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GAIN vs. DDS
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

GAIN vs. DDS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gladstone Investment Corporation (GAIN) and Dillard's, Inc. (DDS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GAIN achieves a 8.56% return, which is significantly higher than DDS's -6.05% return. Over the past 10 years, GAIN has underperformed DDS with an annualized return of 18.56%, while DDS has yielded a comparatively higher 29.05% annualized return.


GAIN

1D
-0.14%
1M
-7.17%
YTD
8.56%
6M
10.38%
1Y
11.56%
3Y*
19.05%
5Y*
12.21%
10Y*
18.56%

DDS

1D
2.61%
1M
1.35%
YTD
-6.05%
6M
-6.98%
1Y
47.04%
3Y*
27.55%
5Y*
32.57%
10Y*
29.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GAIN vs. DDS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GAIN
Gladstone Investment Corporation
8.56%17.11%5.33%31.01%-17.55%82.14%-16.56%53.31%-9.67%44.63%
DDS
Dillard's, Inc.
-6.05%46.81%13.47%32.05%38.66%306.41%-12.71%22.76%0.97%-3.63%

Correlation

The correlation between GAIN and DDS is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.06

Correlation (3Y)
Calculated over the trailing 3-year period

0.19

Correlation (5Y)
Calculated over the trailing 5-year period

0.28

Correlation (10Y)
Calculated over the trailing 10-year period

0.23

Correlation (All Time)
Calculated using the full available price history since Jun 23, 2005

0.28

Over the past year, the correlation between GAIN and DDS has dropped to 0.06 - well below their long-term average of 0.28, suggesting their price drivers have been diverging.

Fundamentals

EPS

GAIN:

$3.40

DDS:

$42.07

PE Ratio

GAIN:

4.34

DDS:

13.53

PS Ratio

GAIN:

5.02

DDS:

1.35

Total Revenue (TTM)

GAIN:

$112.66M

DDS:

$6.58B

Gross Profit (TTM)

GAIN:

$80.66M

DDS:

$1.82B

EBITDA (TTM)

GAIN:

$57.95M

DDS:

$985.80M

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Return for Risk

GAIN vs. DDS — Risk / Return Rank

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

GAIN
GAIN Risk / Return Rank: 6161
Overall Rank
GAIN Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
GAIN Sortino Ratio Rank: 5555
Sortino Ratio Rank
GAIN Omega Ratio Rank: 5555
Omega Ratio Rank
GAIN Calmar Ratio Rank: 6262
Calmar Ratio Rank
GAIN Martin Ratio Rank: 7070
Martin Ratio Rank

DDS
DDS Risk / Return Rank: 7373
Overall Rank
DDS Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
DDS Sortino Ratio Rank: 7171
Sortino Ratio Rank
DDS Omega Ratio Rank: 7171
Omega Ratio Rank
DDS Calmar Ratio Rank: 7575
Calmar Ratio Rank
DDS Martin Ratio Rank: 7474
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GAIN vs. DDS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gladstone Investment Corporation (GAIN) and Dillard's, Inc. (DDS). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


GAINDDSDifference
Sharpe ratioReturn per unit of total volatility

-0.57

Sortino ratioReturn per unit of downside risk

-0.76

Omega ratioGain probability vs. loss probability

1.13

1.22

-0.09

Calmar ratioReturn relative to maximum drawdown

0.91

1.95

-1.04

Martin ratioReturn relative to average drawdown

3.42

4.35

-0.93

GAIN vs. DDS - Sharpe Ratio Comparison

The current GAIN Sharpe Ratio is 0.61, which is lower than the DDS Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of GAIN and DDS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

GAIN vs. DDS - Drawdown Comparison

The maximum GAIN drawdown since its inception was -80.87%, smaller than the maximum DDS drawdown of -93.62%. Use the drawdown chart below to compare losses from any high point for GAIN and DDS.


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Drawdown Indicators


GAINDDSDifference

Max Drawdown

Largest peak-to-trough decline

-80.87%

-93.62%

+12.75%

Max Drawdown (1Y)

Largest decline over 1 year

-12.75%

-24.27%

+11.52%

Max Drawdown (3Y)

Largest decline over 3 years

-14.76%

-42.02%

+27.26%

Max Drawdown (5Y)

Largest decline over 5 years

-26.26%

-49.71%

+23.45%

Max Drawdown (10Y)

Largest decline over 10 years

-56.28%

-76.57%

+20.29%

Current Drawdown

Current decline from peak

-12.75%

-18.65%

+5.90%

Average Drawdown

Average peak-to-trough decline

-15.90%

-35.60%

+19.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.39%

10.84%

-7.45%

Volatility

GAIN vs. DDS - Volatility Comparison

The current volatility for Gladstone Investment Corporation (GAIN) is 6.40%, while Dillard's, Inc. (DDS) has a volatility of 13.45%. This indicates that GAIN experiences smaller price fluctuations and is considered to be less risky than DDS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GAINDDSDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.40%

13.45%

-7.05%

Volatility (6M)

Calculated over the trailing 6-month period

16.64%

28.74%

-12.10%

Volatility (1Y)

Calculated over the trailing 1-year period

19.02%

40.23%

-21.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.30%

50.31%

-28.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.72%

59.61%

-33.89%

Dividends

GAIN vs. DDS - Dividend Comparison

GAIN's dividend yield for the trailing twelve months is around 5.96%, more than DDS's 5.47% yield.


PositionTTM20252024202320222021202020192018201720162015
DDS
Dillard's, Inc.
5.47%5.13%6.02%5.18%4.89%6.41%0.95%0.68%0.66%0.57%0.45%0.40%
GAIN
Gladstone Investment Corporation
5.96%10.74%12.53%17.24%9.88%6.06%9.22%7.06%9.24%7.94%8.87%9.68%

Financials

GAIN vs. DDS - Financials Comparison

This section allows you to compare key financial metrics between Gladstone Investment Corporation and Dillard's, 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


0.00500.00M1.00B1.50B2.00B20222023202420252026
25.06M
1.57B
(GAIN) Total Revenue
(DDS) Total Revenue
Values in USD except per share items

Frequently Asked Questions


GAIN and DDS have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DDS has higher volatility (13.45%) compared to GAIN (6.40%). In terms of maximum drawdown, GAIN dropped -80.87% vs DDS's -93.62%.

DDS currently has the higher Sharpe Ratio (1.18 vs 0.61), 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.

Portfolio Optimizer

Find the right allocation for GAIN and DDS

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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