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DFS vs. ELV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between DFS and ELV is 0.35, 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.


-0.50.00.51.00.3

Performance

DFS vs. ELV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Discover Financial Services (DFS) and Elevance Health Inc (ELV). The values are adjusted to include any dividend payments, if applicable.

-40.00%-20.00%0.00%20.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
33.71%
-30.99%
DFS
ELV

Key characteristics

Sharpe Ratio

DFS:

1.55

ELV:

-0.87

Sortino Ratio

DFS:

2.55

ELV:

-1.06

Omega Ratio

DFS:

1.33

ELV:

0.85

Calmar Ratio

DFS:

2.43

ELV:

-0.59

Martin Ratio

DFS:

11.37

ELV:

-1.65

Ulcer Index

DFS:

5.15%

ELV:

12.31%

Daily Std Dev

DFS:

37.81%

ELV:

23.32%

Max Drawdown

DFS:

-81.74%

ELV:

-67.19%

Current Drawdown

DFS:

-7.34%

ELV:

-34.36%

Fundamentals

Market Cap

DFS:

$43.66B

ELV:

$84.95B

EPS

DFS:

$12.42

ELV:

$27.47

PE Ratio

DFS:

14.00

ELV:

13.33

PEG Ratio

DFS:

4.41

ELV:

0.68

Total Revenue (TTM)

DFS:

$23.16B

ELV:

$174.02B

Gross Profit (TTM)

DFS:

$23.16B

ELV:

$48.61B

EBITDA (TTM)

DFS:

$4.04B

ELV:

$10.82B

Returns By Period

In the year-to-date period, DFS achieves a 53.73% return, which is significantly higher than ELV's -21.24% return. Both investments have delivered pretty close results over the past 10 years, with DFS having a 12.41% annualized return and ELV not far ahead at 12.60%.


DFS

YTD

53.73%

1M

-1.47%

6M

33.71%

1Y

60.55%

5Y*

17.09%

10Y*

12.41%

ELV

YTD

-21.24%

1M

-6.65%

6M

-30.98%

1Y

-19.12%

5Y*

5.19%

10Y*

12.60%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

DFS vs. ELV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Discover Financial Services (DFS) and Elevance Health Inc (ELV). 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 DFS, currently valued at 1.55, compared to the broader market-4.00-2.000.002.001.55-0.87
The chart of Sortino ratio for DFS, currently valued at 2.55, compared to the broader market-4.00-2.000.002.004.002.55-1.06
The chart of Omega ratio for DFS, currently valued at 1.33, compared to the broader market0.501.001.502.001.330.85
The chart of Calmar ratio for DFS, currently valued at 2.43, compared to the broader market0.002.004.006.002.43-0.59
The chart of Martin ratio for DFS, currently valued at 11.37, compared to the broader market0.0010.0020.0011.37-1.65
DFS
ELV

The current DFS Sharpe Ratio is 1.55, which is higher than the ELV Sharpe Ratio of -0.87. The chart below compares the historical Sharpe Ratios of DFS and ELV, 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
1.55
-0.87
DFS
ELV

Dividends

DFS vs. ELV - Dividend Comparison

DFS's dividend yield for the trailing twelve months is around 1.65%, less than ELV's 1.78% yield.


TTM20232022202120202019201820172016201520142013
DFS
Discover Financial Services
1.65%2.40%2.35%1.63%1.94%1.98%2.54%1.69%1.61%2.01%1.40%1.07%
ELV
Elevance Health Inc
1.78%1.26%1.00%0.98%1.18%1.06%1.14%1.20%1.81%1.79%1.39%1.62%

Drawdowns

DFS vs. ELV - Drawdown Comparison

The maximum DFS drawdown since its inception was -81.74%, which is greater than ELV's maximum drawdown of -67.19%. Use the drawdown chart below to compare losses from any high point for DFS and ELV. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.34%
-34.36%
DFS
ELV

Volatility

DFS vs. ELV - Volatility Comparison

The current volatility for Discover Financial Services (DFS) is 6.28%, while Elevance Health Inc (ELV) has a volatility of 7.10%. This indicates that DFS experiences smaller price fluctuations and is considered to be less risky than ELV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
6.28%
7.10%
DFS
ELV

Financials

DFS vs. ELV - Financials Comparison

This section allows you to compare key financial metrics between Discover Financial Services and Elevance Health 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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