IDXX vs. EXAS

In the year-to-date period, IDXX achieves a -25.73% return, which is significantly lower than EXAS's -19.71% return. Over the past 10 years, IDXX has outperformed EXAS with an annualized return of 18.84%, while EXAS has yielded a comparatively lower 8.14% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for IDEXX Laboratories, Inc. (IDXX) and Exact Sciences Corporation (EXAS). 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 IDXX Sharpe Ratio is -0.87, which is lower than the EXAS Sharpe Ratio of -0.20. The chart below compares the historical Sharpe Ratios of IDXX and EXAS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither IDXX nor EXAS has paid dividends to shareholders.

The maximum IDXX drawdown since its inception was -81.46%, smaller than the maximum EXAS drawdown of -98.01%. Use the drawdown chart below to compare losses from any high point for IDXX and EXAS. For additional features, visit the drawdowns tool.

The current volatility for IDEXX Laboratories, Inc. (IDXX) is 7.99%, while Exact Sciences Corporation (EXAS) has a volatility of 14.92%. This indicates that IDXX experiences smaller price fluctuations and is considered to be less risky than EXAS 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 IDEXX Laboratories, Inc. and Exact Sciences Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.