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

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.

-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
28.80%
13.84%
DY
ARMK

Returns By Period

In the year-to-date period, DY achieves a 70.15% return, which is significantly higher than ARMK's 33.72% return. Over the past 10 years, DY has outperformed ARMK with an annualized return of 22.46%, while ARMK has yielded a comparatively lower 7.06% annualized return.


DY

YTD

70.15%

1M

-1.26%

6M

28.80%

1Y

128.67%

5Y (annualized)

32.81%

10Y (annualized)

22.46%

ARMK

YTD

33.72%

1M

-6.10%

6M

13.83%

1Y

36.06%

5Y (annualized)

4.68%

10Y (annualized)

7.06%

Fundamentals


DYARMK
Market Cap$5.70B$9.81B
EPS$8.05$0.99
PE Ratio24.3337.63
PEG Ratio1.581.57
Total Revenue (TTM)$3.30B$17.40B
Gross Profit (TTM)$494.96M$5.23B
EBITDA (TTM)$364.93M$5.08B

Key characteristics


DYARMK
Sharpe Ratio3.511.63
Sortino Ratio4.412.31
Omega Ratio1.571.27
Calmar Ratio4.282.14
Martin Ratio26.8914.08
Ulcer Index4.82%2.58%
Daily Std Dev36.95%22.39%
Max Drawdown-93.54%-72.26%
Current Drawdown-3.45%-6.10%

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Correlation

-0.50.00.51.00.4

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.

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 3.51, compared to the broader market-4.00-2.000.002.004.003.511.63
The chart of Sortino ratio for DY, currently valued at 4.41, compared to the broader market-4.00-2.000.002.004.004.412.31
The chart of Omega ratio for DY, currently valued at 1.57, compared to the broader market0.501.001.502.001.571.27
The chart of Calmar ratio for DY, currently valued at 4.28, compared to the broader market0.002.004.006.004.282.14
The chart of Martin ratio for DY, currently valued at 26.89, compared to the broader market-10.000.0010.0020.0030.0026.8914.08
DY
ARMK

The current DY Sharpe Ratio is 3.51, which is higher than the ARMK Sharpe Ratio of 1.63. 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
3.51
1.63
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 1.02%.


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
1.02%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 -72.26%. 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%JuneJulyAugustSeptemberOctoberNovember
-3.45%
-6.10%
DY
ARMK

Volatility

DY vs. ARMK - Volatility Comparison

Dycom Industries, Inc. (DY) has a higher volatility of 13.23% compared to Aramark (ARMK) at 7.00%. 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.


4.00%6.00%8.00%10.00%12.00%14.00%JuneJulyAugustSeptemberOctoberNovember
13.23%
7.00%
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