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GAP vs. DY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

GAP vs. DY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Gap, Inc. (GAP) and Dycom Industries, Inc. (DY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GAP achieves a -16.13% return, which is significantly lower than DY's 43.27% return. Over the past 10 years, GAP has underperformed DY with an annualized return of 4.65%, while DY has yielded a comparatively higher 19.16% annualized return.


GAP

1D
-0.56%
1M
-10.48%
YTD
-16.13%
6M
-20.03%
1Y
-0.73%
3Y*
39.22%
5Y*
-4.07%
10Y*
4.65%

DY

1D
-0.38%
1M
12.72%
YTD
43.27%
6M
37.22%
1Y
105.75%
3Y*
65.75%
5Y*
43.56%
10Y*
19.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GAP vs. DY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GAP
The Gap, Inc.
-16.13%11.74%16.14%96.66%-32.64%-11.11%15.73%-28.11%-21.95%56.05%
DY
Dycom Industries, Inc.
43.27%94.13%51.24%22.96%-0.17%24.15%60.17%-12.75%-51.50%38.78%

Correlation

The correlation between GAP and DY is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.24

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

0.26

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

0.33

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

0.36

Correlation (All Time)
Calculated using the full available price history since Sep 25, 1990

0.27

The correlation between GAP and DY shifts across timeframes, from 0.24 (1 year) to 0.36 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

GAP:

$8.01B

DY:

$14.71B

EPS

GAP:

$2.53

DY:

$10.52

PE Ratio

GAP:

8.38

DY:

46.00

PEG Ratio

GAP:

0.25

DY:

0.65

PS Ratio

GAP:

0.52

DY:

2.29

PB Ratio

GAP:

2.19

DY:

7.76

Total Revenue (TTM)

GAP:

$15.40B

DY:

$6.25B

Gross Profit (TTM)

GAP:

$6.24B

DY:

$1.23B

EBITDA (TTM)

GAP:

$1.71B

DY:

$1.07B

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Return for Risk

GAP vs. DY — Risk / Return Rank

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

GAP
GAP Risk / Return Rank: 3838
Overall Rank
GAP Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
GAP Sortino Ratio Rank: 3636
Sortino Ratio Rank
GAP Omega Ratio Rank: 3636
Omega Ratio Rank
GAP Calmar Ratio Rank: 3939
Calmar Ratio Rank
GAP Martin Ratio Rank: 3939
Martin Ratio Rank

DY
DY Risk / Return Rank: 9090
Overall Rank
DY Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
DY Sortino Ratio Rank: 9191
Sortino Ratio Rank
DY Omega Ratio Rank: 8989
Omega Ratio Rank
DY Calmar Ratio Rank: 8989
Calmar Ratio Rank
DY Martin Ratio Rank: 9292
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.

GAP vs. DY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Gap, Inc. (GAP) and Dycom Industries, Inc. (DY). 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.


GAPDYDifference
Sharpe ratioReturn per unit of total volatility

-2.37

Sortino ratioReturn per unit of downside risk

-3.07

Omega ratioGain probability vs. loss probability

1.04

1.42

-0.38

Calmar ratioReturn relative to maximum drawdown

-0.03

4.35

-4.38

Martin ratioReturn relative to average drawdown

-0.07

14.90

-14.97

GAP vs. DY - Sharpe Ratio Comparison

The current GAP Sharpe Ratio is -0.02, which is lower than the DY Sharpe Ratio of 2.35. The chart below compares the historical Sharpe Ratios of GAP and DY, 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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Sharpe Ratios by Period


GAPDYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.02

2.35

-2.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.07

1.01

-1.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.08

0.36

-0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.25

-0.08

Drawdowns

GAP vs. DY - Drawdown Comparison

The maximum GAP drawdown since its inception was -85.61%, smaller than the maximum DY drawdown of -93.54%. Use the drawdown chart below to compare losses from any high point for GAP and DY.


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Drawdown Indicators


GAPDYDifference

Max Drawdown

Largest peak-to-trough decline

-85.61%

-93.54%

+7.93%

Max Drawdown (1Y)

Largest decline over 1 year

-28.33%

-24.43%

-3.90%

Max Drawdown (3Y)

Largest decline over 3 years

-38.00%

-32.58%

-5.42%

Max Drawdown (5Y)

Largest decline over 5 years

-76.13%

-33.70%

-42.43%

Max Drawdown (10Y)

Largest decline over 10 years

-83.13%

-89.01%

+5.88%

Current Drawdown

Current decline from peak

-32.31%

-9.55%

-22.76%

Average Drawdown

Average peak-to-trough decline

-40.92%

-45.67%

+4.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.06%

7.12%

+3.94%

Volatility

GAP vs. DY - Volatility Comparison

The current volatility for The Gap, Inc. (GAP) is 21.81%, while Dycom Industries, Inc. (DY) has a volatility of 27.08%. This indicates that GAP experiences smaller price fluctuations and is considered to be less risky than DY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GAPDYDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.81%

27.08%

-5.27%

Volatility (6M)

Calculated over the trailing 6-month period

35.45%

37.87%

-2.42%

Volatility (1Y)

Calculated over the trailing 1-year period

44.36%

45.30%

-0.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

55.66%

43.49%

+12.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

55.30%

52.92%

+2.38%

Dividends

GAP vs. DY - Dividend Comparison

GAP's dividend yield for the trailing twelve months is around 3.16%, while DY has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%
GAP
The Gap, Inc.
3.16%2.52%2.54%2.87%5.05%2.73%1.20%5.49%3.72%2.03%5.12%3.68%

Financials

GAP vs. DY - Financials Comparison

This section allows you to compare key financial metrics between The Gap, Inc. and Dycom Industries, 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


1.00B2.00B3.00B4.00B5.00B20222023202420252026
3.50B
1.96B
(GAP) Total Revenue
(DY) Total Revenue
Values in USD except per share items

GAP vs. DY - Profitability Comparison

The chart below illustrates the profitability comparison between The Gap, Inc. and Dycom Industries, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%20.0%30.0%40.0%20222023202420252026
40.5%
14.0%
Portfolio components
GAP - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Gap, Inc. reported a gross profit of 1.42B and revenue of 3.50B. Therefore, the gross margin over that period was 40.5%.

DY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Dycom Industries, Inc. reported a gross profit of 275.08M and revenue of 1.96B. Therefore, the gross margin over that period was 14.0%.

GAP - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Gap, Inc. reported an operating income of 445.00M and revenue of 3.50B, resulting in an operating margin of 12.7%.

DY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Dycom Industries, Inc. reported an operating income of 143.75M and revenue of 1.96B, resulting in an operating margin of 7.3%.

GAP - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Gap, Inc. reported a net income of 339.00M and revenue of 3.50B, resulting in a net margin of 9.7%.

DY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Dycom Industries, Inc. reported a net income of 91.29M and revenue of 1.96B, resulting in a net margin of 4.7%.


Frequently Asked Questions


GAP and DY have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DY has higher volatility (27.08%) compared to GAP (21.81%). In terms of maximum drawdown, GAP dropped -85.61% vs DY's -93.54%.

DY currently has the higher Sharpe Ratio (2.35 vs -0.02), 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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