EFX vs. KEYS
Compare and contrast key facts about Equifax Inc. (EFX) and Keysight Technologies, Inc. (KEYS).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EFX or KEYS.
Performance
EFX vs. KEYS - Performance Comparison
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
-0.37%
-13.01%
-2.26%
20.28%
12.81%
13.19%
KEYS
-4.82%
-5.33%
-5.21%
13.70%
7.11%
16.76%
Fundamentals
EFX | KEYS | |
---|---|---|
Market Cap | $30.77B | $27.98B |
EPS | $4.44 | $5.21 |
PE Ratio | 55.25 | 30.94 |
PEG Ratio | 0.90 | 3.35 |
Total Revenue (TTM) | $5.59B | $3.69B |
Gross Profit (TTM) | $2.62B | $2.36B |
EBITDA (TTM) | $1.66B | $851.00M |
Key characteristics
EFX | KEYS | |
---|---|---|
Sharpe Ratio | 0.83 | 0.47 |
Sortino Ratio | 1.25 | 0.88 |
Omega Ratio | 1.16 | 1.12 |
Calmar Ratio | 0.77 | 0.33 |
Martin Ratio | 2.77 | 1.54 |
Ulcer Index | 8.37% | 9.13% |
Daily Std Dev | 27.96% | 30.10% |
Max Drawdown | -56.83% | -45.54% |
Current Drawdown | -20.04% | -27.18% |
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Correlation
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.
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.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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.
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.
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.
Total Revenue: Total amount of money received from sales and other business activities