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CHE vs. DORM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CHE and DORM is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

CHE vs. DORM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Chemed Corporation (CHE) and Dorman Products, Inc. (DORM). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

CHE:

-0.01

DORM:

1.18

Sortino Ratio

CHE:

0.09

DORM:

1.98

Omega Ratio

CHE:

1.01

DORM:

1.24

Calmar Ratio

CHE:

-0.07

DORM:

1.26

Martin Ratio

CHE:

-0.20

DORM:

4.14

Ulcer Index

CHE:

7.02%

DORM:

8.80%

Daily Std Dev

CHE:

24.51%

DORM:

30.10%

Max Drawdown

CHE:

-56.47%

DORM:

-88.99%

Current Drawdown

CHE:

-12.07%

DORM:

-12.70%

Fundamentals

Market Cap

CHE:

$8.34B

DORM:

$3.80B

EPS

CHE:

$20.49

DORM:

$6.96

PE Ratio

CHE:

27.83

DORM:

17.92

PEG Ratio

CHE:

2.25

DORM:

1.37

PS Ratio

CHE:

3.35

DORM:

1.86

PB Ratio

CHE:

7.04

DORM:

2.83

Total Revenue (TTM)

CHE:

$2.49B

DORM:

$2.05B

Gross Profit (TTM)

CHE:

$834.93M

DORM:

$832.62M

EBITDA (TTM)

CHE:

$452.20M

DORM:

$296.92M

Returns By Period

In the year-to-date period, CHE achieves a 7.73% return, which is significantly higher than DORM's -3.75% return. Over the past 10 years, CHE has outperformed DORM with an annualized return of 17.33%, while DORM has yielded a comparatively lower 10.34% annualized return.


CHE

YTD

7.73%

1M

-3.42%

6M

2.33%

1Y

-0.53%

5Y*

5.78%

10Y*

17.33%

DORM

YTD

-3.75%

1M

9.50%

6M

-9.49%

1Y

34.89%

5Y*

13.95%

10Y*

10.34%

*Annualized

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Risk-Adjusted Performance

CHE vs. DORM — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CHE
The Risk-Adjusted Performance Rank of CHE is 4545
Overall Rank
The Sharpe Ratio Rank of CHE is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of CHE is 3939
Sortino Ratio Rank
The Omega Ratio Rank of CHE is 4040
Omega Ratio Rank
The Calmar Ratio Rank of CHE is 4747
Calmar Ratio Rank
The Martin Ratio Rank of CHE is 4747
Martin Ratio Rank

DORM
The Risk-Adjusted Performance Rank of DORM is 8585
Overall Rank
The Sharpe Ratio Rank of DORM is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of DORM is 8585
Sortino Ratio Rank
The Omega Ratio Rank of DORM is 8282
Omega Ratio Rank
The Calmar Ratio Rank of DORM is 8888
Calmar Ratio Rank
The Martin Ratio Rank of DORM is 8484
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CHE vs. DORM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Chemed Corporation (CHE) and Dorman Products, Inc. (DORM). 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.


The current CHE Sharpe Ratio is -0.01, which is lower than the DORM Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of CHE and DORM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

CHE vs. DORM - Dividend Comparison

CHE's dividend yield for the trailing twelve months is around 0.33%, while DORM has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
CHE
Chemed Corporation
0.33%0.34%0.27%0.29%0.26%0.25%0.28%0.41%0.44%0.62%0.61%0.79%
DORM
Dorman Products, 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

CHE vs. DORM - Drawdown Comparison

The maximum CHE drawdown since its inception was -56.47%, smaller than the maximum DORM drawdown of -88.99%. Use the drawdown chart below to compare losses from any high point for CHE and DORM. For additional features, visit the drawdowns tool.


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Volatility

CHE vs. DORM - Volatility Comparison

The current volatility for Chemed Corporation (CHE) is 9.52%, while Dorman Products, Inc. (DORM) has a volatility of 10.19%. This indicates that CHE experiences smaller price fluctuations and is considered to be less risky than DORM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

CHE vs. DORM - Financials Comparison

This section allows you to compare key financial metrics between Chemed Corporation and Dorman Products, 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


200.00M300.00M400.00M500.00M600.00M20212022202320242025
646.94M
507.69M
(CHE) Total Revenue
(DORM) Total Revenue
Values in USD except per share items

CHE vs. DORM - Profitability Comparison

The chart below illustrates the profitability comparison between Chemed Corporation and Dorman Products, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%32.0%34.0%36.0%38.0%40.0%42.0%20212022202320242025
31.0%
40.9%
(CHE) Gross Margin
(DORM) Gross Margin
CHE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Chemed Corporation reported a gross profit of 200.40M and revenue of 646.94M. Therefore, the gross margin over that period was 31.0%.

DORM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Dorman Products, Inc. reported a gross profit of 207.71M and revenue of 507.69M. Therefore, the gross margin over that period was 40.9%.

CHE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Chemed Corporation reported an operating income of 94.76M and revenue of 646.94M, resulting in an operating margin of 14.7%.

DORM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Dorman Products, Inc. reported an operating income of 80.07M and revenue of 507.69M, resulting in an operating margin of 15.8%.

CHE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Chemed Corporation reported a net income of 71.76M and revenue of 646.94M, resulting in a net margin of 11.1%.

DORM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Dorman Products, Inc. reported a net income of 57.51M and revenue of 507.69M, resulting in a net margin of 11.3%.