DVA vs. KHC

In the year-to-date period, DVA achieves a 44.95% return, which is significantly higher than KHC's -13.50% return.

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This table presents a comparison of risk-adjusted performance metrics for DaVita Inc. (DVA) and The Kraft Heinz Company (KHC). 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 DVA Sharpe Ratio is 1.58, which is higher than the KHC Sharpe Ratio of -0.53. The chart below compares the historical Sharpe Ratios of DVA and KHC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

DVA has not paid dividends to shareholders, while KHC's dividend yield for the trailing twelve months is around 5.24%.

The maximum DVA drawdown since its inception was -92.91%, which is greater than KHC's maximum drawdown of -76.07%. Use the drawdown chart below to compare losses from any high point for DVA and KHC. For additional features, visit the drawdowns tool.

DaVita Inc. (DVA) and The Kraft Heinz Company (KHC) have volatilities of 6.19% and 6.51%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between DaVita Inc. and The Kraft Heinz Company. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.