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CSV vs. SCI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CSV and SCI is 0.25, 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.


Performance

CSV vs. SCI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Carriage Services, Inc. (CSV) and Service Corporation International (SCI). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

CSV:

2.12

SCI:

0.36

Sortino Ratio

CSV:

3.36

SCI:

0.92

Omega Ratio

CSV:

1.42

SCI:

1.12

Calmar Ratio

CSV:

1.08

SCI:

0.82

Martin Ratio

CSV:

12.71

SCI:

1.81

Ulcer Index

CSV:

5.06%

SCI:

7.40%

Daily Std Dev

CSV:

28.49%

SCI:

24.87%

Max Drawdown

CSV:

-95.91%

SCI:

-96.50%

Current Drawdown

CSV:

-33.80%

SCI:

-13.72%

Fundamentals

Market Cap

CSV:

$651.10M

SCI:

$10.80B

EPS

CSV:

$2.99

SCI:

$3.62

PE Ratio

CSV:

13.88

SCI:

20.96

PEG Ratio

CSV:

0.87

SCI:

1.66

PS Ratio

CSV:

1.60

SCI:

2.56

PB Ratio

CSV:

2.88

SCI:

6.51

Total Revenue (TTM)

CSV:

$311.31M

SCI:

$4.22B

Gross Profit (TTM)

CSV:

$146.10M

SCI:

$1.11B

EBITDA (TTM)

CSV:

$112.26M

SCI:

$1.20B

Returns By Period

In the year-to-date period, CSV achieves a 4.69% return, which is significantly higher than SCI's -4.56% return. Over the past 10 years, CSV has underperformed SCI with an annualized return of 6.71%, while SCI has yielded a comparatively higher 12.22% annualized return.


CSV

YTD

4.69%

1M

12.66%

6M

5.92%

1Y

61.42%

5Y*

22.99%

10Y*

6.71%

SCI

YTD

-4.56%

1M

0.98%

6M

-12.07%

1Y

10.93%

5Y*

15.90%

10Y*

12.22%

*Annualized

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Risk-Adjusted Performance

CSV vs. SCI — Risk-Adjusted Performance Rank

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

CSV
The Risk-Adjusted Performance Rank of CSV is 9494
Overall Rank
The Sharpe Ratio Rank of CSV is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of CSV is 9696
Sortino Ratio Rank
The Omega Ratio Rank of CSV is 9494
Omega Ratio Rank
The Calmar Ratio Rank of CSV is 8585
Calmar Ratio Rank
The Martin Ratio Rank of CSV is 9797
Martin Ratio Rank

SCI
The Risk-Adjusted Performance Rank of SCI is 6969
Overall Rank
The Sharpe Ratio Rank of SCI is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of SCI is 6464
Sortino Ratio Rank
The Omega Ratio Rank of SCI is 6464
Omega Ratio Rank
The Calmar Ratio Rank of SCI is 8181
Calmar Ratio Rank
The Martin Ratio Rank of SCI is 7272
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.

CSV vs. SCI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Carriage Services, Inc. (CSV) and Service Corporation International (SCI). 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 CSV Sharpe Ratio is 2.12, which is higher than the SCI Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of CSV and SCI, 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

CSV vs. SCI - Dividend Comparison

CSV's dividend yield for the trailing twelve months is around 1.08%, less than SCI's 1.61% yield.


TTM20242023202220212020201920182017201620152014
CSV
Carriage Services, Inc.
1.08%1.13%1.80%1.63%0.64%1.08%1.17%1.94%0.88%0.52%0.41%0.48%
SCI
Service Corporation International
1.61%1.50%1.64%1.48%1.24%1.59%1.56%1.69%1.55%1.80%1.69%1.50%

Drawdowns

CSV vs. SCI - Drawdown Comparison

The maximum CSV drawdown since its inception was -95.91%, roughly equal to the maximum SCI drawdown of -96.50%. Use the drawdown chart below to compare losses from any high point for CSV and SCI. For additional features, visit the drawdowns tool.


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Volatility

CSV vs. SCI - Volatility Comparison

The current volatility for Carriage Services, Inc. (CSV) is 6.31%, while Service Corporation International (SCI) has a volatility of 8.70%. This indicates that CSV experiences smaller price fluctuations and is considered to be less risky than SCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

CSV vs. SCI - Financials Comparison

This section allows you to compare key financial metrics between Carriage Services, Inc. and Service Corporation International. 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


0.00200.00M400.00M600.00M800.00M1.00B1.20B20212022202320242025
8.47M
1.07B
(CSV) Total Revenue
(SCI) Total Revenue
Values in USD except per share items