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

Correlation

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.


-0.50.00.51.00.2

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.

0.00%1,000.00%2,000.00%3,000.00%4,000.00%JulyAugustSeptemberOctoberNovemberDecember
282.53%
2,022.28%
EXAS
ACHC

Key characteristics

Sharpe Ratio

EXAS:

-0.19

ACHC:

-1.12

Sortino Ratio

EXAS:

0.14

ACHC:

-1.61

Omega Ratio

EXAS:

1.02

ACHC:

0.77

Calmar Ratio

EXAS:

-0.15

ACHC:

-0.83

Martin Ratio

EXAS:

-0.46

ACHC:

-1.82

Ulcer Index

EXAS:

24.25%

ACHC:

26.69%

Daily Std Dev

EXAS:

59.15%

ACHC:

43.42%

Max Drawdown

EXAS:

-98.01%

ACHC:

-98.67%

Current Drawdown

EXAS:

-62.98%

ACHC:

-56.15%

Fundamentals

Market Cap

EXAS:

$11.17B

ACHC:

$3.68B

EPS

EXAS:

-$1.16

ACHC:

$3.05

PEG Ratio

EXAS:

-1.07

ACHC:

1.32

Total Revenue (TTM)

EXAS:

$2.69B

ACHC:

$3.12B

Gross Profit (TTM)

EXAS:

$1.94B

ACHC:

$1.32B

EBITDA (TTM)

EXAS:

$26.28M

ACHC:

$663.49M

Returns By Period

In the year-to-date period, EXAS achieves a -22.44% return, which is significantly higher than ACHC's -49.78% return. Over the past 10 years, EXAS has outperformed ACHC with an annualized return of 8.27%, while ACHC has yielded a comparatively lower -4.67% annualized return.


EXAS

YTD

-22.44%

1M

15.83%

6M

36.88%

1Y

-17.36%

5Y*

-10.12%

10Y*

8.27%

ACHC

YTD

-49.78%

1M

5.17%

6M

-42.82%

1Y

-48.97%

5Y*

3.45%

10Y*

-4.67%

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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 -0.19, compared to the broader market-4.00-2.000.002.00-0.19-1.12
The chart of Sortino ratio for EXAS, currently valued at 0.14, compared to the broader market-4.00-2.000.002.004.000.14-1.61
The chart of Omega ratio for EXAS, currently valued at 1.02, compared to the broader market0.501.001.502.001.020.77
The chart of Calmar ratio for EXAS, currently valued at -0.15, compared to the broader market0.002.004.006.00-0.15-0.83
The chart of Martin ratio for EXAS, currently valued at -0.46, compared to the broader market0.0010.0020.00-0.46-1.82
EXAS
ACHC

The current EXAS Sharpe Ratio is -0.19, which is higher than the ACHC Sharpe Ratio of -1.12. 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-1.00-0.500.00JulyAugustSeptemberOctoberNovemberDecember
-0.19
-1.12
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%JulyAugustSeptemberOctoberNovemberDecember
-62.98%
-56.15%
EXAS
ACHC

Volatility

EXAS vs. ACHC - Volatility Comparison

Exact Sciences Corporation (EXAS) has a higher volatility of 16.14% compared to Acadia Healthcare Company, Inc. (ACHC) at 10.17%. 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%JulyAugustSeptemberOctoberNovemberDecember
16.14%
10.17%
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
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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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