DLX vs. IRDM

In the year-to-date period, DLX achieves a -30.91% return, which is significantly lower than IRDM's -19.79% return. Over the past 10 years, DLX has underperformed IRDM with an annualized return of -10.61%, while IRDM has yielded a comparatively higher 8.02% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Deluxe Corporation (DLX) and Iridium Communications Inc. (IRDM). 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 DLX Sharpe Ratio is -0.54, which is lower than the IRDM Sharpe Ratio of -0.41. The chart below compares the historical Sharpe Ratios of DLX and IRDM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

DLX's dividend yield for the trailing twelve months is around 7.81%, more than IRDM's 2.42% yield.

The maximum DLX drawdown since its inception was -84.62%, which is greater than IRDM's maximum drawdown of -66.86%. Use the drawdown chart below to compare losses from any high point for DLX and IRDM. For additional features, visit the drawdowns tool.

The current volatility for Deluxe Corporation (DLX) is 15.28%, while Iridium Communications Inc. (IRDM) has a volatility of 17.22%. This indicates that DLX experiences smaller price fluctuations and is considered to be less risky than IRDM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Deluxe Corporation and Iridium Communications 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.