DORM vs. CHE

Last updated Jun 4, 2026

DORM (Dorman Products, Inc.) and CHE (Chemed Corporation) are both stocks. DORM operates in Auto Parts (Consumer Cyclical), while CHE operates in Medical Care Facilities (Healthcare). Over the past 10 years, DORM returned 8.64%/yr vs 12.84%/yr for CHE. At a 0.20 correlation, their price movements are largely independent.

Performance

DORM vs. CHE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dorman Products, Inc. (DORM) and Chemed Corporation (CHE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DORM achieves a 1.27% return, which is significantly higher than CHE's 0.03% return. Over the past 10 years, DORM has underperformed CHE with an annualized return of 8.64%, while CHE has yielded a comparatively higher 12.84% annualized return.

DORM

• 1D: -0.86%
• 1M: 12.54%
• YTD: 1.27%
• 6M: -3.22%
• 1Y: -2.21%
• 3Y*: 13.70%
• 5Y*: 3.62%
• 10Y*: 8.64%

CHE

• 1D: 2.31%
• 1M: 0.36%
• YTD: 0.03%
• 6M: -0.66%
• 1Y: -24.49%
• 3Y*: -7.33%
• 5Y*: -2.71%
• 10Y*: 12.84%

*Multi-year figures are annualized to reflect compound growth (CAGR)

DORM vs. CHE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DORM Dorman Products, Inc.	1.27%	-4.91%	55.32%	3.14%	-28.44%	30.17%	14.66%	-15.89%	47.24%	-16.32%
CHE Chemed Corporation	0.03%	-18.87%	-9.11%	14.90%	-3.22%	-0.38%	21.59%	55.58%	17.01%	52.32%

Correlation

The correlation between DORM and CHE is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.28
Correlation (3Y) Calculated over the trailing 3-year period	0.29
Correlation (5Y) Calculated over the trailing 5-year period	0.32
Correlation (10Y) Calculated over the trailing 10-year period	0.30
Correlation (All Time) Calculated using the full available price history since Mar 13, 1991	0.20

The correlation between DORM and CHE shifts across timeframes, from 0.20 (all time) to 0.32 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap DORM : $3.80B CHE : $5.84B
EPS DORM : $6.20 CHE : $18.29
PE Ratio DORM : 20.11 CHE : 23.34
PEG Ratio DORM : 1.40 CHE : 10.99
PS Ratio DORM : 1.78 CHE : 2.39
PB Ratio DORM : 2.59 CHE : 6.88
Total Revenue (TTM) DORM : $2.15B CHE : $2.54B
Gross Profit (TTM) DORM : $874.92M CHE : $571.36M
EBITDA (TTM) DORM : $323.26M CHE : $396.47M

Return for Risk

DORM vs. CHE — Risk / Return Rank

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

DORM

DORM Risk / Return Rank: 36
DORM Sharpe Ratio Rank: 38
DORM Sortino Ratio Rank: 33
DORM Omega Ratio Rank: 33
DORM Calmar Ratio Rank: 39
DORM Martin Ratio Rank: 38

CHE

CHE Risk / Return Rank: 13
CHE Sharpe Ratio Rank: 10
CHE Sortino Ratio Rank: 13
CHE Omega Ratio Rank: 10
CHE Calmar Ratio Rank: 14
CHE Martin Ratio Rank: 17

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DORM vs. CHE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dorman Products, Inc. (DORM) and Chemed Corporation (CHE). 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.

