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DVA vs. FMS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

DVA vs. FMS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DaVita Inc. (DVA) and Fresenius Medical Care AG & Co. KGaA (FMS). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
11.69%
0.87%
DVA
FMS

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

YTD

50.26%

1M

-2.82%

6M

11.69%

1Y

63.70%

5Y (annualized)

16.83%

10Y (annualized)

7.78%

FMS

YTD

9.29%

1M

7.90%

6M

0.87%

1Y

15.38%

5Y (annualized)

-7.44%

10Y (annualized)

-3.11%

Fundamentals


DVAFMS
Market Cap$13.15B$12.66B
EPS$9.11$1.20
PE Ratio17.2817.68
PEG Ratio1.210.42
Total Revenue (TTM)$12.67B$14.48B
Gross Profit (TTM)$3.78B$3.69B
EBITDA (TTM)$2.60B$2.35B

Key characteristics


DVAFMS
Sharpe Ratio2.280.58
Sortino Ratio2.871.03
Omega Ratio1.401.13
Calmar Ratio2.350.28
Martin Ratio16.092.23
Ulcer Index4.11%8.17%
Daily Std Dev29.11%31.47%
Max Drawdown-92.91%-77.28%
Current Drawdown-4.71%-55.51%

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Correlation

-0.50.00.51.00.3

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.


Sharpe ratio
The chart of Sharpe ratio for DVA, currently valued at 2.28, compared to the broader market-4.00-2.000.002.004.002.280.58
The chart of Sortino ratio for DVA, currently valued at 2.87, compared to the broader market-4.00-2.000.002.004.002.871.03
The chart of Omega ratio for DVA, currently valued at 1.40, compared to the broader market0.501.001.502.001.401.13
The chart of Calmar ratio for DVA, currently valued at 2.35, compared to the broader market0.002.004.006.002.350.28
The chart of Martin ratio for DVA, currently valued at 16.09, compared to the broader market-10.000.0010.0020.0030.0016.092.23
DVA
FMS

The current DVA Sharpe Ratio is 2.28, which is higher than the FMS Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of DVA and FMS, 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-1.000.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
2.28
0.58
DVA
FMS

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%.


TTM20232022202120202019201820172016201520142013
DVA
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%
FMS
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.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-4.71%
-55.51%
DVA
FMS

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.


4.00%6.00%8.00%10.00%12.00%14.00%JuneJulyAugustSeptemberOctoberNovember
14.21%
10.34%
DVA
FMS

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items