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

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.

-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
7.92%
3.11%
KMX
CPRT

Returns By Period

In the year-to-date period, KMX achieves a 2.06% return, which is significantly lower than CPRT's 15.57% return. Over the past 10 years, KMX has underperformed CPRT with an annualized return of 3.60%, while CPRT has yielded a comparatively higher 29.53% annualized return.


KMX

YTD

2.06%

1M

4.84%

6M

7.55%

1Y

22.43%

5Y (annualized)

-4.81%

10Y (annualized)

3.60%

CPRT

YTD

15.57%

1M

5.10%

6M

3.11%

1Y

12.76%

5Y (annualized)

21.76%

10Y (annualized)

29.53%

Fundamentals


KMXCPRT
Market Cap$11.88B$55.09B
EPS$2.66$1.40
PE Ratio28.8340.84
PEG Ratio0.943.14
Total Revenue (TTM)$25.90B$3.22B
Gross Profit (TTM)$2.62B$1.43B
EBITDA (TTM)$885.17M$1.32B

Key characteristics


KMXCPRT
Sharpe Ratio0.650.73
Sortino Ratio1.111.11
Omega Ratio1.141.14
Calmar Ratio0.370.97
Martin Ratio1.802.00
Ulcer Index12.30%7.40%
Daily Std Dev33.92%20.43%
Max Drawdown-93.19%-72.50%
Current Drawdown-49.42%-2.48%

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Correlation

-0.50.00.51.00.3

The correlation between KMX and CPRT is 0.34, 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

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.


Sharpe ratio
The chart of Sharpe ratio for KMX, currently valued at 0.65, compared to the broader market-4.00-2.000.002.004.000.650.73
The chart of Sortino ratio for KMX, currently valued at 1.11, compared to the broader market-4.00-2.000.002.004.001.111.11
The chart of Omega ratio for KMX, currently valued at 1.14, compared to the broader market0.501.001.502.001.141.14
The chart of Calmar ratio for KMX, currently valued at 0.37, compared to the broader market0.002.004.006.000.370.97
The chart of Martin ratio for KMX, currently valued at 1.80, compared to the broader market0.0010.0020.0030.001.802.00
KMX
CPRT

The current KMX Sharpe Ratio is 0.65, which is comparable to the CPRT Sharpe Ratio of 0.73. 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-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
0.65
0.73
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%JuneJulyAugustSeptemberOctoberNovember
-49.42%
-2.48%
KMX
CPRT

Volatility

KMX vs. CPRT - Volatility Comparison

CarMax, Inc. (KMX) has a higher volatility of 7.76% compared to Copart, Inc. (CPRT) at 6.81%. 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.


4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
7.76%
6.81%
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


Values in USD except per share items