LBRT vs. SCSC
Compare and contrast key facts about Liberty Oilfield Services Inc. (LBRT) and ScanSource, Inc. (SCSC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LBRT or SCSC.
Key characteristics
| LBRT | SCSC | |
|---|---|---|
| YTD Return | -3.45% | 24.74% |
| 1Y Return | -10.46% | 50.96% |
| 3Y Return (Ann) | 18.91% | 11.48% |
| 5Y Return (Ann) | 15.88% | 7.00% |
| Sharpe Ratio | -0.30 | 1.53 |
| Sortino Ratio | -0.16 | 2.32 |
| Omega Ratio | 0.98 | 1.27 |
| Calmar Ratio | -0.36 | 1.78 |
| Martin Ratio | -0.85 | 7.12 |
| Ulcer Index | 13.64% | 7.30% |
| Daily Std Dev | 39.33% | 33.90% |
| Max Drawdown | -90.02% | -67.54% |
| Current Drawdown | -29.30% | -5.53% |
Fundamentals
| LBRT | SCSC | |
|---|---|---|
| Market Cap | $2.95B | $1.21B |
| EPS | $2.08 | $3.14 |
| PE Ratio | 8.69 | 16.18 |
| Total Revenue (TTM) | $4.45B | $3.16B |
| Gross Profit (TTM) | $719.24M | $381.21M |
| EBITDA (TTM) | $979.75M | $111.08M |
Correlation
The correlation between LBRT and SCSC is 0.38, 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.
Performance
LBRT vs. SCSC - Performance Comparison
In the year-to-date period, LBRT achieves a -3.45% return, which is significantly lower than SCSC's 24.74% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
LBRT vs. SCSC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Liberty Oilfield Services Inc. (LBRT) and ScanSource, Inc. (SCSC). 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.
Dividends
LBRT vs. SCSC - Dividend Comparison
LBRT's dividend yield for the trailing twelve months is around 1.61%, while SCSC has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
LBRT Liberty Oilfield Services Inc. | 1.61% | 1.21% | 0.31% | 0.00% | 0.48% | 1.80% | 0.77% |
SCSC ScanSource, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
LBRT vs. SCSC - Drawdown Comparison
The maximum LBRT drawdown since its inception was -90.02%, which is greater than SCSC's maximum drawdown of -67.54%. Use the drawdown chart below to compare losses from any high point for LBRT and SCSC. For additional features, visit the drawdowns tool.
Volatility
LBRT vs. SCSC - Volatility Comparison
Liberty Oilfield Services Inc. (LBRT) and ScanSource, Inc. (SCSC) have volatilities of 16.06% and 15.49%, 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.
Financials
LBRT vs. SCSC - Financials Comparison
This section allows you to compare key financial metrics between Liberty Oilfield Services Inc. and ScanSource, 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.
Total Revenue: Total amount of money received from sales and other business activities