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

Correlation

The correlation between ESOA and ELF is 0.03, 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.


-0.50.00.51.00.0

Performance

ESOA vs. ELF - Performance Comparison

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

200.00%400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%JulyAugustSeptemberOctoberNovemberDecember
1,200.50%
385.51%
ESOA
ELF

Key characteristics

Sharpe Ratio

ESOA:

2.50

ELF:

-0.18

Sortino Ratio

ESOA:

2.98

ELF:

0.17

Omega Ratio

ESOA:

1.41

ELF:

1.02

Calmar Ratio

ESOA:

6.59

ELF:

-0.21

Martin Ratio

ESOA:

16.20

ELF:

-0.38

Ulcer Index

ESOA:

12.97%

ELF:

28.97%

Daily Std Dev

ESOA:

84.08%

ELF:

61.88%

Max Drawdown

ESOA:

-97.30%

ELF:

-77.00%

Current Drawdown

ESOA:

-14.89%

ELF:

-40.98%

Fundamentals

Market Cap

ESOA:

$296.62M

ELF:

$7.90B

EPS

ESOA:

$1.51

ELF:

$1.85

PE Ratio

ESOA:

11.85

ELF:

75.82

PEG Ratio

ESOA:

0.00

ELF:

2.03

Total Revenue (TTM)

ESOA:

$247.21M

ELF:

$1.22B

Gross Profit (TTM)

ESOA:

$32.39M

ELF:

$864.50M

EBITDA (TTM)

ESOA:

$31.56M

ELF:

$180.00M

Returns By Period

In the year-to-date period, ESOA achieves a 168.07% return, which is significantly higher than ELF's -10.86% return.


ESOA

YTD

168.07%

1M

9.50%

6M

125.15%

1Y

214.33%

5Y*

89.35%

10Y*

36.83%

ELF

YTD

-10.86%

1M

8.12%

6M

-37.52%

1Y

-11.39%

5Y*

52.27%

10Y*

N/A

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

ESOA vs. ELF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Energy Services Of America Corp (ESOA) and e.l.f. Beauty, Inc. (ELF). 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 ESOA, currently valued at 2.50, compared to the broader market-4.00-2.000.002.002.50-0.18
The chart of Sortino ratio for ESOA, currently valued at 2.98, compared to the broader market-4.00-2.000.002.004.002.980.17
The chart of Omega ratio for ESOA, currently valued at 1.41, compared to the broader market0.501.001.502.001.411.02
The chart of Calmar ratio for ESOA, currently valued at 6.59, compared to the broader market0.002.004.006.006.59-0.21
The chart of Martin ratio for ESOA, currently valued at 16.20, compared to the broader market-5.000.005.0010.0015.0020.0025.0016.20-0.38
ESOA
ELF

The current ESOA Sharpe Ratio is 2.50, which is higher than the ELF Sharpe Ratio of -0.18. The chart below compares the historical Sharpe Ratios of ESOA and ELF, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
2.50
-0.18
ESOA
ELF

Dividends

ESOA vs. ELF - Dividend Comparison

ESOA's dividend yield for the trailing twelve months is around 0.19%, while ELF has not paid dividends to shareholders.


TTM20232022202120202019201820172016
ESOA
Energy Services Of America Corp
0.19%1.84%0.00%0.00%0.00%6.49%0.00%5.88%3.65%
ELF
e.l.f. Beauty, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ESOA vs. ELF - Drawdown Comparison

The maximum ESOA drawdown since its inception was -97.30%, which is greater than ELF's maximum drawdown of -77.00%. Use the drawdown chart below to compare losses from any high point for ESOA and ELF. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-14.89%
-40.98%
ESOA
ELF

Volatility

ESOA vs. ELF - Volatility Comparison

Energy Services Of America Corp (ESOA) has a higher volatility of 27.31% compared to e.l.f. Beauty, Inc. (ELF) at 17.36%. This indicates that ESOA's price experiences larger fluctuations and is considered to be riskier than ELF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
27.31%
17.36%
ESOA
ELF

Financials

ESOA vs. ELF - Financials Comparison

This section allows you to compare key financial metrics between Energy Services Of America Corp and e.l.f. Beauty, 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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