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ENSG vs. XPEL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

ENSG vs. XPEL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Ensign Group, Inc. (ENSG) and XPEL, Inc. (XPEL). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
20.12%
30.59%
ENSG
XPEL

Returns By Period

In the year-to-date period, ENSG achieves a 28.06% return, which is significantly higher than XPEL's -16.84% return. Over the past 10 years, ENSG has underperformed XPEL with an annualized return of 23.47%, while XPEL has yielded a comparatively higher 31.60% annualized return.


ENSG

YTD

28.06%

1M

-3.33%

6M

19.89%

1Y

33.87%

5Y (annualized)

28.62%

10Y (annualized)

23.47%

XPEL

YTD

-16.84%

1M

4.68%

6M

33.08%

1Y

-3.57%

5Y (annualized)

24.83%

10Y (annualized)

31.60%

Fundamentals


ENSGXPEL
Market Cap$8.54B$1.24B
EPS$4.12$1.75
PE Ratio36.1925.67
Total Revenue (TTM)$4.08B$418.41M
Gross Profit (TTM)$569.89M$174.59M
EBITDA (TTM)$356.04M$66.67M

Key characteristics


ENSGXPEL
Sharpe Ratio1.68-0.07
Sortino Ratio2.360.46
Omega Ratio1.301.08
Calmar Ratio4.14-0.07
Martin Ratio10.31-0.19
Ulcer Index3.56%25.53%
Daily Std Dev21.88%73.12%
Max Drawdown-55.57%-99.77%
Current Drawdown-8.55%-55.84%

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Correlation

-0.50.00.51.00.1

The correlation between ENSG and XPEL is 0.10, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

ENSG vs. XPEL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Ensign Group, Inc. (ENSG) and XPEL, Inc. (XPEL). 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 ENSG, currently valued at 1.68, compared to the broader market-4.00-2.000.002.004.001.68-0.07
The chart of Sortino ratio for ENSG, currently valued at 2.36, compared to the broader market-4.00-2.000.002.004.002.360.46
The chart of Omega ratio for ENSG, currently valued at 1.30, compared to the broader market0.501.001.502.001.301.08
The chart of Calmar ratio for ENSG, currently valued at 4.14, compared to the broader market0.002.004.006.004.14-0.07
The chart of Martin ratio for ENSG, currently valued at 10.31, compared to the broader market0.0010.0020.0030.0010.31-0.19
ENSG
XPEL

The current ENSG Sharpe Ratio is 1.68, which is higher than the XPEL Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of ENSG and XPEL, 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-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
1.68
-0.07
ENSG
XPEL

Dividends

ENSG vs. XPEL - Dividend Comparison

ENSG's dividend yield for the trailing twelve months is around 0.17%, while XPEL has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
ENSG
The Ensign Group, Inc.
0.17%0.21%0.24%0.25%0.28%0.40%0.47%0.78%0.73%0.97%0.57%0.60%
XPEL
XPEL, 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

ENSG vs. XPEL - Drawdown Comparison

The maximum ENSG drawdown since its inception was -55.57%, smaller than the maximum XPEL drawdown of -99.77%. Use the drawdown chart below to compare losses from any high point for ENSG and XPEL. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-8.55%
-55.84%
ENSG
XPEL

Volatility

ENSG vs. XPEL - Volatility Comparison

The current volatility for The Ensign Group, Inc. (ENSG) is 10.20%, while XPEL, Inc. (XPEL) has a volatility of 10.87%. This indicates that ENSG experiences smaller price fluctuations and is considered to be less risky than XPEL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%50.00%JuneJulyAugustSeptemberOctoberNovember
10.20%
10.87%
ENSG
XPEL

Financials

ENSG vs. XPEL - Financials Comparison

This section allows you to compare key financial metrics between The Ensign Group, Inc. and XPEL, 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