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JBL vs. ULTA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

JBL vs. ULTA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Jabil Inc. (JBL) and Ulta Beauty, Inc. (ULTA). The values are adjusted to include any dividend payments, if applicable.

-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
6.51%
-5.52%
JBL
ULTA

Returns By Period

In the year-to-date period, JBL achieves a 1.30% return, which is significantly higher than ULTA's -25.47% return. Over the past 10 years, JBL has outperformed ULTA with an annualized return of 21.31%, while ULTA has yielded a comparatively lower 11.35% annualized return.


JBL

YTD

1.30%

1M

1.97%

6M

12.06%

1Y

-1.78%

5Y (annualized)

27.91%

10Y (annualized)

21.31%

ULTA

YTD

-25.47%

1M

-2.15%

6M

-8.61%

1Y

-9.96%

5Y (annualized)

8.21%

10Y (annualized)

11.35%

Fundamentals


JBLULTA
Market Cap$15.00B$17.89B
EPS$11.16$24.93
PE Ratio11.9115.23
PEG Ratio0.912.51
Total Revenue (TTM)$28.88B$8.83B
Gross Profit (TTM)$2.67B$3.39B
EBITDA (TTM)$2.21B$1.45B

Key characteristics


JBLULTA
Sharpe Ratio-0.03-0.36
Sortino Ratio0.23-0.30
Omega Ratio1.040.96
Calmar Ratio-0.04-0.28
Martin Ratio-0.06-0.47
Ulcer Index20.49%25.76%
Daily Std Dev40.93%33.21%
Max Drawdown-94.92%-87.89%
Current Drawdown-16.54%-35.62%

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Correlation

-0.50.00.51.00.4

The correlation between JBL and ULTA is 0.37, 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

JBL vs. ULTA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Jabil Inc. (JBL) 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.


Sharpe ratio
The chart of Sharpe ratio for JBL, currently valued at -0.03, compared to the broader market-4.00-2.000.002.004.00-0.03-0.30
The chart of Sortino ratio for JBL, currently valued at 0.23, compared to the broader market-4.00-2.000.002.004.000.23-0.21
The chart of Omega ratio for JBL, currently valued at 1.04, compared to the broader market0.501.001.502.001.040.97
The chart of Calmar ratio for JBL, currently valued at -0.04, compared to the broader market0.002.004.006.00-0.04-0.23
The chart of Martin ratio for JBL, currently valued at -0.06, compared to the broader market0.0010.0020.0030.00-0.06-0.39
JBL
ULTA

The current JBL Sharpe Ratio is -0.03, which is higher than the ULTA Sharpe Ratio of -0.36. The chart below compares the historical Sharpe Ratios of JBL and ULTA, 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-1.00-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
-0.03
-0.30
JBL
ULTA

Dividends

JBL vs. ULTA - Dividend Comparison

JBL's dividend yield for the trailing twelve months is around 0.25%, while ULTA has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
JBL
Jabil Inc.
0.25%0.25%0.47%0.45%0.75%0.77%1.29%1.22%1.35%1.37%1.47%1.83%
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

JBL vs. ULTA - Drawdown Comparison

The maximum JBL drawdown since its inception was -94.92%, which is greater than ULTA's maximum drawdown of -87.89%. Use the drawdown chart below to compare losses from any high point for JBL and ULTA. For additional features, visit the drawdowns tool.


-45.00%-40.00%-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%JuneJulyAugustSeptemberOctoberNovember
-16.54%
-35.62%
JBL
ULTA

Volatility

JBL vs. ULTA - Volatility Comparison

Jabil Inc. (JBL) has a higher volatility of 9.11% compared to Ulta Beauty, Inc. (ULTA) at 7.42%. This indicates that JBL'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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JuneJulyAugustSeptemberOctoberNovember
9.11%
7.42%
JBL
ULTA

Financials

JBL vs. ULTA - Financials Comparison

This section allows you to compare key financial metrics between Jabil 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items