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IDXX vs. AAPL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

IDXX vs. AAPL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IDEXX Laboratories, Inc. (IDXX) and Apple Inc (AAPL). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-20.80%
19.63%
IDXX
AAPL

Returns By Period

In the year-to-date period, IDXX achieves a -24.36% return, which is significantly lower than AAPL's 19.01% return. Over the past 10 years, IDXX has underperformed AAPL with an annualized return of 19.03%, while AAPL has yielded a comparatively higher 24.36% annualized return.


IDXX

YTD

-24.36%

1M

-8.28%

6M

-20.80%

1Y

-9.46%

5Y (annualized)

10.05%

10Y (annualized)

19.03%

AAPL

YTD

19.01%

1M

-2.86%

6M

19.63%

1Y

20.80%

5Y (annualized)

29.12%

10Y (annualized)

24.36%

Fundamentals


IDXXAAPL
Market Cap$34.47B$3.45T
EPS$10.35$6.08
PE Ratio40.6737.50
PEG Ratio4.432.33
Total Revenue (TTM)$3.84B$391.04B
Gross Profit (TTM)$2.33B$180.68B
EBITDA (TTM)$1.25B$134.66B

Key characteristics


IDXXAAPL
Sharpe Ratio-0.360.92
Sortino Ratio-0.351.46
Omega Ratio0.961.18
Calmar Ratio-0.241.25
Martin Ratio-0.742.94
Ulcer Index13.56%7.08%
Daily Std Dev27.80%22.57%
Max Drawdown-81.46%-81.80%
Current Drawdown-40.51%-3.47%

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Correlation

-0.50.00.51.00.3

The correlation between IDXX and AAPL is 0.25, 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.

Risk-Adjusted Performance

IDXX vs. AAPL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for IDEXX Laboratories, Inc. (IDXX) and Apple Inc (AAPL). 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 IDXX, currently valued at -0.36, compared to the broader market-4.00-2.000.002.004.00-0.360.92
The chart of Sortino ratio for IDXX, currently valued at -0.35, compared to the broader market-4.00-2.000.002.004.00-0.351.46
The chart of Omega ratio for IDXX, currently valued at 0.96, compared to the broader market0.501.001.502.000.961.18
The chart of Calmar ratio for IDXX, currently valued at -0.24, compared to the broader market0.002.004.006.00-0.241.25
The chart of Martin ratio for IDXX, currently valued at -0.74, compared to the broader market-10.000.0010.0020.0030.00-0.742.94
IDXX
AAPL

The current IDXX Sharpe Ratio is -0.36, which is lower than the AAPL Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of IDXX and AAPL, 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-0.500.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
-0.36
0.92
IDXX
AAPL

Dividends

IDXX vs. AAPL - Dividend Comparison

IDXX has not paid dividends to shareholders, while AAPL's dividend yield for the trailing twelve months is around 0.43%.


TTM20232022202120202019201820172016201520142013
IDXX
IDEXX Laboratories, 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%
AAPL
Apple Inc
0.43%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%

Drawdowns

IDXX vs. AAPL - Drawdown Comparison

The maximum IDXX drawdown since its inception was -81.46%, roughly equal to the maximum AAPL drawdown of -81.80%. Use the drawdown chart below to compare losses from any high point for IDXX and AAPL. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-40.51%
-3.47%
IDXX
AAPL

Volatility

IDXX vs. AAPL - Volatility Comparison

IDEXX Laboratories, Inc. (IDXX) has a higher volatility of 11.93% compared to Apple Inc (AAPL) at 5.20%. This indicates that IDXX's price experiences larger fluctuations and is considered to be riskier than AAPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
11.93%
5.20%
IDXX
AAPL

Financials

IDXX vs. AAPL - Financials Comparison

This section allows you to compare key financial metrics between IDEXX Laboratories, Inc. and Apple 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