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DPLM.L vs. PLAB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between DPLM.L and PLAB is 0.09, 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.


-0.50.00.51.00.1

Performance

DPLM.L vs. PLAB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Diploma plc (DPLM.L) and Photronics, Inc. (PLAB). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
1.19%
-0.20%
DPLM.L
PLAB

Key characteristics

Sharpe Ratio

DPLM.L:

0.83

PLAB:

-0.45

Sortino Ratio

DPLM.L:

1.29

PLAB:

-0.37

Omega Ratio

DPLM.L:

1.18

PLAB:

0.96

Calmar Ratio

DPLM.L:

1.91

PLAB:

-0.38

Martin Ratio

DPLM.L:

4.41

PLAB:

-0.89

Ulcer Index

DPLM.L:

4.74%

PLAB:

22.85%

Daily Std Dev

DPLM.L:

25.17%

PLAB:

44.92%

Max Drawdown

DPLM.L:

-81.06%

PLAB:

-99.22%

Current Drawdown

DPLM.L:

-7.43%

PLAB:

-45.91%

Fundamentals

Market Cap

DPLM.L:

£5.91B

PLAB:

$1.66B

EPS

DPLM.L:

£0.96

PLAB:

$2.09

PE Ratio

DPLM.L:

45.48

PLAB:

12.55

PEG Ratio

DPLM.L:

2.49

PLAB:

4.27

Total Revenue (TTM)

DPLM.L:

£638.30M

PLAB:

$866.95M

Gross Profit (TTM)

DPLM.L:

£292.60M

PLAB:

$315.95M

EBITDA (TTM)

DPLM.L:

£133.50M

PLAB:

$310.32M

Returns By Period

In the year-to-date period, DPLM.L achieves a 21.68% return, which is significantly higher than PLAB's -22.19% return. Over the past 10 years, DPLM.L has outperformed PLAB with an annualized return of 21.50%, while PLAB has yielded a comparatively lower 11.24% annualized return.


DPLM.L

YTD

21.68%

1M

2.73%

6M

2.44%

1Y

21.21%

5Y*

17.92%

10Y*

21.50%

PLAB

YTD

-22.19%

1M

1.96%

6M

-0.20%

1Y

-17.39%

5Y*

9.11%

10Y*

11.24%

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


Risk-Adjusted Performance

DPLM.L vs. PLAB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Diploma plc (DPLM.L) and Photronics, Inc. (PLAB). 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 DPLM.L, currently valued at 0.73, compared to the broader market-4.00-2.000.002.000.73-0.53
The chart of Sortino ratio for DPLM.L, currently valued at 1.15, compared to the broader market-4.00-2.000.002.004.001.15-0.52
The chart of Omega ratio for DPLM.L, currently valued at 1.15, compared to the broader market0.501.001.502.001.150.94
The chart of Calmar ratio for DPLM.L, currently valued at 1.34, compared to the broader market0.002.004.006.001.34-0.44
The chart of Martin ratio for DPLM.L, currently valued at 3.57, compared to the broader market0.0010.0020.003.57-1.03
DPLM.L
PLAB

The current DPLM.L Sharpe Ratio is 0.83, which is higher than the PLAB Sharpe Ratio of -0.45. The chart below compares the historical Sharpe Ratios of DPLM.L and PLAB, 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
0.73
-0.53
DPLM.L
PLAB

Dividends

DPLM.L vs. PLAB - Dividend Comparison

DPLM.L's dividend yield for the trailing twelve months is around 1.34%, while PLAB has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
DPLM.L
Diploma plc
1.34%1.54%1.62%0.37%1.37%1.43%2.11%1.84%1.92%2.39%2.40%2.33%
PLAB
Photronics, 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%

Drawdowns

DPLM.L vs. PLAB - Drawdown Comparison

The maximum DPLM.L drawdown since its inception was -81.06%, smaller than the maximum PLAB drawdown of -99.22%. Use the drawdown chart below to compare losses from any high point for DPLM.L and PLAB. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-12.05%
-45.91%
DPLM.L
PLAB

Volatility

DPLM.L vs. PLAB - Volatility Comparison

The current volatility for Diploma plc (DPLM.L) is 7.57%, while Photronics, Inc. (PLAB) has a volatility of 16.58%. This indicates that DPLM.L experiences smaller price fluctuations and is considered to be less risky than PLAB 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
7.57%
16.58%
DPLM.L
PLAB

Financials

DPLM.L vs. PLAB - Financials Comparison

This section allows you to compare key financial metrics between Diploma plc and Photronics, 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


Please note, different currencies. DPLM.L values in GBp, PLAB values in USD
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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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