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

Correlation

The correlation between IDXX and EME is 0.28, 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.


-0.50.00.51.00.3

Performance

IDXX vs. EME - Performance Comparison

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

5,000.00%10,000.00%15,000.00%20,000.00%25,000.00%JulyAugustSeptemberOctoberNovemberDecember
3,618.45%
21,315.06%
IDXX
EME

Key characteristics

Sharpe Ratio

IDXX:

-0.92

EME:

3.59

Sortino Ratio

IDXX:

-1.26

EME:

3.90

Omega Ratio

IDXX:

0.85

EME:

1.58

Calmar Ratio

IDXX:

-0.59

EME:

7.76

Martin Ratio

IDXX:

-1.61

EME:

23.06

Ulcer Index

IDXX:

15.58%

EME:

4.92%

Daily Std Dev

IDXX:

27.16%

EME:

31.58%

Max Drawdown

IDXX:

-81.46%

EME:

-70.56%

Current Drawdown

IDXX:

-42.04%

EME:

-11.89%

Fundamentals

Market Cap

IDXX:

$34.97B

EME:

$21.94B

EPS

IDXX:

$10.38

EME:

$19.67

PE Ratio

IDXX:

41.15

EME:

24.25

PEG Ratio

IDXX:

4.50

EME:

1.32

Total Revenue (TTM)

IDXX:

$3.84B

EME:

$14.24B

Gross Profit (TTM)

IDXX:

$2.34B

EME:

$2.63B

EBITDA (TTM)

IDXX:

$1.25B

EME:

$1.38B

Returns By Period

In the year-to-date period, IDXX achieves a -26.31% return, which is significantly lower than EME's 116.11% return. Over the past 10 years, IDXX has underperformed EME with an annualized return of 18.65%, while EME has yielded a comparatively higher 27.23% annualized return.


IDXX

YTD

-26.31%

1M

-1.76%

6M

-17.53%

1Y

-24.23%

5Y*

9.38%

10Y*

18.65%

EME

YTD

116.11%

1M

-9.67%

6M

20.46%

1Y

116.58%

5Y*

39.89%

10Y*

27.23%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

IDXX vs. EME - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for IDEXX Laboratories, Inc. (IDXX) and EMCOR Group, Inc. (EME). 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 -0.92, compared to the broader market-4.00-2.000.002.00-0.923.59
The chart of Sortino ratio for IDXX, currently valued at -1.26, compared to the broader market-4.00-2.000.002.004.00-1.263.90
The chart of Omega ratio for IDXX, currently valued at 0.85, compared to the broader market0.501.001.502.000.851.58
The chart of Calmar ratio for IDXX, currently valued at -0.59, compared to the broader market0.002.004.006.00-0.597.76
The chart of Martin ratio for IDXX, currently valued at -1.61, compared to the broader market0.0010.0020.00-1.6123.06
IDXX
EME

The current IDXX Sharpe Ratio is -0.92, which is lower than the EME Sharpe Ratio of 3.59. The chart below compares the historical Sharpe Ratios of IDXX and EME, 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-1.000.001.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
-0.92
3.59
IDXX
EME

Dividends

IDXX vs. EME - Dividend Comparison

IDXX has not paid dividends to shareholders, while EME's dividend yield for the trailing twelve months is around 0.20%.


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%
EME
EMCOR Group, Inc.
0.20%0.32%0.36%0.41%0.35%0.37%0.54%0.39%0.45%0.67%0.72%0.42%

Drawdowns

IDXX vs. EME - Drawdown Comparison

The maximum IDXX drawdown since its inception was -81.46%, which is greater than EME's maximum drawdown of -70.56%. Use the drawdown chart below to compare losses from any high point for IDXX and EME. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-42.04%
-11.89%
IDXX
EME

Volatility

IDXX vs. EME - Volatility Comparison

The current volatility for IDEXX Laboratories, Inc. (IDXX) is 7.97%, while EMCOR Group, Inc. (EME) has a volatility of 9.00%. This indicates that IDXX experiences smaller price fluctuations and is considered to be less risky than EME 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%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
7.97%
9.00%
IDXX
EME

Financials

IDXX vs. EME - Financials Comparison

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

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