PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Addus HomeCare Corporation (ADUS)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS0067391062
CUSIP006739106
SectorHealthcare
IndustryMedical Care Facilities

Highlights

Market Cap$1.68B
EPS$3.83
PE Ratio26.98
PEG Ratio1.44
Revenue (TTM)$1.06B
Gross Profit (TTM)$299.74M
EBITDA (TTM)$111.10M
Year Range$77.30 - $114.97
Target Price$109.13
Short %2.95%
Short Ratio2.70

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Addus HomeCare Corporation

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Addus HomeCare Corporation, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%20.00%25.00%30.00%NovemberDecember2024FebruaryMarchApril
19.49%
17.14%
ADUS (Addus HomeCare Corporation)
Benchmark (^GSPC)

S&P 500

Returns By Period

Addus HomeCare Corporation had a return of 4.64% year-to-date (YTD) and -11.16% in the last 12 months. Over the past 10 years, Addus HomeCare Corporation had an annualized return of 15.86%, outperforming the S&P 500 benchmark which had an annualized return of 10.37%.


PeriodReturnBenchmark
Year-To-Date4.64%5.06%
1 month-3.36%-3.23%
6 months19.49%17.14%
1 year-11.16%20.62%
5 years (annualized)9.02%11.54%
10 years (annualized)15.86%10.37%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-6.73%6.56%11.99%
2023-2.86%-7.38%10.52%6.48%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ADUS is 37, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of ADUS is 3737
Addus HomeCare Corporation(ADUS)
The Sharpe Ratio Rank of ADUS is 3838Sharpe Ratio Rank
The Sortino Ratio Rank of ADUS is 3737Sortino Ratio Rank
The Omega Ratio Rank of ADUS is 3636Omega Ratio Rank
The Calmar Ratio Rank of ADUS is 3434Calmar Ratio Rank
The Martin Ratio Rank of ADUS is 4141Martin 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.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Addus HomeCare Corporation (ADUS) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


ADUS
Sharpe ratio
The chart of Sharpe ratio for ADUS, currently valued at -0.27, compared to the broader market-2.00-1.000.001.002.003.00-0.27
Sortino ratio
The chart of Sortino ratio for ADUS, currently valued at -0.08, compared to the broader market-4.00-2.000.002.004.00-0.08
Omega ratio
The chart of Omega ratio for ADUS, currently valued at 0.98, compared to the broader market0.501.001.500.98
Calmar ratio
The chart of Calmar ratio for ADUS, currently valued at -0.29, compared to the broader market0.001.002.003.004.005.00-0.29
Martin ratio
The chart of Martin ratio for ADUS, currently valued at -0.52, compared to the broader market0.0010.0020.0030.00-0.52
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.76, compared to the broader market-2.00-1.000.001.002.003.001.76
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.57, compared to the broader market-4.00-2.000.002.004.002.57
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.31, compared to the broader market0.501.001.501.31
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.001.002.003.004.005.001.33
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.04, compared to the broader market0.0010.0020.0030.007.04

Sharpe Ratio

The current Addus HomeCare Corporation Sharpe ratio is -0.27. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2024FebruaryMarchApril
-0.27
1.76
ADUS (Addus HomeCare Corporation)
Benchmark (^GSPC)

Dividends

Dividend History


Addus HomeCare Corporation doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2024FebruaryMarchApril
-23.97%
-4.63%
ADUS (Addus HomeCare Corporation)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Addus HomeCare Corporation. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Addus HomeCare Corporation was 70.37%, occurring on Nov 1, 2010. Recovery took 576 trading sessions.

The current Addus HomeCare Corporation drawdown is 23.97%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-70.37%Jan 20, 2010198Nov 1, 2010576Feb 19, 2013774
-54.2%Oct 20, 2015108Mar 24, 2016196Jan 3, 2017304
-53.38%Feb 18, 202021Mar 17, 2020153Oct 22, 2020174
-46.22%Oct 23, 2013235Sep 29, 2014239Sep 10, 2015474
-44.89%Jan 25, 2021274Feb 23, 2022

Volatility

Volatility Chart

The current Addus HomeCare Corporation volatility is 5.53%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2024FebruaryMarchApril
5.53%
3.27%
ADUS (Addus HomeCare Corporation)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Addus HomeCare Corporation over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

0.00

Cost Of Revenue

0.00

Gross Profit

0.00
Operating Expenses

Selling, General & Admin Expenses

0.00

R&D Expenses

0.00

Total Operating Expenses

0.00
Income

Income Before Tax

0.00

Operating Income

0.00

EBIT

0.00

Earnings From Continuing Operations

0.00

Net Income

0.00

Income Tax Expense

0.00

Interest Expense

0.00

Other Non-Operating Income (Expenses)

0.00

Extraordinary Items

0.00

Discontinued Operations

0.00

Effect Of Accounting Charges

0.00

Non Recurring

0.00

Minority Interest

0.00

Other Items

0.00
Values in undefined except per share items