EXAS vs. IDXX

In the year-to-date period, EXAS achieves a -33.04% return, which is significantly lower than IDXX's -24.36% return. Over the past 10 years, EXAS has underperformed IDXX with an annualized return of 7.55%, while IDXX has yielded a comparatively higher 19.03% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Exact Sciences Corporation (EXAS) and IDEXX Laboratories, Inc. (IDXX). 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.

The current EXAS Sharpe Ratio is -0.33, which is comparable to the IDXX Sharpe Ratio of -0.36. The chart below compares the historical Sharpe Ratios of EXAS and IDXX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither EXAS nor IDXX has paid dividends to shareholders.

The maximum EXAS drawdown since its inception was -98.01%, which is greater than IDXX's maximum drawdown of -81.46%. Use the drawdown chart below to compare losses from any high point for EXAS and IDXX. For additional features, visit the drawdowns tool.

Exact Sciences Corporation (EXAS) has a higher volatility of 27.40% compared to IDEXX Laboratories, Inc. (IDXX) at 11.93%. This indicates that EXAS's price experiences larger fluctuations and is considered to be riskier than IDXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Exact Sciences Corporation and IDEXX Laboratories, 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.