PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FND vs. TREX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between FND and TREX is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

FND vs. TREX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Floor & Decor Holdings, Inc. (FND) and Trex Company, Inc. (TREX). The values are adjusted to include any dividend payments, if applicable.

200.00%250.00%300.00%350.00%JulyAugustSeptemberOctoberNovemberDecember
216.32%
275.50%
FND
TREX

Key characteristics

Sharpe Ratio

FND:

-0.23

TREX:

-0.33

Sortino Ratio

FND:

-0.06

TREX:

-0.18

Omega Ratio

FND:

0.99

TREX:

0.97

Calmar Ratio

FND:

-0.24

TREX:

-0.24

Martin Ratio

FND:

-0.51

TREX:

-0.62

Ulcer Index

FND:

17.11%

TREX:

22.32%

Daily Std Dev

FND:

38.87%

TREX:

41.91%

Max Drawdown

FND:

-58.26%

TREX:

-90.53%

Current Drawdown

FND:

-29.26%

TREX:

-50.09%

Fundamentals

Market Cap

FND:

$11.56B

TREX:

$8.23B

EPS

FND:

$1.80

TREX:

$2.19

PE Ratio

FND:

59.87

TREX:

35.07

PEG Ratio

FND:

2.20

TREX:

1.17

Total Revenue (TTM)

FND:

$4.40B

TREX:

$1.18B

Gross Profit (TTM)

FND:

$1.77B

TREX:

$501.56M

EBITDA (TTM)

FND:

$278.46M

TREX:

$359.11M

Returns By Period

In the year-to-date period, FND achieves a -9.13% return, which is significantly higher than TREX's -15.20% return.


FND

YTD

-9.13%

1M

-2.03%

6M

-11.58%

1Y

-11.09%

5Y*

14.72%

10Y*

N/A

TREX

YTD

-15.20%

1M

-0.18%

6M

-10.00%

1Y

-15.73%

5Y*

9.57%

10Y*

20.87%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

FND vs. TREX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Floor & Decor Holdings, Inc. (FND) and Trex Company, Inc. (TREX). 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 FND, currently valued at -0.23, compared to the broader market-4.00-2.000.002.00-0.23-0.33
The chart of Sortino ratio for FND, currently valued at -0.06, compared to the broader market-4.00-2.000.002.004.00-0.06-0.18
The chart of Omega ratio for FND, currently valued at 0.99, compared to the broader market0.501.001.502.000.990.97
The chart of Calmar ratio for FND, currently valued at -0.24, compared to the broader market0.002.004.006.00-0.24-0.24
The chart of Martin ratio for FND, currently valued at -0.51, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.51-0.62
FND
TREX

The current FND Sharpe Ratio is -0.23, which is higher than the TREX Sharpe Ratio of -0.33. The chart below compares the historical Sharpe Ratios of FND and TREX, 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-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.23
-0.33
FND
TREX

Dividends

FND vs. TREX - Dividend Comparison

Neither FND nor TREX has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

FND vs. TREX - Drawdown Comparison

The maximum FND drawdown since its inception was -58.26%, smaller than the maximum TREX drawdown of -90.53%. Use the drawdown chart below to compare losses from any high point for FND and TREX. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-29.26%
-50.09%
FND
TREX

Volatility

FND vs. TREX - Volatility Comparison

Floor & Decor Holdings, Inc. (FND) has a higher volatility of 14.46% compared to Trex Company, Inc. (TREX) at 12.42%. This indicates that FND's price experiences larger fluctuations and is considered to be riskier than TREX 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
14.46%
12.42%
FND
TREX

Financials

FND vs. TREX - Financials Comparison

This section allows you to compare key financial metrics between Floor & Decor Holdings, Inc. and Trex 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab