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ENV vs. SP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


ENVSP

Fundamentals


ENVSP
Market Cap$3.46B$1.07B
EPS-$4.62$1.53
PEG Ratio1.221.91
Total Revenue (TTM)$1.31B$1.37B
Gross Profit (TTM)$306.97B$172.30M
EBITDA (TTM)-$151.31B$91.60M

Correlation

-0.50.00.51.00.3

The correlation between ENV and SP is 0.32, 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.

Performance

ENV vs. SP - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%AprilMayJuneJulyAugustSeptember
10.71%
4.07%
ENV
SP

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Risk-Adjusted Performance

ENV vs. SP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Envestnet, Inc. (ENV) and SP Plus Corporation (SP). 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.


ENV
Sharpe ratio
The chart of Sharpe ratio for ENV, currently valued at 0.76, compared to the broader market-4.00-2.000.002.000.76
Sortino ratio
The chart of Sortino ratio for ENV, currently valued at 1.34, compared to the broader market-6.00-4.00-2.000.002.004.001.34
Omega ratio
The chart of Omega ratio for ENV, currently valued at 1.18, compared to the broader market0.501.001.502.001.18
Calmar ratio
The chart of Calmar ratio for ENV, currently valued at 0.44, compared to the broader market0.001.002.003.004.005.000.44
Martin ratio
The chart of Martin ratio for ENV, currently valued at 2.65, compared to the broader market-10.000.0010.0020.002.65
SP
Sharpe ratio
The chart of Sharpe ratio for SP, currently valued at 1.10, compared to the broader market-4.00-2.000.002.001.10
Sortino ratio
The chart of Sortino ratio for SP, currently valued at 9.08, compared to the broader market-6.00-4.00-2.000.002.004.009.08
Omega ratio
The chart of Omega ratio for SP, currently valued at 2.55, compared to the broader market0.501.001.502.002.55
Calmar ratio
The chart of Calmar ratio for SP, currently valued at 1.98, compared to the broader market0.001.002.003.004.005.001.98
Martin ratio
The chart of Martin ratio for SP, currently valued at 48.11, compared to the broader market-10.000.0010.0020.0048.11

ENV vs. SP - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio0.000.501.00AprilMayJuneJulyAugustSeptember
0.76
1.10
ENV
SP

Dividends

ENV vs. SP - Dividend Comparison

Neither ENV nor SP has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ENV vs. SP - Drawdown Comparison


-40.00%-30.00%-20.00%-10.00%0.00%AprilMayJuneJulyAugustSeptember
-29.54%
0
ENV
SP

Volatility

ENV vs. SP - Volatility Comparison

Envestnet, Inc. (ENV) has a higher volatility of 0.84% compared to SP Plus Corporation (SP) at 0.00%. This indicates that ENV's price experiences larger fluctuations and is considered to be riskier than SP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%AprilMayJuneJulyAugustSeptember
0.84%
0
ENV
SP

Financials

ENV vs. SP - Financials Comparison

This section allows you to compare key financial metrics between Envestnet, Inc. and SP Plus Corporation. 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