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CVCO vs. SKY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CVCO and SKY is 0.50, 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.


-0.50.00.51.00.5

Performance

CVCO vs. SKY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cavco Industries, Inc. (CVCO) and Skyline Champion Corporation (SKY). The values are adjusted to include any dividend payments, if applicable.

0.00%1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%JulyAugustSeptemberOctoberNovemberDecember
4,421.20%
332.60%
CVCO
SKY

Key characteristics

Sharpe Ratio

CVCO:

1.03

SKY:

0.81

Sortino Ratio

CVCO:

1.62

SKY:

1.36

Omega Ratio

CVCO:

1.19

SKY:

1.17

Calmar Ratio

CVCO:

2.29

SKY:

1.38

Martin Ratio

CVCO:

5.03

SKY:

3.47

Ulcer Index

CVCO:

7.24%

SKY:

9.31%

Daily Std Dev

CVCO:

35.39%

SKY:

40.05%

Max Drawdown

CVCO:

-60.85%

SKY:

-93.05%

Current Drawdown

CVCO:

-15.20%

SKY:

-12.55%

Fundamentals

Market Cap

CVCO:

$3.84B

SKY:

$5.80B

EPS

CVCO:

$17.70

SKY:

$2.57

PE Ratio

CVCO:

26.74

SKY:

39.29

PEG Ratio

CVCO:

2.24

SKY:

0.00

Total Revenue (TTM)

CVCO:

$1.85B

SKY:

$2.30B

Gross Profit (TTM)

CVCO:

$420.69M

SKY:

$610.07M

EBITDA (TTM)

CVCO:

$194.39M

SKY:

$235.72M

Returns By Period

In the year-to-date period, CVCO achieves a 30.44% return, which is significantly higher than SKY's 28.27% return. Over the past 10 years, CVCO has underperformed SKY with an annualized return of 19.04%, while SKY has yielded a comparatively higher 39.86% annualized return.


CVCO

YTD

30.44%

1M

-2.98%

6M

27.42%

1Y

32.06%

5Y*

18.27%

10Y*

19.04%

SKY

YTD

28.27%

1M

-1.59%

6M

30.95%

1Y

28.80%

5Y*

24.64%

10Y*

39.86%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

CVCO vs. SKY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cavco Industries, Inc. (CVCO) and Skyline Champion Corporation (SKY). 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 CVCO, currently valued at 1.03, compared to the broader market-4.00-2.000.002.001.030.81
The chart of Sortino ratio for CVCO, currently valued at 1.62, compared to the broader market-4.00-2.000.002.004.001.621.36
The chart of Omega ratio for CVCO, currently valued at 1.19, compared to the broader market0.501.001.502.001.191.17
The chart of Calmar ratio for CVCO, currently valued at 2.29, compared to the broader market0.002.004.006.002.291.38
The chart of Martin ratio for CVCO, currently valued at 5.03, compared to the broader market0.0010.0020.005.033.47
CVCO
SKY

The current CVCO Sharpe Ratio is 1.03, which is comparable to the SKY Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of CVCO and SKY, 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 Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.03
0.81
CVCO
SKY

Dividends

CVCO vs. SKY - Dividend Comparison

Neither CVCO nor SKY has paid dividends to shareholders.


TTM202320222021202020192018
CVCO
Cavco Industries, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SKY
Skyline Champion Corporation
0.00%0.00%0.00%0.00%0.00%0.00%4.25%

Drawdowns

CVCO vs. SKY - Drawdown Comparison

The maximum CVCO drawdown since its inception was -60.85%, smaller than the maximum SKY drawdown of -93.05%. Use the drawdown chart below to compare losses from any high point for CVCO and SKY. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-15.20%
-12.55%
CVCO
SKY

Volatility

CVCO vs. SKY - Volatility Comparison

Cavco Industries, Inc. (CVCO) and Skyline Champion Corporation (SKY) have volatilities of 9.85% and 9.79%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
9.85%
9.79%
CVCO
SKY

Financials

CVCO vs. SKY - Financials Comparison

This section allows you to compare key financial metrics between Cavco Industries, Inc. and Skyline Champion 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
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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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