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ENVA vs. DKS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ENVA and DKS is 0.35, 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.


-0.50.00.51.0
Correlation: 0.3

Performance

ENVA vs. DKS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Enova International, Inc. (ENVA) and DICK'S Sporting Goods, Inc. (DKS). The values are adjusted to include any dividend payments, if applicable.

200.00%300.00%400.00%500.00%600.00%NovemberDecember2025FebruaryMarchApril
230.39%
384.04%
ENVA
DKS

Key characteristics

Sharpe Ratio

ENVA:

1.30

DKS:

-0.19

Sortino Ratio

ENVA:

1.91

DKS:

0.02

Omega Ratio

ENVA:

1.25

DKS:

1.00

Calmar Ratio

ENVA:

1.94

DKS:

-0.27

Martin Ratio

ENVA:

5.59

DKS:

-0.73

Ulcer Index

ENVA:

9.10%

DKS:

11.73%

Daily Std Dev

ENVA:

39.16%

DKS:

44.10%

Max Drawdown

ENVA:

-81.56%

DKS:

-73.33%

Current Drawdown

ENVA:

-23.56%

DKS:

-29.05%

Fundamentals

Market Cap

ENVA:

$2.34B

DKS:

$14.82B

EPS

ENVA:

$7.43

DKS:

$14.05

PE Ratio

ENVA:

12.29

DKS:

13.21

PEG Ratio

ENVA:

0.00

DKS:

2.42

PS Ratio

ENVA:

1.89

DKS:

1.10

PB Ratio

ENVA:

1.95

DKS:

4.63

Total Revenue (TTM)

ENVA:

$2.05B

DKS:

$13.44B

Gross Profit (TTM)

ENVA:

$958.74M

DKS:

$4.83B

EBITDA (TTM)

ENVA:

$330.02M

DKS:

$1.92B

Returns By Period

In the year-to-date period, ENVA achieves a -7.13% return, which is significantly higher than DKS's -22.47% return. Over the past 10 years, ENVA has outperformed DKS with an annualized return of 16.56%, while DKS has yielded a comparatively lower 15.10% annualized return.


ENVA

YTD

-7.13%

1M

-8.61%

6M

3.33%

1Y

46.66%

5Y*

49.80%

10Y*

16.56%

DKS

YTD

-22.47%

1M

-9.23%

6M

-16.44%

1Y

-7.67%

5Y*

51.82%

10Y*

15.10%

*Annualized

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Risk-Adjusted Performance

ENVA vs. DKS — Risk-Adjusted Performance Rank

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

ENVA
The Risk-Adjusted Performance Rank of ENVA is 8888
Overall Rank
The Sharpe Ratio Rank of ENVA is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of ENVA is 8686
Sortino Ratio Rank
The Omega Ratio Rank of ENVA is 8484
Omega Ratio Rank
The Calmar Ratio Rank of ENVA is 9494
Calmar Ratio Rank
The Martin Ratio Rank of ENVA is 8989
Martin Ratio Rank

DKS
The Risk-Adjusted Performance Rank of DKS is 4040
Overall Rank
The Sharpe Ratio Rank of DKS is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of DKS is 4040
Sortino Ratio Rank
The Omega Ratio Rank of DKS is 4040
Omega Ratio Rank
The Calmar Ratio Rank of DKS is 3737
Calmar Ratio Rank
The Martin Ratio Rank of DKS is 3939
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.

ENVA vs. DKS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Enova International, Inc. (ENVA) and DICK'S Sporting Goods, Inc. (DKS). 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 ENVA, currently valued at 1.30, compared to the broader market-2.00-1.000.001.002.003.00
ENVA: 1.30
DKS: -0.19
The chart of Sortino ratio for ENVA, currently valued at 1.91, compared to the broader market-6.00-4.00-2.000.002.004.00
ENVA: 1.91
DKS: 0.02
The chart of Omega ratio for ENVA, currently valued at 1.25, compared to the broader market0.501.001.502.00
ENVA: 1.25
DKS: 1.00
The chart of Calmar ratio for ENVA, currently valued at 1.94, compared to the broader market0.001.002.003.004.00
ENVA: 1.94
DKS: -0.27
The chart of Martin ratio for ENVA, currently valued at 5.59, compared to the broader market-5.000.005.0010.0015.0020.00
ENVA: 5.59
DKS: -0.73

The current ENVA Sharpe Ratio is 1.30, which is higher than the DKS Sharpe Ratio of -0.19. The chart below compares the historical Sharpe Ratios of ENVA and DKS, 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 Ratio0.001.002.003.004.005.00NovemberDecember2025FebruaryMarchApril
1.30
-0.19
ENVA
DKS

Dividends

ENVA vs. DKS - Dividend Comparison

ENVA has not paid dividends to shareholders, while DKS's dividend yield for the trailing twelve months is around 2.56%.


TTM20242023202220212020201920182017201620152014
ENVA
Enova International, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DKS
DICK'S Sporting Goods, Inc.
2.56%1.92%2.72%1.62%6.18%2.23%2.22%2.88%2.37%1.14%1.56%1.01%

Drawdowns

ENVA vs. DKS - Drawdown Comparison

The maximum ENVA drawdown since its inception was -81.56%, which is greater than DKS's maximum drawdown of -73.33%. Use the drawdown chart below to compare losses from any high point for ENVA and DKS. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-23.56%
-29.05%
ENVA
DKS

Volatility

ENVA vs. DKS - Volatility Comparison

The current volatility for Enova International, Inc. (ENVA) is 21.03%, while DICK'S Sporting Goods, Inc. (DKS) has a volatility of 23.44%. This indicates that ENVA experiences smaller price fluctuations and is considered to be less risky than DKS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
21.03%
23.44%
ENVA
DKS

Financials

ENVA vs. DKS - Financials Comparison

This section allows you to compare key financial metrics between Enova International, Inc. and DICK'S Sporting Goods, Inc.. 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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