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ACHC vs. EXAS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ACHC and EXAS is 0.16, 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.


-0.50.00.51.00.2

Performance

ACHC vs. EXAS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Acadia Healthcare Company, Inc. (ACHC) and Exact Sciences Corporation (EXAS). The values are adjusted to include any dividend payments, if applicable.

-40.00%-20.00%0.00%20.00%40.00%AugustSeptemberOctoberNovemberDecember2025
-31.97%
13.30%
ACHC
EXAS

Key characteristics

Sharpe Ratio

ACHC:

-1.09

EXAS:

-0.28

Sortino Ratio

ACHC:

-1.59

EXAS:

-0.03

Omega Ratio

ACHC:

0.77

EXAS:

1.00

Calmar Ratio

ACHC:

-0.83

EXAS:

-0.23

Martin Ratio

ACHC:

-1.58

EXAS:

-0.73

Ulcer Index

ACHC:

30.65%

EXAS:

23.13%

Daily Std Dev

ACHC:

44.59%

EXAS:

59.13%

Max Drawdown

ACHC:

-98.67%

EXAS:

-98.01%

Current Drawdown

ACHC:

-50.30%

EXAS:

-64.65%

Fundamentals

Market Cap

ACHC:

$4.11B

EXAS:

$10.14B

EPS

ACHC:

$3.05

EXAS:

-$1.16

PEG Ratio

ACHC:

1.32

EXAS:

-1.07

Total Revenue (TTM)

ACHC:

$2.38B

EXAS:

$2.05B

Gross Profit (TTM)

ACHC:

$1.15B

EXAS:

$1.47B

EBITDA (TTM)

ACHC:

$503.07M

EXAS:

$14.62M

Returns By Period

In the year-to-date period, ACHC achieves a 11.63% return, which is significantly higher than EXAS's -2.49% return. Over the past 10 years, ACHC has underperformed EXAS with an annualized return of -3.07%, while EXAS has yielded a comparatively higher 7.29% annualized return.


ACHC

YTD

11.63%

1M

18.03%

6M

-33.22%

1Y

-47.41%

5Y*

6.43%

10Y*

-3.07%

EXAS

YTD

-2.49%

1M

-7.03%

6M

14.50%

1Y

-16.55%

5Y*

-9.40%

10Y*

7.29%

*Annualized

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Risk-Adjusted Performance

ACHC vs. EXAS — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ACHC
The Risk-Adjusted Performance Rank of ACHC is 33
Overall Rank
The Sharpe Ratio Rank of ACHC is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of ACHC is 44
Sortino Ratio Rank
The Omega Ratio Rank of ACHC is 44
Omega Ratio Rank
The Calmar Ratio Rank of ACHC is 44
Calmar Ratio Rank
The Martin Ratio Rank of ACHC is 44
Martin Ratio Rank

EXAS
The Risk-Adjusted Performance Rank of EXAS is 3131
Overall Rank
The Sharpe Ratio Rank of EXAS is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of EXAS is 3131
Sortino Ratio Rank
The Omega Ratio Rank of EXAS is 3131
Omega Ratio Rank
The Calmar Ratio Rank of EXAS is 3232
Calmar Ratio Rank
The Martin Ratio Rank of EXAS is 3030
Martin 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.

ACHC vs. EXAS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Acadia Healthcare Company, Inc. (ACHC) and Exact Sciences Corporation (EXAS). 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.


Sharpe ratio
The chart of Sharpe ratio for ACHC, currently valued at -1.09, compared to the broader market-2.000.002.004.00-1.09-0.28
The chart of Sortino ratio for ACHC, currently valued at -1.59, compared to the broader market-4.00-2.000.002.004.006.00-1.59-0.03
The chart of Omega ratio for ACHC, currently valued at 0.77, compared to the broader market0.501.001.502.000.771.00
The chart of Calmar ratio for ACHC, currently valued at -0.83, compared to the broader market0.002.004.006.00-0.83-0.23
The chart of Martin ratio for ACHC, currently valued at -1.58, compared to the broader market0.0010.0020.0030.00-1.58-0.73
ACHC
EXAS

The current ACHC Sharpe Ratio is -1.09, which is lower than the EXAS Sharpe Ratio of -0.28. The chart below compares the historical Sharpe Ratios of ACHC and EXAS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.00AugustSeptemberOctoberNovemberDecember2025
-1.09
-0.28
ACHC
EXAS

Dividends

ACHC vs. EXAS - Dividend Comparison

Neither ACHC nor EXAS has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ACHC vs. EXAS - Drawdown Comparison

The maximum ACHC drawdown since its inception was -98.67%, roughly equal to the maximum EXAS drawdown of -98.01%. Use the drawdown chart below to compare losses from any high point for ACHC and EXAS. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%AugustSeptemberOctoberNovemberDecember2025
-50.30%
-64.65%
ACHC
EXAS

Volatility

ACHC vs. EXAS - Volatility Comparison

The current volatility for Acadia Healthcare Company, Inc. (ACHC) is 11.76%, while Exact Sciences Corporation (EXAS) has a volatility of 14.07%. This indicates that ACHC experiences smaller price fluctuations and is considered to be less risky than EXAS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%AugustSeptemberOctoberNovemberDecember2025
11.76%
14.07%
ACHC
EXAS

Financials

ACHC vs. EXAS - Financials Comparison

This section allows you to compare key financial metrics between Acadia Healthcare Company, Inc. and Exact Sciences Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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