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

Performance

KMX vs. CVNA - Performance Comparison

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

-20.00%0.00%20.00%40.00%60.00%80.00%100.00%120.00%JuneJulyAugustSeptemberOctoberNovember
7.92%
105.11%
KMX
CVNA

Returns By Period

In the year-to-date period, KMX achieves a 2.06% return, which is significantly lower than CVNA's 355.23% return.


KMX

YTD

2.06%

1M

4.84%

6M

7.55%

1Y

22.43%

5Y (annualized)

-4.81%

10Y (annualized)

3.60%

CVNA

YTD

355.23%

1M

25.97%

6M

105.11%

1Y

652.42%

5Y (annualized)

22.31%

10Y (annualized)

N/A

Fundamentals


KMXCVNA
Market Cap$11.88B$28.86B
EPS$2.66$2.49
PE Ratio28.8399.10
PEG Ratio0.94-0.13
Total Revenue (TTM)$25.90B$12.55B
Gross Profit (TTM)$2.62B$2.43B
EBITDA (TTM)$885.17M$975.00M

Key characteristics


KMXCVNA
Sharpe Ratio0.657.31
Sortino Ratio1.115.93
Omega Ratio1.141.71
Calmar Ratio0.376.61
Martin Ratio1.8053.20
Ulcer Index12.30%11.38%
Daily Std Dev33.92%82.81%
Max Drawdown-93.19%-98.99%
Current Drawdown-49.42%-34.88%

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Correlation

-0.50.00.51.00.4

The correlation between KMX and CVNA is 0.41, 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.

Risk-Adjusted Performance

KMX vs. CVNA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CarMax, Inc. (KMX) and Carvana Co. (CVNA). 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-4.00-2.000.002.004.000.657.81
The chart of Sortino ratio for KMX, currently valued at 1.11, compared to the broader market-4.00-2.000.002.004.001.116.13
The chart of Omega ratio for KMX, currently valued at 1.14, compared to the broader market0.501.001.502.001.141.74
The chart of Calmar ratio for KMX, currently valued at 0.37, compared to the broader market0.002.004.006.000.377.04
The chart of Martin ratio for KMX, currently valued at 1.80, compared to the broader market0.0010.0020.0030.001.8056.63
KMX
CVNA

The current KMX Sharpe Ratio is 0.65, which is lower than the CVNA Sharpe Ratio of 7.31. The chart below compares the historical Sharpe Ratios of KMX and CVNA, 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 Ratio0.002.004.006.008.0010.00JuneJulyAugustSeptemberOctoberNovember
0.65
7.81
KMX
CVNA

Dividends

KMX vs. CVNA - Dividend Comparison

Neither KMX nor CVNA has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

KMX vs. CVNA - Drawdown Comparison

The maximum KMX drawdown since its inception was -93.19%, smaller than the maximum CVNA drawdown of -98.99%. Use the drawdown chart below to compare losses from any high point for KMX and CVNA. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%JuneJulyAugustSeptemberOctoberNovember
-49.42%
-34.88%
KMX
CVNA

Volatility

KMX vs. CVNA - Volatility Comparison

The current volatility for CarMax, Inc. (KMX) is 7.76%, while Carvana Co. (CVNA) has a volatility of 20.51%. This indicates that KMX experiences smaller price fluctuations and is considered to be less risky than CVNA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%JuneJulyAugustSeptemberOctoberNovember
7.76%
20.51%
KMX
CVNA

Financials

KMX vs. CVNA - Financials Comparison

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