DVA vs. FMS
Compare and contrast key facts about DaVita Inc. (DVA) and Fresenius Medical Care AG & Co. KGaA (FMS).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DVA or FMS.
Performance
DVA vs. FMS - Performance Comparison
Returns By Period
In the year-to-date period, DVA achieves a 50.26% return, which is significantly higher than FMS's 9.29% return. Over the past 10 years, DVA has outperformed FMS with an annualized return of 7.78%, while FMS has yielded a comparatively lower -3.11% annualized return.
DVA
50.26%
-2.82%
11.69%
63.70%
16.83%
7.78%
FMS
9.29%
7.90%
0.87%
15.38%
-7.44%
-3.11%
Fundamentals
DVA | FMS | |
---|---|---|
Market Cap | $13.15B | $12.66B |
EPS | $9.11 | $1.20 |
PE Ratio | 17.28 | 17.68 |
PEG Ratio | 1.21 | 0.42 |
Total Revenue (TTM) | $12.67B | $14.48B |
Gross Profit (TTM) | $3.78B | $3.69B |
EBITDA (TTM) | $2.60B | $2.35B |
Key characteristics
DVA | FMS | |
---|---|---|
Sharpe Ratio | 2.28 | 0.58 |
Sortino Ratio | 2.87 | 1.03 |
Omega Ratio | 1.40 | 1.13 |
Calmar Ratio | 2.35 | 0.28 |
Martin Ratio | 16.09 | 2.23 |
Ulcer Index | 4.11% | 8.17% |
Daily Std Dev | 29.11% | 31.47% |
Max Drawdown | -92.91% | -77.28% |
Current Drawdown | -4.71% | -55.51% |
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Correlation
The correlation between DVA and FMS is 0.29, 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.
Risk-Adjusted Performance
DVA vs. FMS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DaVita Inc. (DVA) and Fresenius Medical Care AG & Co. KGaA (FMS). 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.
Dividends
DVA vs. FMS - Dividend Comparison
DVA has not paid dividends to shareholders, while FMS's dividend yield for the trailing twelve months is around 2.87%.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
DaVita 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% |
Fresenius Medical Care AG & Co. KGaA | 2.87% | 2.97% | 4.34% | 2.57% | 1.70% | 1.78% | 1.95% | 0.98% | 1.04% | 1.05% | 1.44% | 1.38% |
Drawdowns
DVA vs. FMS - Drawdown Comparison
The maximum DVA drawdown since its inception was -92.91%, which is greater than FMS's maximum drawdown of -77.28%. Use the drawdown chart below to compare losses from any high point for DVA and FMS. For additional features, visit the drawdowns tool.
Volatility
DVA vs. FMS - Volatility Comparison
DaVita Inc. (DVA) has a higher volatility of 14.21% compared to Fresenius Medical Care AG & Co. KGaA (FMS) at 10.34%. This indicates that DVA's price experiences larger fluctuations and is considered to be riskier than FMS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
DVA vs. FMS - Financials Comparison
This section allows you to compare key financial metrics between DaVita Inc. and Fresenius Medical Care AG & Co. KGaA. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities