DXPE vs. UI

In the year-to-date period, DXPE achieves a 8.82% return, which is significantly higher than UI's -3.43% return. Over the past 10 years, DXPE has underperformed UI with an annualized return of 6.75%, while UI has yielded a comparatively higher 27.31% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for DXP Enterprises, Inc. (DXPE) and Ubiquiti Inc. (UI). 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 3.39, which is comparable to the UI Sharpe Ratio of 3.27. The chart below compares the historical Sharpe Ratios of DXPE and UI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

DXPE has not paid dividends to shareholders, while UI's dividend yield for the trailing twelve months is around 0.75%.

The maximum DXPE drawdown since its inception was -96.88%, which is greater than UI's maximum drawdown of -77.49%. Use the drawdown chart below to compare losses from any high point for DXPE and UI. For additional features, visit the drawdowns tool.

The current volatility for DXP Enterprises, Inc. (DXPE) is 15.39%, while Ubiquiti Inc. (UI) has a volatility of 17.53%. This indicates that DXPE experiences smaller price fluctuations and is considered to be less risky than UI 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 Ubiquiti 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.