DKS DICK'S Sport...

Fundamental Data

Get detailed Fundamental insights of DICK'S Sporting Goods Inc. and compare it to the S&P500.
YTD Return
DKS +45.12%
vs.
SPY +18.46%
1-Year Return
DKS +88.86%
vs.
SPY +27.00%
3-Year Return
DKS +14.63%
vs.
SPY +5.68%

Worst 10 Drawdowns of DKS

Started Recovered Drawdown Days
Dec 8, 2016 Oct 13, 2020 -73.00% 1406
Sep 7, 2021 Mar 6, 2023 -50.93% 546
Apr 7, 2015 Aug 26, 2016 -41.95% 508
Mar 9, 2023 Jan 19, 2024 -32.53% 317
Oct 16, 2020 Jan 7, 2021 -19.27% 84
Apr 1, 2024 May 28, 2024 -18.29% 58
Jun 25, 2024 Aug 20, 2024 -15.27% 57
Aug 26, 2024 Sep 17, 2024 -13.48% 23
Sep 23, 2016 Dec 6, 2016 -11.24% 75
Feb 11, 2021 Mar 12, 2021 -10.09% 30

DKS vs. S&P500

Comparison of company stats against the S&P500 Index.

Time Period between January 5, 2015 - September 17, 2024

Annual Return (%)

DKS
S&P500
Metric DKS S&P500
Cumulative Return +327.29% +174.09%
Compound Annual Growth Rate (CAGR) +10.88% +7.44%
Sharpe 0.56 0.67
Sortino 0.82 0.94
Max Drawdown -73% -34.1%
Longest Drawdown Days 1406 745
Volatility (ann.) 44.32% 17.83%
Correlation 45.26% -
R^2 0.2 -
Calmar 0.15 0.22
Skew 0.07 -0.55
Kurtosis 14.24 12.49
Expected Daily +0.06% +0.04%
Expected Monthly +1.25% +0.87%
Expected Yearly +15.63% +10.61%
Kelly Criterion 3% 5.53%
Risk of Ruin 0% 0%
Daily Value-at-Risk -4.49% -1.80%
Expected Shortfall (cVaR) -4.49% -1.80%
Max Consecutive Wins 8 10
Max Consecutive Losses 8 8
Gain/Pain Ratio 0.11 0.14
Gain/Pain (1M) 0.61 0.78
Payoff Ratio 1.00 0.93
Profit Factor 1.11 1.14
Outlier Win Ratio 2.65 6.93
Outlier Loss Ratio 2.80 6.67
MTD -10.00% -0.11%
3M -1.40% +3.74%
6M +0.84% +10.44%
Best Day +25.82% +9.06%
Worst Day -24.15% -10.94%
Best Month +38.24% +12.70%
Worst Month -41.61% -13.00%
Best Year +104.57% +28.79%
Worst Year -45.88% -19.48%
Avg. Drawdown -6.52% -1.83%
Avg. Drawdown Days 54 22
Recovery Factor 3.30 3.41
Ulcer Index 0.30 0.08
Avg. Up Month +11.00% +4.27%
Avg. Down Month -7.85% -4.28%
Win Days 51.54% 54.39%
Win Month 52.99% 66.67%
Win Quarter 51.28% 76.92%
Win Year 80.00% 70.00%