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ELF vs. PEN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ELF and PEN is 0.42, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

ELF vs. PEN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in e.l.f. Beauty, Inc. (ELF) and Penumbra, Inc. (PEN). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%NovemberDecember2025FebruaryMarchApril
128.91%
275.68%
ELF
PEN

Key characteristics

Sharpe Ratio

ELF:

-0.89

PEN:

1.17

Sortino Ratio

ELF:

-1.39

PEN:

1.88

Omega Ratio

ELF:

0.83

PEN:

1.23

Calmar Ratio

ELF:

-0.81

PEN:

0.89

Martin Ratio

ELF:

-1.38

PEN:

5.33

Ulcer Index

ELF:

45.24%

PEN:

8.80%

Daily Std Dev

ELF:

69.42%

PEN:

40.04%

Max Drawdown

ELF:

-77.09%

PEN:

-62.64%

Current Drawdown

ELF:

-72.17%

PEN:

-13.31%

Fundamentals

Market Cap

ELF:

$3.21B

PEN:

$10.78B

EPS

ELF:

$1.72

PEN:

$0.36

PE Ratio

ELF:

33.05

PEN:

774.36

PEG Ratio

ELF:

2.03

PEN:

-62.27

PS Ratio

ELF:

2.46

PEN:

9.03

PB Ratio

ELF:

4.18

PEN:

9.37

Total Revenue (TTM)

ELF:

$980.87M

PEN:

$1.24B

Gross Profit (TTM)

ELF:

$698.65M

PEN:

$787.25M

EBITDA (TTM)

ELF:

$137.51M

PEN:

$63.79M

Returns By Period

In the year-to-date period, ELF achieves a -51.68% return, which is significantly lower than PEN's 25.59% return.


ELF

YTD

-51.68%

1M

-6.82%

6M

-43.41%

1Y

-65.72%

5Y*

41.72%

10Y*

N/A

PEN

YTD

25.59%

1M

5.23%

6M

44.40%

1Y

44.68%

5Y*

9.47%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

ELF vs. PEN — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ELF
The Risk-Adjusted Performance Rank of ELF is 88
Overall Rank
The Sharpe Ratio Rank of ELF is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of ELF is 77
Sortino Ratio Rank
The Omega Ratio Rank of ELF is 99
Omega Ratio Rank
The Calmar Ratio Rank of ELF is 55
Calmar Ratio Rank
The Martin Ratio Rank of ELF is 1313
Martin Ratio Rank

PEN
The Risk-Adjusted Performance Rank of PEN is 8585
Overall Rank
The Sharpe Ratio Rank of PEN is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of PEN is 8484
Sortino Ratio Rank
The Omega Ratio Rank of PEN is 8181
Omega Ratio Rank
The Calmar Ratio Rank of PEN is 8383
Calmar Ratio Rank
The Martin Ratio Rank of PEN is 8888
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ELF vs. PEN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for e.l.f. Beauty, Inc. (ELF) and Penumbra, Inc. (PEN). 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 chart of Sharpe ratio for ELF, currently valued at -0.89, compared to the broader market-2.00-1.000.001.002.003.00
ELF: -0.89
PEN: 1.17
The chart of Sortino ratio for ELF, currently valued at -1.39, compared to the broader market-6.00-4.00-2.000.002.004.00
ELF: -1.39
PEN: 1.88
The chart of Omega ratio for ELF, currently valued at 0.83, compared to the broader market0.501.001.502.00
ELF: 0.83
PEN: 1.23
The chart of Calmar ratio for ELF, currently valued at -0.81, compared to the broader market0.001.002.003.004.005.00
ELF: -0.81
PEN: 0.89
The chart of Martin ratio for ELF, currently valued at -1.38, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
ELF: -1.38
PEN: 5.33

The current ELF Sharpe Ratio is -0.89, which is lower than the PEN Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of ELF and PEN, 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-1.00-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
-0.89
1.17
ELF
PEN

Dividends

ELF vs. PEN - Dividend Comparison

Neither ELF nor PEN has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ELF vs. PEN - Drawdown Comparison

The maximum ELF drawdown since its inception was -77.09%, which is greater than PEN's maximum drawdown of -62.64%. Use the drawdown chart below to compare losses from any high point for ELF and PEN. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%NovemberDecember2025FebruaryMarchApril
-72.17%
-13.31%
ELF
PEN

Volatility

ELF vs. PEN - Volatility Comparison

e.l.f. Beauty, Inc. (ELF) has a higher volatility of 27.68% compared to Penumbra, Inc. (PEN) at 13.48%. This indicates that ELF's price experiences larger fluctuations and is considered to be riskier than PEN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
27.68%
13.48%
ELF
PEN

Financials

ELF vs. PEN - Financials Comparison

This section allows you to compare key financial metrics between e.l.f. Beauty, Inc. and Penumbra, 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