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EXAS vs. ACHC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

EXAS vs. ACHC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Exact Sciences Corporation (EXAS) and Acadia Healthcare Company, Inc. (ACHC). The values are adjusted to include any dividend payments, if applicable.

-40.00%-20.00%0.00%20.00%40.00%JuneJulyAugustSeptemberOctoberNovember
-2.86%
-44.41%
EXAS
ACHC

Returns By Period

In the year-to-date period, EXAS achieves a -33.04% return, which is significantly higher than ACHC's -52.25% return. Over the past 10 years, EXAS has outperformed ACHC with an annualized return of 7.55%, while ACHC has yielded a comparatively lower -4.98% annualized return.


EXAS

YTD

-33.04%

1M

-31.13%

6M

-2.86%

1Y

-25.28%

5Y (annualized)

-10.04%

10Y (annualized)

7.55%

ACHC

YTD

-52.25%

1M

-28.64%

6M

-44.41%

1Y

-48.93%

5Y (annualized)

3.03%

10Y (annualized)

-4.98%

Fundamentals


EXASACHC
Market Cap$9.17B$3.45B
EPS-$1.16$3.05
PEG Ratio-1.071.32
Total Revenue (TTM)$2.69B$3.12B
Gross Profit (TTM)$1.94B$1.32B
EBITDA (TTM)$26.28M$663.49M

Key characteristics


EXASACHC
Sharpe Ratio-0.33-1.16
Sortino Ratio-0.11-1.68
Omega Ratio0.990.75
Calmar Ratio-0.26-0.85
Martin Ratio-0.81-2.30
Ulcer Index23.44%21.69%
Daily Std Dev57.52%43.06%
Max Drawdown-98.01%-98.67%
Current Drawdown-68.04%-58.31%

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Correlation

-0.50.00.51.00.2

The correlation between EXAS and ACHC is 0.16, 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

EXAS vs. ACHC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Exact Sciences Corporation (EXAS) and Acadia Healthcare Company, Inc. (ACHC). 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 EXAS, currently valued at -0.33, compared to the broader market-4.00-2.000.002.004.00-0.33-1.16
The chart of Sortino ratio for EXAS, currently valued at -0.11, compared to the broader market-4.00-2.000.002.004.00-0.11-1.68
The chart of Omega ratio for EXAS, currently valued at 0.99, compared to the broader market0.501.001.502.000.990.75
The chart of Calmar ratio for EXAS, currently valued at -0.26, compared to the broader market0.002.004.006.00-0.26-0.85
The chart of Martin ratio for EXAS, currently valued at -0.81, compared to the broader market-10.000.0010.0020.0030.00-0.81-2.30
EXAS
ACHC

The current EXAS Sharpe Ratio is -0.33, which is higher than the ACHC Sharpe Ratio of -1.16. The chart below compares the historical Sharpe Ratios of EXAS and ACHC, 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-1.00-0.500.00JuneJulyAugustSeptemberOctoberNovember
-0.33
-1.16
EXAS
ACHC

Dividends

EXAS vs. ACHC - Dividend Comparison

Neither EXAS nor ACHC has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

EXAS vs. ACHC - Drawdown Comparison

The maximum EXAS drawdown since its inception was -98.01%, roughly equal to the maximum ACHC drawdown of -98.67%. Use the drawdown chart below to compare losses from any high point for EXAS and ACHC. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%JuneJulyAugustSeptemberOctoberNovember
-68.04%
-58.31%
EXAS
ACHC

Volatility

EXAS vs. ACHC - Volatility Comparison

Exact Sciences Corporation (EXAS) has a higher volatility of 27.40% compared to Acadia Healthcare Company, Inc. (ACHC) at 20.70%. This indicates that EXAS's price experiences larger fluctuations and is considered to be riskier than ACHC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%JuneJulyAugustSeptemberOctoberNovember
27.40%
20.70%
EXAS
ACHC

Financials

EXAS vs. ACHC - Financials Comparison

This section allows you to compare key financial metrics between Exact Sciences Corporation and Acadia Healthcare Company, 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