DXPE vs. AXON

In the year-to-date period, DXPE achieves a 0.07% return, which is significantly lower than AXON's 26.26% return. Over the past 10 years, DXPE has underperformed AXON with an annualized return of 7.01%, while AXON has yielded a comparatively higher 37.30% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for DXP Enterprises, Inc. (DXPE) and Axon Enterprise, Inc. (AXON). 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 DXPE Sharpe Ratio is 1.40, which is lower than the AXON Sharpe Ratio of 2.98. The chart below compares the historical Sharpe Ratios of DXPE and AXON, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither DXPE nor AXON has paid dividends to shareholders.

The maximum DXPE drawdown since its inception was -96.88%, which is greater than AXON's maximum drawdown of -91.78%. Use the drawdown chart below to compare losses from any high point for DXPE and AXON.

The current volatility for DXP Enterprises, Inc. (DXPE) is 8.70%, while Axon Enterprise, Inc. (AXON) has a volatility of 15.12%. This indicates that DXPE experiences smaller price fluctuations and is considered to be less risky than AXON based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between DXP Enterprises, Inc. and Axon Enterprise, 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.