DPZ vs HD: returns, Sharpe ratio and drawdown

Over the past year, HD returned -21.77% against -23.85% for DPZ. Over five years, HD averaged -3.36% a year, compared with -7.48% for DPZ. DPZ had the higher Sharpe ratio over the past year (-0.88 vs -1.00), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -28.26% for HD and -35.44% for DPZ.