EXPO vs. ULTA

In the year-to-date period, EXPO achieves a -9.53% return, which is significantly higher than ULTA's -16.89% return. Over the past 10 years, EXPO has outperformed ULTA with an annualized return of 14.99%, while ULTA has yielded a comparatively lower 8.92% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Exponent, Inc. (EXPO) and Ulta Beauty, Inc. (ULTA). 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 EXPO Sharpe Ratio is 0.10, which is higher than the ULTA Sharpe Ratio of -0.52. The chart below compares the historical Sharpe Ratios of EXPO and ULTA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

EXPO's dividend yield for the trailing twelve months is around 1.42%, while ULTA has not paid dividends to shareholders.

The maximum EXPO drawdown since its inception was -86.44%, roughly equal to the maximum ULTA drawdown of -87.89%. Use the drawdown chart below to compare losses from any high point for EXPO and ULTA. For additional features, visit the drawdowns tool.

The current volatility for Exponent, Inc. (EXPO) is 8.84%, while Ulta Beauty, Inc. (ULTA) has a volatility of 20.37%. This indicates that EXPO experiences smaller price fluctuations and is considered to be less risky than ULTA 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 Exponent, Inc. and Ulta 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.