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KMX vs. CPRT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between KMX and CPRT is 0.51, 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.


Performance

KMX vs. CPRT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CarMax, Inc. (KMX) and Copart, Inc. (CPRT). The values are adjusted to include any dividend payments, if applicable.

0.00%10,000.00%20,000.00%30,000.00%40,000.00%December2025FebruaryMarchAprilMay
530.06%
36,241.18%
KMX
CPRT

Key characteristics

Sharpe Ratio

KMX:

-0.14

CPRT:

0.50

Sortino Ratio

KMX:

0.10

CPRT:

0.86

Omega Ratio

KMX:

1.01

CPRT:

1.10

Calmar Ratio

KMX:

-0.07

CPRT:

0.60

Martin Ratio

KMX:

-0.37

CPRT:

1.34

Ulcer Index

KMX:

11.67%

CPRT:

8.09%

Daily Std Dev

KMX:

37.54%

CPRT:

24.30%

Max Drawdown

KMX:

-93.19%

CPRT:

-72.50%

Current Drawdown

KMX:

-57.02%

CPRT:

-3.17%

Fundamentals

Market Cap

KMX:

$10.12B

CPRT:

$58.98B

EPS

KMX:

$3.21

CPRT:

$1.49

PE Ratio

KMX:

20.65

CPRT:

40.97

PEG Ratio

KMX:

0.83

CPRT:

3.00

PS Ratio

KMX:

0.36

CPRT:

13.09

PB Ratio

KMX:

1.63

CPRT:

7.12

Total Revenue (TTM)

KMX:

$26.35B

CPRT:

$3.38B

Gross Profit (TTM)

KMX:

$2.83B

CPRT:

$1.49B

EBITDA (TTM)

KMX:

$1.26B

CPRT:

$1.34B

Returns By Period

In the year-to-date period, KMX achieves a -18.60% return, which is significantly lower than CPRT's 7.65% return. Over the past 10 years, KMX has underperformed CPRT with an annualized return of -0.70%, while CPRT has yielded a comparatively higher 30.35% annualized return.


KMX

YTD

-18.60%

1M

-9.22%

6M

-12.94%

1Y

-5.39%

5Y*

-2.81%

10Y*

-0.70%

CPRT

YTD

7.65%

1M

13.17%

6M

10.78%

1Y

12.00%

5Y*

24.23%

10Y*

30.35%

*Annualized

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Risk-Adjusted Performance

KMX vs. CPRT — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

KMX
The Risk-Adjusted Performance Rank of KMX is 4343
Overall Rank
The Sharpe Ratio Rank of KMX is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of KMX is 4040
Sortino Ratio Rank
The Omega Ratio Rank of KMX is 4040
Omega Ratio Rank
The Calmar Ratio Rank of KMX is 4747
Calmar Ratio Rank
The Martin Ratio Rank of KMX is 4545
Martin Ratio Rank

CPRT
The Risk-Adjusted Performance Rank of CPRT is 6767
Overall Rank
The Sharpe Ratio Rank of CPRT is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of CPRT is 6262
Sortino Ratio Rank
The Omega Ratio Rank of CPRT is 5959
Omega Ratio Rank
The Calmar Ratio Rank of CPRT is 7676
Calmar Ratio Rank
The Martin Ratio Rank of CPRT is 6969
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

KMX vs. CPRT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CarMax, Inc. (KMX) and Copart, Inc. (CPRT). 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 KMX Sharpe Ratio is -0.14, which is lower than the CPRT Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of KMX and CPRT, 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-0.500.000.501.00December2025FebruaryMarchAprilMay
-0.14
0.50
KMX
CPRT

Dividends

KMX vs. CPRT - Dividend Comparison

Neither KMX nor CPRT has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

KMX vs. CPRT - Drawdown Comparison

The maximum KMX drawdown since its inception was -93.19%, which is greater than CPRT's maximum drawdown of -72.50%. Use the drawdown chart below to compare losses from any high point for KMX and CPRT. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-57.02%
-3.17%
KMX
CPRT

Volatility

KMX vs. CPRT - Volatility Comparison

CarMax, Inc. (KMX) has a higher volatility of 22.94% compared to Copart, Inc. (CPRT) at 8.88%. This indicates that KMX's price experiences larger fluctuations and is considered to be riskier than CPRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%December2025FebruaryMarchAprilMay
22.94%
8.88%
KMX
CPRT

Financials

KMX vs. CPRT - Financials Comparison

This section allows you to compare key financial metrics between CarMax, Inc. and Copart, 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


0.002.00B4.00B6.00B8.00B10.00B20212022202320242025
6.00B
1.16B
(KMX) Total Revenue
(CPRT) Total Revenue
Values in USD except per share items

KMX vs. CPRT - Profitability Comparison

The chart below illustrates the profitability comparison between CarMax, Inc. and Copart, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%20.0%30.0%40.0%50.0%20212022202320242025
11.1%
45.2%
(KMX) Gross Margin
(CPRT) Gross Margin
KMX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, CarMax, Inc. reported a gross profit of 667.89M and revenue of 6.00B. Therefore, the gross margin over that period was 11.1%.

CPRT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Copart, Inc. reported a gross profit of 525.55M and revenue of 1.16B. Therefore, the gross margin over that period was 45.2%.

KMX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, CarMax, Inc. reported an operating income of -99.55M and revenue of 6.00B, resulting in an operating margin of -1.7%.

CPRT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Copart, Inc. reported an operating income of 426.21M and revenue of 1.16B, resulting in an operating margin of 36.6%.

KMX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, CarMax, Inc. reported a net income of 89.87M and revenue of 6.00B, resulting in a net margin of 1.5%.

CPRT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Copart, Inc. reported a net income of 387.40M and revenue of 1.16B, resulting in a net margin of 33.3%.