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CBZ vs. ETSY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CBZ and ETSY is 0.22, 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

CBZ vs. ETSY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CBIZ, Inc. (CBZ) and Etsy, Inc. (ETSY). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%800.00%JulyAugustSeptemberOctoberNovemberDecember
768.98%
89.37%
CBZ
ETSY

Key characteristics

Sharpe Ratio

CBZ:

0.95

ETSY:

-0.76

Sortino Ratio

CBZ:

1.31

ETSY:

-0.92

Omega Ratio

CBZ:

1.23

ETSY:

0.88

Calmar Ratio

CBZ:

1.22

ETSY:

-0.38

Martin Ratio

CBZ:

2.74

ETSY:

-1.10

Ulcer Index

CBZ:

11.50%

ETSY:

29.01%

Daily Std Dev

CBZ:

33.00%

ETSY:

42.33%

Max Drawdown

CBZ:

-96.16%

ETSY:

-84.01%

Current Drawdown

CBZ:

-5.55%

ETSY:

-80.87%

Fundamentals

Market Cap

CBZ:

$4.10B

ETSY:

$6.93B

EPS

CBZ:

$2.37

ETSY:

$1.96

PE Ratio

CBZ:

34.46

ETSY:

31.43

PEG Ratio

CBZ:

1.30

ETSY:

1.50

Total Revenue (TTM)

CBZ:

$1.68B

ETSY:

$2.80B

Gross Profit (TTM)

CBZ:

$231.27M

ETSY:

$1.99B

EBITDA (TTM)

CBZ:

$222.30M

ETSY:

$473.02M

Returns By Period

In the year-to-date period, CBZ achieves a 29.81% return, which is significantly higher than ETSY's -29.91% return.


CBZ

YTD

29.81%

1M

4.31%

6M

8.30%

1Y

30.90%

5Y*

23.70%

10Y*

25.26%

ETSY

YTD

-29.91%

1M

11.70%

6M

-5.58%

1Y

-33.35%

5Y*

5.22%

10Y*

N/A

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Risk-Adjusted Performance

CBZ vs. ETSY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CBIZ, Inc. (CBZ) and Etsy, Inc. (ETSY). 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 CBZ, currently valued at 0.95, compared to the broader market-4.00-2.000.002.000.95-0.76
The chart of Sortino ratio for CBZ, currently valued at 1.31, compared to the broader market-4.00-2.000.002.004.001.31-0.92
The chart of Omega ratio for CBZ, currently valued at 1.23, compared to the broader market0.501.001.502.001.230.88
The chart of Calmar ratio for CBZ, currently valued at 1.22, compared to the broader market0.002.004.006.001.22-0.38
The chart of Martin ratio for CBZ, currently valued at 2.74, compared to the broader market-5.000.005.0010.0015.0020.0025.002.74-1.10
CBZ
ETSY

The current CBZ Sharpe Ratio is 0.95, which is higher than the ETSY Sharpe Ratio of -0.76. The chart below compares the historical Sharpe Ratios of CBZ and ETSY, 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.95
-0.76
CBZ
ETSY

Dividends

CBZ vs. ETSY - Dividend Comparison

Neither CBZ nor ETSY has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CBZ vs. ETSY - Drawdown Comparison

The maximum CBZ drawdown since its inception was -96.16%, which is greater than ETSY's maximum drawdown of -84.01%. Use the drawdown chart below to compare losses from any high point for CBZ and ETSY. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.55%
-80.87%
CBZ
ETSY

Volatility

CBZ vs. ETSY - Volatility Comparison

The current volatility for CBIZ, Inc. (CBZ) is 7.89%, while Etsy, Inc. (ETSY) has a volatility of 12.84%. This indicates that CBZ experiences smaller price fluctuations and is considered to be less risky than ETSY 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%JulyAugustSeptemberOctoberNovemberDecember
7.89%
12.84%
CBZ
ETSY

Financials

CBZ vs. ETSY - Financials Comparison

This section allows you to compare key financial metrics between CBIZ, Inc. and Etsy, 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
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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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