BFAM vs DKNG: returns, Sharpe ratio and drawdown

Over the past year, BFAM returned -29.98% against -43.75% for DKNG. Over five years, BFAM averaged -15.68% a year, compared with -16.61% for DKNG. BFAM had the higher Sharpe ratio over the past year (-0.65 vs -0.94), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -45.82% for BFAM and -48.70% for DKNG.