EXPO vs. ULTA
Compare and contrast key facts about Exponent, Inc. (EXPO) and Ulta Beauty, Inc. (ULTA).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EXPO or ULTA.
Key characteristics
| EXPO | ULTA | |
|---|---|---|
| YTD Return | 18.04% | -22.49% |
| 1Y Return | 41.09% | -2.74% |
| 3Y Return (Ann) | -5.15% | -1.43% |
| 5Y Return (Ann) | 11.57% | 9.38% |
| 10Y Return (Ann) | 19.28% | 11.90% |
| Sharpe Ratio | 1.18 | -0.08 |
| Sortino Ratio | 1.84 | 0.13 |
| Omega Ratio | 1.28 | 1.02 |
| Calmar Ratio | 1.03 | -0.06 |
| Martin Ratio | 5.48 | -0.10 |
| Ulcer Index | 7.54% | 25.50% |
| Daily Std Dev | 35.01% | 33.23% |
| Max Drawdown | -86.44% | -87.89% |
| Current Drawdown | -15.21% | -33.04% |
Fundamentals
| EXPO | ULTA | |
|---|---|---|
| Market Cap | $5.23B | $17.89B |
| EPS | $2.06 | $24.93 |
| PE Ratio | 49.99 | 15.23 |
| PEG Ratio | 3.14 | 2.51 |
| Total Revenue (TTM) | $812.48M | $8.83B |
| Gross Profit (TTM) | $194.31M | $3.39B |
| EBITDA (TTM) | $181.79M | $1.45B |
Correlation
The correlation between EXPO and ULTA is 0.31, 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.
Performance
EXPO vs. ULTA - Performance Comparison
In the year-to-date period, EXPO achieves a 18.04% return, which is significantly higher than ULTA's -22.49% return. Over the past 10 years, EXPO has outperformed ULTA with an annualized return of 19.28%, while ULTA has yielded a comparatively lower 11.90% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
EXPO vs. ULTA - Risk-Adjusted Performance Comparison
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.
Dividends
EXPO vs. ULTA - Dividend Comparison
EXPO's dividend yield for the trailing twelve months is around 1.07%, while ULTA has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXPO Exponent, Inc. | 1.07% | 1.18% | 0.97% | 0.69% | 0.84% | 0.93% | 1.03% | 1.18% | 1.19% | 1.20% | 1.21% | 0.78% |
ULTA Ulta Beauty, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
EXPO vs. ULTA - Drawdown Comparison
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.
Volatility
EXPO vs. ULTA - Volatility Comparison
Exponent, Inc. (EXPO) has a higher volatility of 13.08% compared to Ulta Beauty, Inc. (ULTA) at 5.72%. This indicates that EXPO's price experiences larger fluctuations and is considered to be riskier than ULTA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
EXPO vs. ULTA - Financials Comparison
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.
Total Revenue: Total amount of money received from sales and other business activities