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AXP vs. DFS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


AXPDFS
YTD Return40.67%20.75%
1Y Return61.59%52.47%
3Y Return (Ann)18.72%4.85%
5Y Return (Ann)18.70%12.41%
10Y Return (Ann)12.91%9.78%
Sharpe Ratio2.731.62
Daily Std Dev23.35%32.14%
Max Drawdown-83.91%-84.16%
Current Drawdown0.00%-7.26%

Fundamentals


AXPDFS
Market Cap$184.13B$32.97B
EPS$13.40$11.34
PE Ratio19.3311.58
PEG Ratio1.963.27
Total Revenue (TTM)$67.35B$21.30B
Gross Profit (TTM)$40.15B$21.30B
EBITDA (TTM)$17.00B$949.00M

Correlation

-0.50.00.51.00.7

The correlation between AXP and DFS is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

AXP vs. DFS - Performance Comparison

In the year-to-date period, AXP achieves a 40.67% return, which is significantly higher than DFS's 20.75% return. Over the past 10 years, AXP has outperformed DFS with an annualized return of 12.91%, while DFS has yielded a comparatively lower 9.78% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


350.00%400.00%450.00%500.00%550.00%600.00%AprilMayJuneJulyAugustSeptember
442.63%
531.24%
AXP
DFS

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Risk-Adjusted Performance

AXP vs. DFS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Express Company (AXP) and Discover Financial Services (DFS). 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.


AXP
Sharpe ratio
The chart of Sharpe ratio for AXP, currently valued at 2.73, compared to the broader market-4.00-2.000.002.002.73
Sortino ratio
The chart of Sortino ratio for AXP, currently valued at 3.40, compared to the broader market-6.00-4.00-2.000.002.004.003.40
Omega ratio
The chart of Omega ratio for AXP, currently valued at 1.48, compared to the broader market0.501.001.502.001.48
Calmar ratio
The chart of Calmar ratio for AXP, currently valued at 2.36, compared to the broader market0.001.002.003.004.005.002.36
Martin ratio
The chart of Martin ratio for AXP, currently valued at 14.56, compared to the broader market-10.00-5.000.005.0010.0015.0020.0014.56
DFS
Sharpe ratio
The chart of Sharpe ratio for DFS, currently valued at 1.62, compared to the broader market-4.00-2.000.002.001.62
Sortino ratio
The chart of Sortino ratio for DFS, currently valued at 2.21, compared to the broader market-6.00-4.00-2.000.002.004.002.21
Omega ratio
The chart of Omega ratio for DFS, currently valued at 1.31, compared to the broader market0.501.001.502.001.31
Calmar ratio
The chart of Calmar ratio for DFS, currently valued at 1.38, compared to the broader market0.001.002.003.004.005.001.38
Martin ratio
The chart of Martin ratio for DFS, currently valued at 8.82, compared to the broader market-10.00-5.000.005.0010.0015.0020.008.82

AXP vs. DFS - Sharpe Ratio Comparison

The current AXP Sharpe Ratio is 2.73, which is higher than the DFS Sharpe Ratio of 1.62. The chart below compares the 12-month rolling Sharpe Ratio of AXP and DFS.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00AprilMayJuneJulyAugustSeptember
2.73
1.62
AXP
DFS

Dividends

AXP vs. DFS - Dividend Comparison

AXP's dividend yield for the trailing twelve months is around 1.00%, less than DFS's 2.10% yield.


TTM20232022202120202019201820172016201520142013
AXP
American Express Company
1.00%1.24%1.35%1.05%1.42%1.29%1.51%1.32%1.61%1.58%1.05%0.95%
DFS
Discover Financial Services
2.10%2.40%2.35%1.63%1.94%1.98%2.54%1.69%1.61%2.01%1.40%1.07%

Drawdowns

AXP vs. DFS - Drawdown Comparison

The maximum AXP drawdown since its inception was -83.91%, roughly equal to the maximum DFS drawdown of -84.16%. Use the drawdown chart below to compare losses from any high point for AXP and DFS. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember0
-7.26%
AXP
DFS

Volatility

AXP vs. DFS - Volatility Comparison

The current volatility for American Express Company (AXP) is 7.63%, while Discover Financial Services (DFS) has a volatility of 8.16%. This indicates that AXP experiences smaller price fluctuations and is considered to be less risky than DFS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%AprilMayJuneJulyAugustSeptember
7.63%
8.16%
AXP
DFS

Financials

AXP vs. DFS - Financials Comparison

This section allows you to compare key financial metrics between American Express Company and Discover Financial Services. 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