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CAMT vs. POOL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

CAMT vs. POOL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Camtek Ltd (CAMT) and Pool Corporation (POOL). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
-27.54%
0.49%
CAMT
POOL

Returns By Period

In the year-to-date period, CAMT achieves a 10.62% return, which is significantly higher than POOL's -7.44% return. Over the past 10 years, CAMT has outperformed POOL with an annualized return of 39.14%, while POOL has yielded a comparatively lower 21.28% annualized return.


CAMT

YTD

10.62%

1M

-6.32%

6M

-27.54%

1Y

20.47%

5Y (annualized)

50.32%

10Y (annualized)

39.14%

POOL

YTD

-7.44%

1M

4.22%

6M

0.49%

1Y

3.59%

5Y (annualized)

13.10%

10Y (annualized)

21.28%

Fundamentals


CAMTPOOL
Market Cap$3.43B$13.74B
EPS$2.18$11.64
PE Ratio34.6431.01
PEG Ratio0.981.81
Total Revenue (TTM)$400.63M$5.33B
Gross Profit (TTM)$191.51M$1.58B
EBITDA (TTM)$105.28M$679.62M

Key characteristics


CAMTPOOL
Sharpe Ratio0.340.15
Sortino Ratio0.850.46
Omega Ratio1.111.06
Calmar Ratio0.400.10
Martin Ratio0.830.37
Ulcer Index23.43%12.63%
Daily Std Dev56.19%30.74%
Max Drawdown-97.74%-75.71%
Current Drawdown-44.98%-34.68%

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Correlation

-0.50.00.51.00.2

The correlation between CAMT and POOL is 0.20, 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

CAMT vs. POOL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Camtek Ltd (CAMT) and Pool Corporation (POOL). 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 CAMT, currently valued at 0.34, compared to the broader market-4.00-2.000.002.004.000.340.15
The chart of Sortino ratio for CAMT, currently valued at 0.85, compared to the broader market-4.00-2.000.002.004.000.850.46
The chart of Omega ratio for CAMT, currently valued at 1.11, compared to the broader market0.501.001.502.001.111.06
The chart of Calmar ratio for CAMT, currently valued at 0.40, compared to the broader market0.002.004.006.000.400.10
The chart of Martin ratio for CAMT, currently valued at 0.83, compared to the broader market0.0010.0020.0030.000.830.37
CAMT
POOL

The current CAMT Sharpe Ratio is 0.34, which is higher than the POOL Sharpe Ratio of 0.15. The chart below compares the historical Sharpe Ratios of CAMT and POOL, 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 Ratio0.002.004.006.00JuneJulyAugustSeptemberOctoberNovember
0.34
0.15
CAMT
POOL

Dividends

CAMT vs. POOL - Dividend Comparison

CAMT's dividend yield for the trailing twelve months is around 1.76%, more than POOL's 1.29% yield.


TTM20232022202120202019201820172016201520142013
CAMT
Camtek Ltd
1.76%0.00%0.00%0.00%0.00%1.57%2.07%2.45%0.00%0.00%0.00%0.00%
POOL
Pool Corporation
1.29%1.08%1.26%0.53%0.61%0.99%1.16%1.10%1.14%1.24%1.34%1.26%

Drawdowns

CAMT vs. POOL - Drawdown Comparison

The maximum CAMT drawdown since its inception was -97.74%, which is greater than POOL's maximum drawdown of -75.71%. Use the drawdown chart below to compare losses from any high point for CAMT and POOL. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-44.98%
-34.68%
CAMT
POOL

Volatility

CAMT vs. POOL - Volatility Comparison

Camtek Ltd (CAMT) has a higher volatility of 17.69% compared to Pool Corporation (POOL) at 10.66%. This indicates that CAMT's price experiences larger fluctuations and is considered to be riskier than POOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%JuneJulyAugustSeptemberOctoberNovember
17.69%
10.66%
CAMT
POOL

Financials

CAMT vs. POOL - Financials Comparison

This section allows you to compare key financial metrics between Camtek Ltd and Pool 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