PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FIVE vs. DKS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between FIVE and DKS is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.4

Performance

FIVE vs. DKS - Performance Comparison

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

100.00%200.00%300.00%400.00%500.00%600.00%NovemberDecember2025FebruaryMarchApril
129.74%
411.13%
FIVE
DKS

Key characteristics

Sharpe Ratio

FIVE:

-1.04

DKS:

-0.33

Sortino Ratio

FIVE:

-1.60

DKS:

-0.23

Omega Ratio

FIVE:

0.78

DKS:

0.97

Calmar Ratio

FIVE:

-0.83

DKS:

-0.46

Martin Ratio

FIVE:

-1.52

DKS:

-1.24

Ulcer Index

FIVE:

41.43%

DKS:

10.71%

Daily Std Dev

FIVE:

60.31%

DKS:

40.42%

Max Drawdown

FIVE:

-75.97%

DKS:

-73.33%

Current Drawdown

FIVE:

-74.23%

DKS:

-28.70%

Fundamentals

Market Cap

FIVE:

$3.13B

DKS:

$14.60B

EPS

FIVE:

$4.60

DKS:

$14.04

PE Ratio

FIVE:

12.34

DKS:

13.02

PEG Ratio

FIVE:

0.88

DKS:

2.11

Total Revenue (TTM)

FIVE:

$3.88B

DKS:

$13.44B

Gross Profit (TTM)

FIVE:

$1.28B

DKS:

$4.83B

EBITDA (TTM)

FIVE:

$495.19M

DKS:

$1.79B

Returns By Period

In the year-to-date period, FIVE achieves a -42.00% return, which is significantly lower than DKS's -22.09% return. Over the past 10 years, FIVE has underperformed DKS with an annualized return of 5.33%, while DKS has yielded a comparatively higher 14.74% annualized return.


FIVE

YTD

-42.00%

1M

-25.79%

6M

-33.68%

1Y

-62.60%

5Y*

-4.63%

10Y*

5.33%

DKS

YTD

-22.09%

1M

-16.79%

6M

-13.10%

1Y

-13.29%

5Y*

52.26%

10Y*

14.74%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

FIVE vs. DKS — Risk-Adjusted Performance Rank

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

FIVE
The Risk-Adjusted Performance Rank of FIVE is 99
Overall Rank
The Sharpe Ratio Rank of FIVE is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of FIVE is 88
Sortino Ratio Rank
The Omega Ratio Rank of FIVE is 77
Omega Ratio Rank
The Calmar Ratio Rank of FIVE is 77
Calmar Ratio Rank
The Martin Ratio Rank of FIVE is 1616
Martin Ratio Rank

DKS
The Risk-Adjusted Performance Rank of DKS is 3535
Overall Rank
The Sharpe Ratio Rank of DKS is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of DKS is 3838
Sortino Ratio Rank
The Omega Ratio Rank of DKS is 3939
Omega Ratio Rank
The Calmar Ratio Rank of DKS is 2929
Calmar Ratio Rank
The Martin Ratio Rank of DKS is 2727
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.

FIVE vs. DKS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Five Below, Inc. (FIVE) 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 FIVE, currently valued at -1.04, compared to the broader market-2.00-1.000.001.002.00
FIVE: -1.04
DKS: -0.33
The chart of Sortino ratio for FIVE, currently valued at -1.60, compared to the broader market-6.00-4.00-2.000.002.004.00
FIVE: -1.60
DKS: -0.23
The chart of Omega ratio for FIVE, currently valued at 0.78, compared to the broader market0.501.001.502.00
FIVE: 0.78
DKS: 0.97
The chart of Calmar ratio for FIVE, currently valued at -0.83, compared to the broader market0.001.002.003.004.00
FIVE: -0.83
DKS: -0.46
The chart of Martin ratio for FIVE, currently valued at -1.52, compared to the broader market-10.00-5.000.005.0010.0015.00
FIVE: -1.52
DKS: -1.24

The current FIVE Sharpe Ratio is -1.04, which is lower than the DKS Sharpe Ratio of -0.33. The chart below compares the historical Sharpe Ratios of FIVE 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-1.04
-0.33
FIVE
DKS

Dividends

FIVE vs. DKS - Dividend Comparison

FIVE has not paid dividends to shareholders, while DKS's dividend yield for the trailing twelve months is around 2.55%.


TTM20242023202220212020201920182017201620152014
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%
DKS
DICK'S Sporting Goods, Inc.
2.55%1.92%2.72%1.62%6.18%2.23%2.22%2.88%2.37%1.14%1.56%1.01%

Drawdowns

FIVE vs. DKS - Drawdown Comparison

The maximum FIVE drawdown since its inception was -75.97%, roughly equal to the maximum DKS drawdown of -73.33%. Use the drawdown chart below to compare losses from any high point for FIVE and DKS. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-74.23%
-28.70%
FIVE
DKS

Volatility

FIVE vs. DKS - Volatility Comparison

Five Below, Inc. (FIVE) has a higher volatility of 36.67% compared to DICK'S Sporting Goods, Inc. (DKS) at 18.72%. This indicates that FIVE's price experiences larger fluctuations and is considered to be riskier than DKS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%NovemberDecember2025FebruaryMarchApril
36.67%
18.72%
FIVE
DKS

Financials

FIVE vs. DKS - Financials Comparison

This section allows you to compare key financial metrics between Five Below, 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab