PZZA vs. DIA
Compare and contrast key facts about Papa John's International, Inc. (PZZA) and SPDR Dow Jones Industrial Average ETF (DIA).
DIA is a passively managed fund by State Street that tracks the performance of the Dow Jones Industrial Average. It was launched on Jan 14, 1998.
Performance
PZZA vs. DIA - Performance Comparison
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PZZA vs. DIA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PZZA Papa John's International, Inc. | -13.61% | -2.01% | -44.21% | -5.28% | -37.26% | 58.87% | 35.88% | 61.50% | -27.80% | -33.68% |
DIA SPDR Dow Jones Industrial Average ETF | -2.78% | 14.71% | 14.82% | 16.02% | -7.02% | 20.83% | 9.59% | 24.70% | -3.74% | 28.08% |
Returns By Period
In the year-to-date period, PZZA achieves a -13.61% return, which is significantly lower than DIA's -2.78% return. Over the past 10 years, PZZA has underperformed DIA with an annualized return of -3.12%, while DIA has yielded a comparatively higher 12.28% annualized return.
PZZA
- 1D
- 1.23%
- 1M
- 2.72%
- YTD
- -13.61%
- 6M
- -30.29%
- 1Y
- -17.37%
- 3Y*
- -21.20%
- 5Y*
- -15.66%
- 10Y*
- -3.12%
DIA
- 1D
- 0.49%
- 1M
- -4.64%
- YTD
- -2.78%
- 6M
- 1.02%
- 1Y
- 12.67%
- 3Y*
- 13.76%
- 5Y*
- 8.92%
- 10Y*
- 12.28%
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Return for Risk
PZZA vs. DIA — Risk / Return Rank
PZZA
DIA
PZZA vs. DIA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Papa John's International, Inc. (PZZA) and SPDR Dow Jones Industrial Average ETF (DIA). 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.
| PZZA | DIA | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.33 | 0.76 | -1.08 |
Sortino ratioReturn per unit of downside risk | -0.15 | 1.19 | -1.34 |
Omega ratioGain probability vs. loss probability | 0.98 | 1.16 | -0.18 |
Calmar ratioReturn relative to maximum drawdown | -0.38 | 1.17 | -1.55 |
Martin ratioReturn relative to average drawdown | -0.73 | 4.26 | -4.99 |
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
| PZZA | DIA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.33 | 0.76 | -1.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.38 | 0.61 | -0.99 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.08 | 0.70 | -0.78 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.19 | 0.47 | -0.29 |
Correlation
The correlation between PZZA and DIA is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
PZZA vs. DIA - Dividend Comparison
PZZA's dividend yield for the trailing twelve months is around 5.61%, more than DIA's 1.51% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PZZA Papa John's International, Inc. | 5.61% | 4.78% | 4.48% | 2.31% | 1.87% | 0.86% | 1.06% | 1.43% | 2.26% | 1.51% | 0.88% | 1.13% |
DIA SPDR Dow Jones Industrial Average ETF | 1.51% | 1.43% | 1.61% | 1.81% | 1.91% | 1.58% | 1.87% | 1.85% | 2.24% | 1.97% | 2.26% | 2.33% |
Drawdowns
PZZA vs. DIA - Drawdown Comparison
The maximum PZZA drawdown since its inception was -76.22%, which is greater than DIA's maximum drawdown of -51.87%. Use the drawdown chart below to compare losses from any high point for PZZA and DIA.
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Drawdown Indicators
| PZZA | DIA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.22% | -51.87% | -24.35% |
Max Drawdown (1Y)Largest decline over 1 year | -43.11% | -10.79% | -32.32% |
Max Drawdown (5Y)Largest decline over 5 years | -76.22% | -20.76% | -55.46% |
Max Drawdown (10Y)Largest decline over 10 years | -76.22% | -36.70% | -39.52% |
Current DrawdownCurrent decline from peak | -73.17% | -6.94% | -66.23% |
Average DrawdownAverage peak-to-trough decline | -27.74% | -7.17% | -20.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 22.60% | 2.95% | +19.65% |
Volatility
PZZA vs. DIA - Volatility Comparison
Papa John's International, Inc. (PZZA) has a higher volatility of 22.78% compared to SPDR Dow Jones Industrial Average ETF (DIA) at 4.94%. This indicates that PZZA's price experiences larger fluctuations and is considered to be riskier than DIA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PZZA | DIA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 22.78% | 4.94% | +17.84% |
Volatility (6M)Calculated over the trailing 6-month period | 39.28% | 9.24% | +30.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 53.56% | 16.81% | +36.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 40.99% | 14.73% | +26.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.43% | 17.50% | +23.93% |