


-0.50.00.51.00.4

Performance

DY vs. ARMK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dycom Industries, Inc. (DY) and Aramark (ARMK). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
520.35%
159.71%
DY
ARMK

Key characteristics

Sharpe Ratio

DY:

1.40

ARMK:

1.53

Sortino Ratio

DY:

1.91

ARMK:

2.17

Omega Ratio

DY:

1.26

ARMK:

1.26

Calmar Ratio

DY:

3.00

ARMK:

2.36

Martin Ratio

DY:

9.04

ARMK:

13.08

Ulcer Index

DY:

5.65%

ARMK:

2.77%

Daily Std Dev

DY:

36.33%

ARMK:

23.73%

Max Drawdown

DY:

-93.54%

ARMK:

-72.27%

Current Drawdown

DY:

-17.02%

ARMK:

-11.31%

Fundamentals

Market Cap

DY:

$5.16B

ARMK:

$10.27B

EPS

DY:

$7.59

ARMK:

$0.99

PE Ratio

DY:

23.32

ARMK:

39.16

PEG Ratio

DY:

1.58

ARMK:

1.57

Total Revenue (TTM)

DY:

$4.31B

ARMK:

$17.40B

Gross Profit (TTM)

DY:

$1.50B

ARMK:

$1.21B

EBITDA (TTM)

DY:

$525.67M

ARMK:

$1.19B

Returns By Period

In the year-to-date period, DY achieves a 46.23% return, which is significantly higher than ARMK's 34.42% return. Over the past 10 years, DY has outperformed ARMK with an annualized return of 18.06%, while ARMK has yielded a comparatively lower 6.96% annualized return.


DY

YTD

46.23%

1M

-14.06%

6M

-0.02%

1Y

50.12%

5Y*

29.06%

10Y*

18.06%

ARMK

YTD

34.42%

1M

0.53%

6M

11.08%

1Y

34.81%

5Y*

4.76%

10Y*

6.96%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

DY vs. ARMK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dycom Industries, Inc. (DY) and Aramark (ARMK). 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.


Sharpe ratio
The chart of Sharpe ratio for DY, currently valued at 1.40, compared to the broader market-4.00-2.000.002.001.401.53
The chart of Sortino ratio for DY, currently valued at 1.91, compared to the broader market-4.00-2.000.002.004.001.912.17
The chart of Omega ratio for DY, currently valued at 1.26, compared to the broader market0.501.001.502.001.261.26
The chart of Calmar ratio for DY, currently valued at 3.00, compared to the broader market0.002.004.006.003.002.36
The chart of Martin ratio for DY, currently valued at 9.04, compared to the broader market0.0010.0020.009.0413.08
DY
ARMK

The current DY Sharpe Ratio is 1.40, which is comparable to the ARMK Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of DY and ARMK, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.40
1.53
DY
ARMK

Dividends

DY vs. ARMK - Dividend Comparison

DY has not paid dividends to shareholders, while ARMK's dividend yield for the trailing twelve months is around 1.04%.


TTM2023202220212020201920182017201620152014
DY
Dycom Industries, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ARMK
Aramark
1.04%1.19%1.06%1.19%1.14%1.01%1.47%0.97%1.09%1.09%1.00%

Drawdowns

DY vs. ARMK - Drawdown Comparison

The maximum DY drawdown since its inception was -93.54%, which is greater than ARMK's maximum drawdown of -72.27%. Use the drawdown chart below to compare losses from any high point for DY and ARMK. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-17.02%
-11.31%
DY
ARMK

Volatility

DY vs. ARMK - Volatility Comparison

Dycom Industries, Inc. (DY) has a higher volatility of 17.47% compared to Aramark (ARMK) at 9.89%. This indicates that DY's price experiences larger fluctuations and is considered to be riskier than ARMK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
17.47%
9.89%
DY
ARMK

Financials

DY vs. ARMK - Financials Comparison

This section allows you to compare key financial metrics between Dycom Industries, Inc. and Aramark. 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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