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LCII vs. REVG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between LCII and REVG is 0.45, 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.


-0.50.00.51.00.5

Performance

LCII vs. REVG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in LCI Industries (LCII) and REV Group, Inc. (REVG). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
11.70%
19.14%
LCII
REVG

Key characteristics

Sharpe Ratio

LCII:

-0.23

REVG:

2.29

Sortino Ratio

LCII:

-0.07

REVG:

2.96

Omega Ratio

LCII:

0.99

REVG:

1.37

Calmar Ratio

LCII:

-0.25

REVG:

2.48

Martin Ratio

LCII:

-0.70

REVG:

13.64

Ulcer Index

LCII:

12.08%

REVG:

8.03%

Daily Std Dev

LCII:

37.17%

REVG:

47.92%

Max Drawdown

LCII:

-87.55%

REVG:

-88.07%

Current Drawdown

LCII:

-22.97%

REVG:

-7.47%

Fundamentals

Market Cap

LCII:

$2.82B

REVG:

$1.70B

EPS

LCII:

$5.13

REVG:

$4.72

PE Ratio

LCII:

21.59

REVG:

6.91

PEG Ratio

LCII:

1.09

REVG:

0.95

Total Revenue (TTM)

LCII:

$3.78B

REVG:

$2.38B

Gross Profit (TTM)

LCII:

$871.36M

REVG:

$296.70M

EBITDA (TTM)

LCII:

$302.40M

REVG:

$157.40M

Returns By Period

In the year-to-date period, LCII achieves a -8.54% return, which is significantly lower than REVG's 113.31% return.


LCII

YTD

-8.54%

1M

-2.49%

6M

11.70%

1Y

-7.65%

5Y (annualized)

4.18%

10Y (annualized)

11.34%

REVG

YTD

113.31%

1M

9.84%

6M

19.14%

1Y

115.91%

5Y (annualized)

26.39%

10Y (annualized)

N/A

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Risk-Adjusted Performance

LCII vs. REVG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for LCI Industries (LCII) and REV Group, Inc. (REVG). 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 LCII, currently valued at -0.23, compared to the broader market-4.00-2.000.002.00-0.232.29
The chart of Sortino ratio for LCII, currently valued at -0.07, compared to the broader market-4.00-2.000.002.004.00-0.072.96
The chart of Omega ratio for LCII, currently valued at 0.99, compared to the broader market0.501.001.502.000.991.37
The chart of Calmar ratio for LCII, currently valued at -0.25, compared to the broader market0.002.004.006.00-0.252.48
The chart of Martin ratio for LCII, currently valued at -0.70, compared to the broader market-10.000.0010.0020.0030.00-0.7013.64
LCII
REVG

The current LCII Sharpe Ratio is -0.23, which is lower than the REVG Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of LCII and REVG, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.23
2.29
LCII
REVG

Dividends

LCII vs. REVG - Dividend Comparison

LCII's dividend yield for the trailing twelve months is around 3.88%, less than REVG's 9.82% yield.


TTM20232022202120202019201820172016201520142013
LCII
LCI Industries
3.88%3.34%4.38%2.21%2.16%2.38%3.52%1.58%1.30%3.28%0.00%3.91%
REVG
REV Group, Inc.
9.82%1.10%1.58%1.06%1.14%1.64%2.66%0.46%0.00%0.00%0.00%0.00%

Drawdowns

LCII vs. REVG - Drawdown Comparison

The maximum LCII drawdown since its inception was -87.55%, roughly equal to the maximum REVG drawdown of -88.07%. Use the drawdown chart below to compare losses from any high point for LCII and REVG. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-22.97%
-7.47%
LCII
REVG

Volatility

LCII vs. REVG - Volatility Comparison

The current volatility for LCI Industries (LCII) is 8.43%, while REV Group, Inc. (REVG) has a volatility of 17.68%. This indicates that LCII experiences smaller price fluctuations and is considered to be less risky than REVG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


8.00%10.00%12.00%14.00%16.00%18.00%JulyAugustSeptemberOctoberNovemberDecember
8.43%
17.68%
LCII
REVG

Financials

LCII vs. REVG - Financials Comparison

This section allows you to compare key financial metrics between LCI Industries and REV Group, 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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