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MODG vs. DPZ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MODG and DPZ is 0.46, 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.


Performance

MODG vs. DPZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Callaway Golf Company (MODG) and Domino's Pizza, Inc. (DPZ). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

MODG:

-1.00

DPZ:

-0.20

Sortino Ratio

MODG:

-1.75

DPZ:

-0.06

Omega Ratio

MODG:

0.80

DPZ:

0.99

Calmar Ratio

MODG:

-0.66

DPZ:

-0.23

Martin Ratio

MODG:

-1.29

DPZ:

-0.39

Ulcer Index

MODG:

43.25%

DPZ:

15.69%

Daily Std Dev

MODG:

52.49%

DPZ:

30.99%

Max Drawdown

MODG:

-85.06%

DPZ:

-86.66%

Current Drawdown

MODG:

-80.32%

DPZ:

-11.39%

Fundamentals

Market Cap

MODG:

$1.35B

DPZ:

$16.40B

EPS

MODG:

-$7.88

DPZ:

$17.43

PEG Ratio

MODG:

0.67

DPZ:

2.83

PS Ratio

MODG:

0.32

DPZ:

3.46

PB Ratio

MODG:

0.55

DPZ:

0.00

Total Revenue (TTM)

MODG:

$3.10B

DPZ:

$4.73B

Gross Profit (TTM)

MODG:

$2.01B

DPZ:

$1.87B

EBITDA (TTM)

MODG:

-$1.10B

DPZ:

$950.32M

Returns By Period

In the year-to-date period, MODG achieves a -6.62% return, which is significantly lower than DPZ's 14.55% return. Over the past 10 years, MODG has underperformed DPZ with an annualized return of -2.24%, while DPZ has yielded a comparatively higher 17.29% annualized return.


MODG

YTD

-6.62%

1M

17.07%

6M

-23.78%

1Y

-51.33%

5Y*

-10.84%

10Y*

-2.24%

DPZ

YTD

14.55%

1M

5.71%

6M

4.94%

1Y

-6.37%

5Y*

6.11%

10Y*

17.29%

*Annualized

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Risk-Adjusted Performance

MODG vs. DPZ — Risk-Adjusted Performance Rank

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

MODG
The Risk-Adjusted Performance Rank of MODG is 88
Overall Rank
The Sharpe Ratio Rank of MODG is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of MODG is 44
Sortino Ratio Rank
The Omega Ratio Rank of MODG is 66
Omega Ratio Rank
The Calmar Ratio Rank of MODG is 1111
Calmar Ratio Rank
The Martin Ratio Rank of MODG is 1515
Martin Ratio Rank

DPZ
The Risk-Adjusted Performance Rank of DPZ is 3838
Overall Rank
The Sharpe Ratio Rank of DPZ is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of DPZ is 3535
Sortino Ratio Rank
The Omega Ratio Rank of DPZ is 3535
Omega Ratio Rank
The Calmar Ratio Rank of DPZ is 3737
Calmar Ratio Rank
The Martin Ratio Rank of DPZ is 4343
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.

MODG vs. DPZ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Callaway Golf Company (MODG) and Domino's Pizza, Inc. (DPZ). 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.


The current MODG Sharpe Ratio is -1.00, which is lower than the DPZ Sharpe Ratio of -0.20. The chart below compares the historical Sharpe Ratios of MODG and DPZ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

MODG vs. DPZ - Dividend Comparison

MODG has not paid dividends to shareholders, while DPZ's dividend yield for the trailing twelve months is around 1.31%.


TTM20242023202220212020201920182017201620152014
MODG
Callaway Golf Company
0.00%0.00%0.00%0.00%0.00%0.08%0.19%0.26%0.29%0.36%0.42%0.52%
DPZ
Domino's Pizza, Inc.
1.31%1.44%1.17%1.27%0.67%0.81%0.89%0.89%0.97%0.95%1.11%1.06%

Drawdowns

MODG vs. DPZ - Drawdown Comparison

The maximum MODG drawdown since its inception was -85.06%, roughly equal to the maximum DPZ drawdown of -86.66%. Use the drawdown chart below to compare losses from any high point for MODG and DPZ. For additional features, visit the drawdowns tool.


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Volatility

MODG vs. DPZ - Volatility Comparison

Callaway Golf Company (MODG) has a higher volatility of 7.99% compared to Domino's Pizza, Inc. (DPZ) at 6.40%. This indicates that MODG's price experiences larger fluctuations and is considered to be riskier than DPZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

MODG vs. DPZ - Financials Comparison

This section allows you to compare key financial metrics between Callaway Golf Company and Domino's Pizza, 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


200.00M400.00M600.00M800.00M1.00B1.20B1.40B20212022202320242025
924.40M
1.11B
(MODG) Total Revenue
(DPZ) Total Revenue
Values in USD except per share items