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

Performance

KMX vs. GOOG - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
6.24%
-0.69%
KMX
GOOG

Returns By Period

In the year-to-date period, KMX achieves a 0.47% return, which is significantly lower than GOOG's 25.76% return. Over the past 10 years, KMX has underperformed GOOG with an annualized return of 3.24%, while GOOG has yielded a comparatively higher 20.86% annualized return.


KMX

YTD

0.47%

1M

3.21%

6M

6.24%

1Y

20.53%

5Y (annualized)

-5.00%

10Y (annualized)

3.24%

GOOG

YTD

25.76%

1M

7.12%

6M

-0.69%

1Y

29.42%

5Y (annualized)

22.24%

10Y (annualized)

20.86%

Fundamentals


KMXGOOG
Market Cap$11.88B$2.12T
EPS$2.66$7.67
PE Ratio28.8323.05
PEG Ratio0.941.08
Total Revenue (TTM)$25.90B$339.76B
Gross Profit (TTM)$2.62B$196.73B
EBITDA (TTM)$885.17M$121.22B

Key characteristics


KMXGOOG
Sharpe Ratio0.601.05
Sortino Ratio1.041.53
Omega Ratio1.131.20
Calmar Ratio0.341.25
Martin Ratio1.643.16
Ulcer Index12.31%8.80%
Daily Std Dev33.94%26.40%
Max Drawdown-93.19%-44.60%
Current Drawdown-50.21%-8.11%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Correlation

-0.50.00.51.00.3

The correlation between KMX and GOOG is 0.33, 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. GOOG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CarMax, Inc. (KMX) and Alphabet Inc. (GOOG). 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 0.60, compared to the broader market-4.00-2.000.002.004.000.601.05
The chart of Sortino ratio for KMX, currently valued at 1.04, compared to the broader market-4.00-2.000.002.004.001.041.53
The chart of Omega ratio for KMX, currently valued at 1.13, compared to the broader market0.501.001.502.001.131.20
The chart of Calmar ratio for KMX, currently valued at 0.34, compared to the broader market0.002.004.006.000.341.25
The chart of Martin ratio for KMX, currently valued at 1.64, compared to the broader market-10.000.0010.0020.0030.001.643.16
KMX
GOOG

The current KMX Sharpe Ratio is 0.60, which is lower than the GOOG Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of KMX and GOOG, 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-0.500.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
0.60
1.05
KMX
GOOG

Dividends

KMX vs. GOOG - Dividend Comparison

KMX has not paid dividends to shareholders, while GOOG's dividend yield for the trailing twelve months is around 0.23%.


TTM
KMX
CarMax, Inc.
0.00%
GOOG
Alphabet Inc.
0.23%

Drawdowns

KMX vs. GOOG - Drawdown Comparison

The maximum KMX drawdown since its inception was -93.19%, which is greater than GOOG's maximum drawdown of -44.60%. Use the drawdown chart below to compare losses from any high point for KMX and GOOG. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-50.21%
-8.11%
KMX
GOOG

Volatility

KMX vs. GOOG - Volatility Comparison

CarMax, Inc. (KMX) and Alphabet Inc. (GOOG) have volatilities of 7.89% and 7.66%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
7.89%
7.66%
KMX
GOOG

Financials

KMX vs. GOOG - Financials Comparison

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