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EQH vs. CAKE
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

EQH vs. CAKE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Equitable Holdings, Inc. (EQH) and The Cheesecake Factory Incorporated (CAKE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EQH achieves a 1.43% return, which is significantly lower than CAKE's 102.87% return.


EQH

1D
-2.52%
1M
4.47%
6M
4.16%
YTD
1.43%
1Y
-2.42%
3Y*
21.03%
5Y*
11.86%
10Y*
ALL TIME*
14.16%

CAKE

1D
0.11%
1M
28.09%
6M
76.69%
YTD
102.87%
1Y
65.83%
3Y*
44.79%
5Y*
20.23%
10Y*
9.45%
ALL TIME*
11.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$197.12M$153.55M$107.62M
$128.32M$127.00M$174.25M

EQH vs. CAKE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
EQH
Equitable Holdings, Inc.
1.43%3.17%45.04%19.63%-10.17%31.00%6.52%53.13%-14.75%
CAKE
The Cheesecake Factory Incorporated
102.87%8.61%39.33%14.01%-17.02%5.64%-3.53%-7.82%-17.08%

Correlation

The correlation between EQH and CAKE is 0.26, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.26

Correlation (3Y)
Balances recent behavior with more history.

0.33

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.38

Correlation (All Time)
Calculated using the full available price history since May 10, 2018

0.41

The correlation between EQH and CAKE shifts across timeframes, from 0.26 (1 year) to 0.41 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

EQH:

$13.01B

CAKE:

$5.04B

EPS

EQH:

-$4.16

CAKE:

$2.66

PS Ratio

EQH:

0.83

CAKE:

1.70

Total Revenue (TTM)

EQH:

$11.32B

CAKE:

$2.90B

Gross Profit (TTM)

EQH:

$6.96B

CAKE:

$2.27B

EBITDA (TTM)

EQH:

-$759.00M

CAKE:

$231.47M

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Return for Risk

EQH vs. CAKE — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

EQH
EQH Risk / Return Rank: 3737
Overall Rank
EQH Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
EQH Sortino Ratio Rank: 3333
Sortino Ratio Rank
EQH Omega Ratio Rank: 3333
Omega Ratio Rank
EQH Calmar Ratio Rank: 4040
Calmar Ratio Rank
EQH Martin Ratio Rank: 4040
Martin Ratio Rank

CAKE
CAKE Risk / Return Rank: 8383
Overall Rank
CAKE Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
CAKE Sortino Ratio Rank: 8686
Sortino Ratio Rank
CAKE Omega Ratio Rank: 8484
Omega Ratio Rank
CAKE Calmar Ratio Rank: 7878
Calmar Ratio Rank
CAKE Martin Ratio Rank: 7878
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

EQH vs. CAKE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Equitable Holdings, Inc. (EQH) and The Cheesecake Factory Incorporated (CAKE). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


EQHCAKEDifference
Sharpe ratioReturn per unit of total volatility

-1.86

Sortino ratioReturn per unit of downside risk

-2.43

Omega ratioGain probability vs. loss probability

1.00

1.30

-0.29

Calmar ratioReturn relative to maximum drawdown

-0.14

1.88

-2.02

Martin ratioReturn relative to average drawdown

-0.27

4.58

-4.86

EQH vs. CAKE - Sharpe Ratio Comparison

The current EQH Sharpe Ratio is -0.15, which is lower than the CAKE Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of EQH and CAKE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

EQH vs. CAKE - Drawdown Comparison

The maximum EQH drawdown since its inception was -61.33%, smaller than the maximum CAKE drawdown of -86.17%. Use the drawdown chart below to compare losses from any high point for EQH and CAKE.


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Drawdown Indicators


EQHCAKEDifference

Max Drawdown

Largest peak-to-trough decline

-61.33%

-86.17%

+24.84%

Max Drawdown (1Y)

Largest decline over 1 year

-34.72%

-33.02%

-1.70%

Max Drawdown (3Y)

Largest decline over 3 years

-35.85%

-36.39%

+0.54%

Max Drawdown (5Y)

Largest decline over 5 years

-35.85%

-46.54%

+10.69%

Max Drawdown (10Y)

Largest decline over 10 years

-75.50%

Current Drawdown

Current decline from peak

-12.87%

0.00%

-12.87%

Average Drawdown

Average peak-to-trough decline

-12.16%

-22.73%

+10.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.67%

13.55%

+4.12%

Volatility

EQH vs. CAKE - Volatility Comparison

The current volatility for Equitable Holdings, Inc. (EQH) is 9.89%, while The Cheesecake Factory Incorporated (CAKE) has a volatility of 15.44%. This indicates that EQH experiences smaller price fluctuations and is considered to be less risky than CAKE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EQHCAKEDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.89%

15.44%

-5.55%

Volatility (6M)

Calculated over the trailing 6-month period

26.76%

28.61%

-1.85%

Volatility (1Y)

Calculated over the trailing 1-year period

32.50%

36.62%

-4.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.89%

39.78%

-6.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.63%

44.73%

-6.10%

Dividends

EQH vs. CAKE - Dividend Comparison

EQH's dividend yield for the trailing twelve months is around 2.33%, more than CAKE's 1.12% yield.


PositionTTM20252024202320222021202020192018201720162015
CAKE
The Cheesecake Factory Incorporated
1.12%2.14%2.28%3.08%2.55%0.00%0.97%3.55%2.85%2.20%1.47%1.58%
EQH
Equitable Holdings, Inc.
2.33%2.20%1.99%2.58%2.72%2.17%2.58%2.34%1.56%0.00%0.00%0.00%

Financials

EQH vs. CAKE - Financials Comparison

This section allows you to compare key financial metrics between Equitable Holdings, Inc. and The Cheesecake Factory Incorporated. 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

Frequently Asked Questions


EQH and CAKE have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CAKE has higher volatility (15.44%) compared to EQH (9.89%). In terms of maximum drawdown, EQH dropped -61.33% vs CAKE's -86.17%.

CAKE currently has the higher Sharpe Ratio (1.71 vs -0.15), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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