PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
EFX vs. KEYS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

EFX vs. KEYS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Equifax Inc. (EFX) and Keysight Technologies, Inc. (KEYS). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
3.34%
3.46%
EFX
KEYS

Returns By Period

In the year-to-date period, EFX achieves a -0.37% return, which is significantly higher than KEYS's -4.82% return. Over the past 10 years, EFX has underperformed KEYS with an annualized return of 13.19%, while KEYS has yielded a comparatively higher 16.76% annualized return.


EFX

YTD

-0.37%

1M

-13.01%

6M

-2.26%

1Y

20.28%

5Y (annualized)

12.81%

10Y (annualized)

13.19%

KEYS

YTD

-4.82%

1M

-5.33%

6M

-5.21%

1Y

13.70%

5Y (annualized)

7.11%

10Y (annualized)

16.76%

Fundamentals


EFXKEYS
Market Cap$30.77B$27.98B
EPS$4.44$5.21
PE Ratio55.2530.94
PEG Ratio0.903.35
Total Revenue (TTM)$5.59B$3.69B
Gross Profit (TTM)$2.62B$2.36B
EBITDA (TTM)$1.66B$851.00M

Key characteristics


EFXKEYS
Sharpe Ratio0.830.47
Sortino Ratio1.250.88
Omega Ratio1.161.12
Calmar Ratio0.770.33
Martin Ratio2.771.54
Ulcer Index8.37%9.13%
Daily Std Dev27.96%30.10%
Max Drawdown-56.83%-45.54%
Current Drawdown-20.04%-27.18%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Correlation

-0.50.00.51.00.4

The correlation between EFX and KEYS is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Risk-Adjusted Performance

EFX vs. KEYS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Equifax Inc. (EFX) and Keysight Technologies, Inc. (KEYS). 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 EFX, currently valued at 0.83, compared to the broader market-4.00-2.000.002.004.000.830.47
The chart of Sortino ratio for EFX, currently valued at 1.25, compared to the broader market-4.00-2.000.002.004.001.250.88
The chart of Omega ratio for EFX, currently valued at 1.16, compared to the broader market0.501.001.502.001.161.12
The chart of Calmar ratio for EFX, currently valued at 0.77, compared to the broader market0.002.004.006.000.770.33
The chart of Martin ratio for EFX, currently valued at 2.77, compared to the broader market-10.000.0010.0020.0030.002.771.54
EFX
KEYS

The current EFX Sharpe Ratio is 0.83, which is higher than the KEYS Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of EFX and KEYS, 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-1.00-0.500.000.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
0.83
0.47
EFX
KEYS

Dividends

EFX vs. KEYS - Dividend Comparison

EFX's dividend yield for the trailing twelve months is around 0.64%, while KEYS has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
EFX
Equifax Inc.
0.64%0.63%0.80%0.53%0.81%1.11%1.68%1.32%1.12%1.04%1.24%1.27%
KEYS
Keysight Technologies, 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%

Drawdowns

EFX vs. KEYS - Drawdown Comparison

The maximum EFX drawdown since its inception was -56.83%, which is greater than KEYS's maximum drawdown of -45.54%. Use the drawdown chart below to compare losses from any high point for EFX and KEYS. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-20.04%
-27.18%
EFX
KEYS

Volatility

EFX vs. KEYS - Volatility Comparison

The current volatility for Equifax Inc. (EFX) is 7.10%, while Keysight Technologies, Inc. (KEYS) has a volatility of 8.51%. This indicates that EFX experiences smaller price fluctuations and is considered to be less risky than KEYS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
7.10%
8.51%
EFX
KEYS

Financials

EFX vs. KEYS - Financials Comparison

This section allows you to compare key financial metrics between Equifax Inc. and Keysight Technologies, 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.


Quarterly
Annual

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


Values in USD except per share items