	DORM	CHE	Difference
Sharpe ratio: Return per unit of total volatility	-0.07	-0.75	+0.68
Sortino ratio: Return per unit of downside risk	0.15	-0.83	+0.98
Omega ratio: Gain probability vs. loss probability	1.02	0.87	+0.15
Calmar ratio: Return relative to maximum drawdown	-0.06	-0.72	+0.66
Martin ratio: Return relative to average drawdown	-0.10	-1.10	+1.00
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DORM vs. CHE - Sharpe Ratio Comparison

The current DORM Sharpe Ratio is -0.07, which is higher than the CHE Sharpe Ratio of -0.75. The chart below compares the historical Sharpe Ratios of DORM and CHE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	DORM	CHE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.07	-0.75	+0.68
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.11	-0.11	+0.22
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.26	0.50	-0.24
Sharpe Ratio (All Time) Calculated using the full available price history	0.23	0.32	-0.09

Drawdowns

DORM vs. CHE - Drawdown Comparison

The maximum DORM drawdown since its inception was -88.99%, which is greater than CHE's maximum drawdown of -83.78%. Use the drawdown chart below to compare losses from any high point for DORM and CHE.

Drawdown Indicators

	DORM	CHE	Difference
Max Drawdown Largest peak-to-trough decline	-88.99%	-83.78%	-5.21%
Max Drawdown (1Y) Largest decline over 1 year	-39.58%	-34.20%	-5.38%
Max Drawdown (3Y) Largest decline over 3 years	-39.58%	-42.88%	+3.30%
Max Drawdown (5Y) Largest decline over 5 years	-49.32%	-42.88%	-6.44%
Max Drawdown (10Y) Largest decline over 10 years	-50.78%	-42.88%	-7.90%
Current Drawdown Current decline from peak	-25.00%	-33.76%	+8.76%
Average Drawdown Average peak-to-trough decline	-23.74%	-16.45%	-7.29%
Ulcer Index Depth and duration of drawdowns from previous peaks	21.97%	22.99%	-1.02%

Volatility

DORM vs. CHE - Volatility Comparison

Dorman Products, Inc. (DORM) has a higher volatility of 12.20% compared to Chemed Corporation (CHE) at 5.38%. This indicates that DORM's price experiences larger fluctuations and is considered to be riskier than CHE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DORM	CHE	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.20%	5.38%	+6.82%
Volatility (6M) Calculated over the trailing 6-month period	22.53%	24.06%	-1.53%
Volatility (1Y) Calculated over the trailing 1-year period	34.16%	32.91%	+1.25%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	32.51%	25.21%	+7.30%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	33.31%	25.84%	+7.47%

Dividends

DORM vs. CHE - Dividend Comparison

DORM has not paid dividends to shareholders, while CHE's dividend yield for the trailing twelve months is around 0.56%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CHE Chemed Corporation	0.56%	0.51%	0.34%	0.27%	0.29%	0.26%	0.25%	0.28%	0.41%	0.44%	0.62%	0.61%
DORM Dorman Products, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Financials

DORM vs. CHE - Profitability Comparison

The chart below illustrates the profitability comparison between Dorman Products, Inc. and Chemed Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

DORM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Dorman Products, Inc. reported a gross profit of 190.16M and revenue of 528.77M. Therefore, the gross margin over that period was 36.0%.

CHE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Chemed Corporation reported a gross profit of 0.00 and revenue of 657.51M. Therefore, the gross margin over that period was 0.0%.

DORM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Dorman Products, Inc. reported an operating income of 58.78M and revenue of 528.77M, resulting in an operating margin of 11.1%.

CHE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Chemed Corporation reported an operating income of 84.58M and revenue of 657.51M, resulting in an operating margin of 12.9%.

DORM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Dorman Products, Inc. reported a net income of 43.55M and revenue of 528.77M, resulting in a net margin of 8.2%.

CHE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Chemed Corporation reported a net income of 66.30M and revenue of 657.51M, resulting in a net margin of 10.1%.

Frequently Asked Questions

Can I hold both DORM and CHE in my portfolio?

DORM and CHE have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DORM or CHE?

DORM has higher volatility (12.20%) compared to CHE (5.38%). In terms of maximum drawdown, DORM dropped -88.99% vs CHE's -83.78%.

Which has better risk-adjusted returns?

DORM currently has the higher Sharpe Ratio (-0.07 vs -0.75), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.