FIVE vs. DCI
FIVE (Five Below, Inc.) and DCI (Donaldson Company, Inc.) are both stocks. FIVE operates in Specialty Retail (Consumer Cyclical), while DCI operates in Specialty Industrial Machinery (Industrials). Over the past 10 years, FIVE returned 17.69%/yr vs 10.31%/yr for DCI. At a 0.36 correlation, their price movements are largely independent.
Performance
FIVE vs. DCI - Performance Comparison
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Returns By Period
In the year-to-date period, FIVE achieves a 18.33% return, which is significantly higher than DCI's -4.94% return. Over the past 10 years, FIVE has outperformed DCI with an annualized return of 17.69%, while DCI has yielded a comparatively lower 10.31% annualized return.
FIVE
- 1D
- 1.14%
- 1M
- -3.55%
- YTD
- 18.33%
- 6M
- 36.62%
- 1Y
- 82.38%
- 3Y*
- 6.88%
- 5Y*
- 3.21%
- 10Y*
- 17.69%
DCI
- 1D
- -1.40%
- 1M
- -2.58%
- YTD
- -4.94%
- 6M
- -10.21%
- 1Y
- 22.64%
- 3Y*
- 14.63%
- 5Y*
- 7.02%
- 10Y*
- 10.31%
FIVE vs. DCI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FIVE Five Below, Inc. | 18.33% | 79.46% | -50.76% | 20.52% | -14.51% | 18.24% | 36.85% | 24.96% | 54.28% | 65.97% |
DCI Donaldson Company, Inc. | -4.94% | 33.71% | 4.62% | 12.80% | 0.96% | 7.56% | -1.41% | 34.98% | -9.95% | 18.17% |
Correlation
The correlation between FIVE and DCI is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Jul 20, 2012 | 0.36 |
Fundamentals
FIVE:
$12.39B
DCI:
$9.93B
FIVE:
$6.46
DCI:
$3.72
FIVE:
34.50
DCI:
22.60
FIVE:
1.15
DCI:
2.62
FIVE:
2.60
DCI:
2.60
FIVE:
5.65
DCI:
5.86
FIVE:
$4.76B
DCI:
$3.81B
FIVE:
$1.02B
DCI:
$1.30B
FIVE:
$655.49M
DCI:
$664.30M
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Return for Risk
FIVE vs. DCI — Risk / Return Rank
FIVE
DCI
FIVE vs. DCI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Five Below, Inc. (FIVE) and Donaldson Company, Inc. (DCI). 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.
| FIVE | DCI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.38 | ||
| Sortino ratioReturn per unit of downside risk | +1.58 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.19 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 5.19 | 0.87 | +4.31 |
| Martin ratioReturn relative to average drawdown | 16.92 | 1.98 | +14.94 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FIVE | DCI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.26 | 0.88 | +1.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.07 | 0.30 | -0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.39 | 0.40 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.51 | -0.13 |
Drawdowns
FIVE vs. DCI - Drawdown Comparison
The maximum FIVE drawdown since its inception was -76.40%, which is greater than DCI's maximum drawdown of -56.90%. Use the drawdown chart below to compare losses from any high point for FIVE and DCI.
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Drawdown Indicators
| FIVE | DCI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.40% | -56.90% | -19.50% |
Max Drawdown (1Y)Largest decline over 1 year | -15.97% | -26.05% | +10.08% |
Max Drawdown (3Y)Largest decline over 3 years | -74.13% | -26.05% | -48.08% |
Max Drawdown (5Y)Largest decline over 5 years | -76.40% | -32.20% | -44.20% |
Max Drawdown (10Y)Largest decline over 10 years | -76.40% | -42.72% | -33.68% |
Current DrawdownCurrent decline from peak | -10.02% | -23.78% | +13.76% |
Average DrawdownAverage peak-to-trough decline | -23.20% | -11.08% | -12.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.89% | 11.45% | -6.56% |
Volatility
FIVE vs. DCI - Volatility Comparison
Five Below, Inc. (FIVE) has a higher volatility of 12.44% compared to Donaldson Company, Inc. (DCI) at 7.24%. This indicates that FIVE's price experiences larger fluctuations and is considered to be riskier than DCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FIVE | DCI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.44% | 7.24% | +5.20% |
Volatility (6M)Calculated over the trailing 6-month period | 25.55% | 21.91% | +3.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.88% | 25.98% | +10.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 47.64% | 23.50% | +24.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 45.92% | 25.87% | +20.05% |
Dividends
FIVE vs. DCI - Dividend Comparison
FIVE has not paid dividends to shareholders, while DCI's dividend yield for the trailing twelve months is around 1.43%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DCI Donaldson Company, Inc. | 1.43% | 1.32% | 1.57% | 1.50% | 1.55% | 1.47% | 1.50% | 1.42% | 1.73% | 1.45% | 1.65% | 2.36% |
FIVE Five Below, 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% |
Financials
FIVE vs. DCI - Financials Comparison
This section allows you to compare key financial metrics between Five Below, Inc. and Donaldson Company, 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.
Total Revenue: Total amount of money received from sales and other business activities
FIVE vs. DCI - Profitability Comparison
FIVE - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Five Below, Inc. reported a gross profit of 0.00 and revenue of 1.73B. Therefore, the gross margin over that period was 0.0%.
DCI - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Donaldson Company, Inc. reported a gross profit of 333.40M and revenue of 995.10M. Therefore, the gross margin over that period was 33.5%.
FIVE - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Five Below, Inc. reported an operating income of 310.88M and revenue of 1.73B, resulting in an operating margin of 18.0%.
DCI - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Donaldson Company, Inc. reported an operating income of 155.30M and revenue of 995.10M, resulting in an operating margin of 15.6%.
FIVE - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Five Below, Inc. reported a net income of 238.23M and revenue of 1.73B, resulting in a net margin of 13.8%.
DCI - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Donaldson Company, Inc. reported a net income of 118.10M and revenue of 995.10M, resulting in a net margin of 11.9%.
Frequently Asked Questions
FIVE and DCI have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FIVE has higher volatility (12.44%) compared to DCI (7.24%). In terms of maximum drawdown, FIVE dropped -76.40% vs DCI's -56.90%.
FIVE currently has the higher Sharpe Ratio (2.26 vs 0.88), 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.
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