PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
AIR vs. CPRT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

AIR vs. CPRT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AAR Corp. (AIR) and Copart, Inc. (CPRT). The values are adjusted to include any dividend payments, if applicable.

-20.00%-15.00%-10.00%-5.00%0.00%5.00%JuneJulyAugustSeptemberOctoberNovember
-6.24%
4.76%
AIR
CPRT

Returns By Period

In the year-to-date period, AIR achieves a 7.93% return, which is significantly lower than CPRT's 15.35% return. Over the past 10 years, AIR has underperformed CPRT with an annualized return of 10.64%, while CPRT has yielded a comparatively higher 29.49% annualized return.


AIR

YTD

7.93%

1M

8.68%

6M

-6.00%

1Y

0.82%

5Y (annualized)

8.76%

10Y (annualized)

10.64%

CPRT

YTD

15.35%

1M

4.90%

6M

2.89%

1Y

11.15%

5Y (annualized)

20.89%

10Y (annualized)

29.49%

Fundamentals


AIRCPRT
Market Cap$2.39B$54.59B
EPS$1.81$1.40
PE Ratio36.7440.45
PEG Ratio2.413.13
Total Revenue (TTM)$2.43B$3.22B
Gross Profit (TTM)$458.20M$1.43B
EBITDA (TTM)$203.40M$1.22B

Key characteristics


AIRCPRT
Sharpe Ratio0.020.62
Sortino Ratio0.260.97
Omega Ratio1.041.12
Calmar Ratio0.030.82
Martin Ratio0.061.69
Ulcer Index12.62%7.41%
Daily Std Dev33.43%20.39%
Max Drawdown-89.04%-72.50%
Current Drawdown-10.84%-2.67%

Compare stocks, funds, or ETFs

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


Correlation

-0.50.00.51.00.3

The correlation between AIR and CPRT is 0.32, 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.

Risk-Adjusted Performance

AIR vs. CPRT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AAR Corp. (AIR) and Copart, Inc. (CPRT). 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 AIR, currently valued at 0.02, compared to the broader market-4.00-2.000.002.004.000.020.62
The chart of Sortino ratio for AIR, currently valued at 0.26, compared to the broader market-4.00-2.000.002.004.000.260.97
The chart of Omega ratio for AIR, currently valued at 1.04, compared to the broader market0.501.001.502.001.041.12
The chart of Calmar ratio for AIR, currently valued at 0.03, compared to the broader market0.002.004.006.000.030.82
The chart of Martin ratio for AIR, currently valued at 0.06, compared to the broader market-10.000.0010.0020.0030.000.061.69
AIR
CPRT

The current AIR Sharpe Ratio is 0.02, which is lower than the CPRT Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of AIR and CPRT, 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 Ratio0.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
0.02
0.62
AIR
CPRT

Dividends

AIR vs. CPRT - Dividend Comparison

Neither AIR nor CPRT has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
AIR
AAR Corp.
0.00%0.00%0.00%0.00%0.41%0.67%0.80%0.76%0.91%1.14%1.08%1.07%
CPRT
Copart, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

AIR vs. CPRT - Drawdown Comparison

The maximum AIR drawdown since its inception was -89.04%, which is greater than CPRT's maximum drawdown of -72.50%. Use the drawdown chart below to compare losses from any high point for AIR and CPRT. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-10.84%
-2.67%
AIR
CPRT

Volatility

AIR vs. CPRT - Volatility Comparison

AAR Corp. (AIR) has a higher volatility of 13.22% compared to Copart, Inc. (CPRT) at 6.21%. This indicates that AIR's price experiences larger fluctuations and is considered to be riskier than CPRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
13.22%
6.21%
AIR
CPRT

Financials

AIR vs. CPRT - Financials Comparison

This section allows you to compare key financial metrics between AAR Corp. and Copart, Inc.. 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