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DORM vs. CHE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between DORM and CHE is 0.42, 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.


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.

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Key characteristics

Sharpe Ratio

DORM:

1.18

CHE:

-0.01

Sortino Ratio

DORM:

1.98

CHE:

0.09

Omega Ratio

DORM:

1.24

CHE:

1.01

Calmar Ratio

DORM:

1.26

CHE:

-0.07

Martin Ratio

DORM:

4.14

CHE:

-0.20

Ulcer Index

DORM:

8.80%

CHE:

7.02%

Daily Std Dev

DORM:

30.10%

CHE:

24.51%

Max Drawdown

DORM:

-88.99%

CHE:

-56.47%

Current Drawdown

DORM:

-12.70%

CHE:

-12.07%

Fundamentals

Market Cap

DORM:

$3.80B

CHE:

$8.34B

EPS

DORM:

$6.96

CHE:

$20.49

PE Ratio

DORM:

17.92

CHE:

27.83

PEG Ratio

DORM:

1.37

CHE:

2.25

PS Ratio

DORM:

1.86

CHE:

3.35

PB Ratio

DORM:

2.83

CHE:

7.04

Total Revenue (TTM)

DORM:

$2.05B

CHE:

$2.49B

Gross Profit (TTM)

DORM:

$832.62M

CHE:

$834.93M

EBITDA (TTM)

DORM:

$296.92M

CHE:

$452.20M

Returns By Period

In the year-to-date period, DORM achieves a -3.75% return, which is significantly lower than CHE's 7.73% return. Over the past 10 years, DORM has underperformed CHE with an annualized return of 10.34%, while CHE has yielded a comparatively higher 17.33% annualized return.


DORM

YTD

-3.75%

1M

9.50%

6M

-9.49%

1Y

34.89%

5Y*

13.95%

10Y*

10.34%

CHE

YTD

7.73%

1M

-3.42%

6M

2.33%

1Y

-0.53%

5Y*

5.78%

10Y*

17.33%

*Annualized

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Risk-Adjusted Performance

DORM vs. CHE — Risk-Adjusted Performance Rank

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

DORM
The Risk-Adjusted Performance Rank of DORM is 8585
Overall Rank
The Sharpe Ratio Rank of DORM is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of DORM is 8585
Sortino Ratio Rank
The Omega Ratio Rank of DORM is 8282
Omega Ratio Rank
The Calmar Ratio Rank of DORM is 8888
Calmar Ratio Rank
The Martin Ratio Rank of DORM is 8484
Martin Ratio Rank

CHE
The Risk-Adjusted Performance Rank of CHE is 4545
Overall Rank
The Sharpe Ratio Rank of CHE is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of CHE is 3939
Sortino Ratio Rank
The Omega Ratio Rank of CHE is 4040
Omega Ratio Rank
The Calmar Ratio Rank of CHE is 4747
Calmar Ratio Rank
The Martin Ratio Rank of CHE is 4747
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DORM vs. CHE - Risk-Adjusted Performance 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.


The current DORM Sharpe Ratio is 1.18, which is higher than the CHE Sharpe Ratio of -0.01. The chart below compares the historical Sharpe Ratios of DORM and CHE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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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 0.33%.


TTM20242023202220212020201920182017201620152014
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%
CHE
Chemed Corporation
0.33%0.34%0.27%0.29%0.26%0.25%0.28%0.41%0.44%0.62%0.61%0.79%

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 -56.47%. Use the drawdown chart below to compare losses from any high point for DORM and CHE. For additional features, visit the drawdowns tool.


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Volatility

DORM vs. CHE - Volatility Comparison

Dorman Products, Inc. (DORM) has a higher volatility of 10.19% compared to Chemed Corporation (CHE) at 9.52%. 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.


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Financials

DORM vs. CHE - Financials Comparison

This section allows you to compare key financial metrics between Dorman Products, Inc. and Chemed 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


200.00M300.00M400.00M500.00M600.00M20212022202320242025
507.69M
646.94M
(DORM) Total Revenue
(CHE) Total Revenue
Values in USD except per share items

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.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%32.0%34.0%36.0%38.0%40.0%42.0%20212022202320242025
40.9%
31.0%
(DORM) Gross Margin
(CHE) Gross Margin
DORM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Dorman Products, Inc. reported a gross profit of 207.71M and revenue of 507.69M. Therefore, the gross margin over that period was 40.9%.

CHE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Chemed Corporation reported a gross profit of 200.40M and revenue of 646.94M. Therefore, the gross margin over that period was 31.0%.

DORM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Dorman Products, Inc. reported an operating income of 80.07M and revenue of 507.69M, resulting in an operating margin of 15.8%.

CHE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Chemed Corporation reported an operating income of 94.76M and revenue of 646.94M, resulting in an operating margin of 14.7%.

DORM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Dorman Products, Inc. reported a net income of 57.51M and revenue of 507.69M, resulting in a net margin of 11.3%.

CHE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Chemed Corporation reported a net income of 71.76M and revenue of 646.94M, resulting in a net margin of 11.1%.