PortfoliosLab logoPortfoliosLab logo
CAKE vs. AXP
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CAKE vs. AXP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Cheesecake Factory Incorporated (CAKE) and American Express Company (AXP). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, CAKE achieves a 102.87% return, which is significantly higher than AXP's -8.37% return. Over the past 10 years, CAKE has underperformed AXP with an annualized return of 9.45%, while AXP has yielded a comparatively higher 19.78% annualized return.


CAKE

1D
0.11%
1M
28.09%
6M
76.69%
YTD
102.87%
1Y
65.83%
3Y*
44.79%
5Y*
20.23%
10Y*
9.45%
ALL TIME*
11.40%

AXP

1D
-0.38%
1M
-4.46%
6M
-3.96%
YTD
-8.37%
1Y
15.49%
3Y*
27.08%
5Y*
15.94%
10Y*
19.78%
ALL TIME*
10.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.14B$1.09B$1.04B
$197.12M$153.55M$107.62M

CAKE vs. AXP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CAKE
The Cheesecake Factory Incorporated
102.87%8.61%39.33%14.01%-17.02%5.64%-3.53%-7.82%-7.44%-17.83%
AXP
American Express Company
-8.37%25.99%60.32%28.67%-8.52%36.88%-1.14%32.52%-2.62%36.22%

Correlation

The correlation between CAKE and AXP is 0.27, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.27

Correlation (3Y)
Balances recent behavior with more history.

0.34

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.40

Correlation (10Y)
Provides a long-term view across more market conditions.

0.39

Correlation (All Time)
Calculated using the full available price history since Sep 18, 1992

0.33

The correlation between CAKE and AXP shifts across timeframes, from 0.27 (1 year) to 0.40 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

CAKE:

$5.04B

AXP:

$227.07B

EPS

CAKE:

$2.66

AXP:

$12.15

PE Ratio

CAKE:

38.09

AXP:

27.67

PEG Ratio

CAKE:

0.85

AXP:

2.36

PS Ratio

CAKE:

1.70

AXP:

2.98

Total Revenue (TTM)

CAKE:

$2.90B

AXP:

$77.47B

Gross Profit (TTM)

CAKE:

$2.27B

AXP:

$64.38B

EBITDA (TTM)

CAKE:

$231.47M

AXP:

$25.27B

Compare stocks, funds, or ETFs

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


Return for Risk

CAKE vs. AXP — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CAKE
CAKE Risk / Return Rank: 8383
Overall Rank
CAKE Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
CAKE Sortino Ratio Rank: 8686
Sortino Ratio Rank
CAKE Omega Ratio Rank: 8484
Omega Ratio Rank
CAKE Calmar Ratio Rank: 7878
Calmar Ratio Rank
CAKE Martin Ratio Rank: 7878
Martin Ratio Rank

AXP
AXP Risk / Return Rank: 5858
Overall Rank
AXP Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
AXP Sortino Ratio Rank: 5555
Sortino Ratio Rank
AXP Omega Ratio Rank: 5656
Omega Ratio Rank
AXP Calmar Ratio Rank: 5959
Calmar Ratio Rank
AXP Martin Ratio Rank: 5858
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

CAKE vs. AXP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Cheesecake Factory Incorporated (CAKE) and American Express Company (AXP). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CAKEAXPDifference
Sharpe ratioReturn per unit of total volatility

+1.20

Sortino ratioReturn per unit of downside risk

+1.61

Omega ratioGain probability vs. loss probability

1.30

1.11

+0.18

Calmar ratioReturn relative to maximum drawdown

1.88

0.57

+1.31

Martin ratioReturn relative to average drawdown

4.58

1.18

+3.40

CAKE vs. AXP - Sharpe Ratio Comparison

The current CAKE Sharpe Ratio is 1.71, which is higher than the AXP Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of CAKE and AXP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

CAKE vs. AXP - Drawdown Comparison

The maximum CAKE drawdown since its inception was -86.17%, roughly equal to the maximum AXP drawdown of -83.91%. Use the drawdown chart below to compare losses from any high point for CAKE and AXP.


Loading charts...

Drawdown Indicators


CAKEAXPDifference

Max Drawdown

Largest peak-to-trough decline

-86.17%

-83.91%

-2.26%

Max Drawdown (1Y)

Largest decline over 1 year

-33.02%

-23.90%

-9.12%

Max Drawdown (3Y)

Largest decline over 3 years

-36.39%

-28.76%

-7.63%

Max Drawdown (5Y)

Largest decline over 5 years

-46.54%

-31.55%

-14.99%

Max Drawdown (10Y)

Largest decline over 10 years

-75.50%

-49.64%

-25.86%

Current Drawdown

Current decline from peak

0.00%

-11.93%

+11.93%

Average Drawdown

Average peak-to-trough decline

-22.73%

-22.02%

-0.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.55%

11.48%

+2.07%

Volatility

CAKE vs. AXP - Volatility Comparison

The Cheesecake Factory Incorporated (CAKE) has a higher volatility of 15.44% compared to American Express Company (AXP) at 8.98%. This indicates that CAKE's price experiences larger fluctuations and is considered to be riskier than AXP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


CAKEAXPDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.44%

8.98%

+6.46%

Volatility (6M)

Calculated over the trailing 6-month period

28.61%

20.63%

+7.98%

Volatility (1Y)

Calculated over the trailing 1-year period

36.62%

26.87%

+9.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.78%

29.50%

+10.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.73%

31.83%

+12.90%

Dividends

CAKE vs. AXP - Dividend Comparison

CAKE's dividend yield for the trailing twelve months is around 1.12%, more than AXP's 1.05% yield.


PositionTTM20252024202320222021202020192018201720162015
AXP
American Express Company
1.05%0.85%0.91%1.24%1.35%1.05%1.42%1.29%1.51%1.32%1.61%1.58%
CAKE
The Cheesecake Factory Incorporated
1.12%2.14%2.28%3.08%2.55%0.00%0.97%3.55%2.85%2.20%1.47%1.58%

Financials

CAKE vs. AXP - Financials Comparison

This section allows you to compare key financial metrics between The Cheesecake Factory Incorporated and American Express Company. 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

Frequently Asked Questions


CAKE and AXP have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CAKE has higher volatility (15.44%) compared to AXP (8.98%). In terms of maximum drawdown, CAKE dropped -86.17% vs AXP's -83.91%.

CAKE currently has the higher Sharpe Ratio (1.71 vs 0.51), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for CAKE and AXP

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer