PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
DLX vs. CCOI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between DLX and CCOI is 0.28, 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

DLX vs. CCOI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Deluxe Corporation (DLX) and Cogent Communications Holdings, Inc. (CCOI). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
5.55%
53.42%
DLX
CCOI

Key characteristics

Sharpe Ratio

DLX:

0.48

CCOI:

0.42

Sortino Ratio

DLX:

0.94

CCOI:

0.79

Omega Ratio

DLX:

1.12

CCOI:

1.10

Calmar Ratio

DLX:

0.25

CCOI:

0.40

Martin Ratio

DLX:

1.47

CCOI:

0.88

Ulcer Index

DLX:

11.70%

CCOI:

15.49%

Daily Std Dev

DLX:

35.81%

CCOI:

32.27%

Max Drawdown

DLX:

-84.62%

CCOI:

-96.52%

Current Drawdown

DLX:

-61.69%

CCOI:

-8.30%

Fundamentals

Market Cap

DLX:

$1.03B

CCOI:

$3.64B

EPS

DLX:

$1.24

CCOI:

$0.69

PE Ratio

DLX:

18.77

CCOI:

107.51

PEG Ratio

DLX:

0.55

CCOI:

85.89

Total Revenue (TTM)

DLX:

$2.14B

CCOI:

$1.06B

Gross Profit (TTM)

DLX:

$1.14B

CCOI:

$181.98M

EBITDA (TTM)

DLX:

$388.41M

CCOI:

$360.64M

Returns By Period

In the year-to-date period, DLX achieves a 9.59% return, which is significantly higher than CCOI's 7.57% return. Over the past 10 years, DLX has underperformed CCOI with an annualized return of -6.67%, while CCOI has yielded a comparatively higher 13.51% annualized return.


DLX

YTD

9.59%

1M

-1.16%

6M

5.54%

1Y

15.74%

5Y*

-11.03%

10Y*

-6.67%

CCOI

YTD

7.57%

1M

-3.85%

6M

53.41%

1Y

10.37%

5Y*

8.94%

10Y*

13.51%

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

DLX vs. CCOI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Deluxe Corporation (DLX) and Cogent Communications Holdings, Inc. (CCOI). 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 DLX, currently valued at 0.48, compared to the broader market-4.00-2.000.002.000.480.42
The chart of Sortino ratio for DLX, currently valued at 0.94, compared to the broader market-4.00-2.000.002.004.000.940.79
The chart of Omega ratio for DLX, currently valued at 1.12, compared to the broader market0.501.001.502.001.121.10
The chart of Calmar ratio for DLX, currently valued at 0.25, compared to the broader market0.002.004.006.000.250.40
The chart of Martin ratio for DLX, currently valued at 1.47, compared to the broader market-5.000.005.0010.0015.0020.0025.001.470.88
DLX
CCOI

The current DLX Sharpe Ratio is 0.48, which is comparable to the CCOI Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of DLX and CCOI, 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-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
0.48
0.42
DLX
CCOI

Dividends

DLX vs. CCOI - Dividend Comparison

DLX's dividend yield for the trailing twelve months is around 5.40%, more than CCOI's 5.07% yield.


TTM20232022202120202019201820172016201520142013
DLX
Deluxe Corporation
5.40%5.59%7.07%3.74%4.11%2.40%3.12%1.56%1.68%2.20%1.85%1.92%
CCOI
Cogent Communications Holdings, Inc.
5.07%4.94%6.23%4.33%4.64%3.71%4.69%3.97%3.65%4.21%3.31%1.88%

Drawdowns

DLX vs. CCOI - Drawdown Comparison

The maximum DLX drawdown since its inception was -84.62%, smaller than the maximum CCOI drawdown of -96.52%. Use the drawdown chart below to compare losses from any high point for DLX and CCOI. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-61.69%
-8.30%
DLX
CCOI

Volatility

DLX vs. CCOI - Volatility Comparison

Deluxe Corporation (DLX) has a higher volatility of 8.78% compared to Cogent Communications Holdings, Inc. (CCOI) at 7.68%. This indicates that DLX's price experiences larger fluctuations and is considered to be riskier than CCOI based on this measure. 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
8.78%
7.68%
DLX
CCOI

Financials

DLX vs. CCOI - Financials Comparison

This section allows you to compare key financial metrics between Deluxe Corporation and Cogent Communications Holdings, 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab