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LOOMIS.ST vs. PDEX
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

LOOMIS.ST vs. PDEX - Performance Comparison

The chart below illustrates the hypothetical performance of a SEK 10,000 investment in Loomis AB ser. B (LOOMIS.ST) and Pro-Dex, Inc. (PDEX). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

LOOMIS.ST is traded in SEK, while PDEX is traded in USD. To make them comparable, the PDEX values have been converted to SEK using the latest available exchange rates.

Returns By Period

In the year-to-date period, LOOMIS.ST achieves a 20.18% return, which is significantly lower than PDEX's 72.60% return. Over the past 10 years, LOOMIS.ST has underperformed PDEX with an annualized return of 11.14%, while PDEX has yielded a comparatively higher 33.95% annualized return.


LOOMIS.ST

1D
-0.88%
1M
7.51%
YTD
20.18%
6M
24.25%
1Y
26.39%
3Y*
18.92%
5Y*
15.43%
10Y*
11.14%

PDEX

1D
-1.42%
1M
28.87%
YTD
72.60%
6M
67.19%
1Y
48.85%
3Y*
43.99%
5Y*
17.11%
10Y*
33.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LOOMIS.ST vs. PDEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LOOMIS.ST
Loomis AB ser. B
20.18%20.26%32.10%-2.72%23.04%8.81%-40.30%39.64%-14.65%30.19%
PDEX
Pro-Dex, Inc.
72.60%-31.41%192.88%6.72%-21.12%-17.58%54.81%53.36%92.58%30.32%

Correlation

The correlation between LOOMIS.ST and PDEX is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.07

Correlation (3Y)
Calculated over the trailing 3-year period

0.07

Correlation (5Y)
Calculated over the trailing 5-year period

0.05

Correlation (10Y)
Calculated over the trailing 10-year period

0.03

Correlation (All Time)
Calculated using the full available price history since Dec 10, 2008

0.02

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Return for Risk

LOOMIS.ST vs. PDEX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LOOMIS.ST
LOOMIS.ST Risk / Return Rank: 7070
Overall Rank
LOOMIS.ST Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
LOOMIS.ST Sortino Ratio Rank: 6969
Sortino Ratio Rank
LOOMIS.ST Omega Ratio Rank: 6969
Omega Ratio Rank
LOOMIS.ST Calmar Ratio Rank: 7070
Calmar Ratio Rank
LOOMIS.ST Martin Ratio Rank: 6969
Martin Ratio Rank

PDEX
PDEX Risk / Return Rank: 6363
Overall Rank
PDEX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
PDEX Sortino Ratio Rank: 6262
Sortino Ratio Rank
PDEX Omega Ratio Rank: 6464
Omega Ratio Rank
PDEX Calmar Ratio Rank: 6060
Calmar Ratio Rank
PDEX Martin Ratio Rank: 6161
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

LOOMIS.ST vs. PDEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Loomis AB ser. B (LOOMIS.ST) and Pro-Dex, Inc. (PDEX). 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.


LOOMIS.STPDEXDifference
Sharpe ratioReturn per unit of total volatility

+0.31

Sortino ratioReturn per unit of downside risk

+0.35

Omega ratioGain probability vs. loss probability

1.22

1.18

+0.04

Calmar ratioReturn relative to maximum drawdown

1.58

0.87

+0.70

Martin ratioReturn relative to average drawdown

3.41

1.92

+1.49

LOOMIS.ST vs. PDEX - Sharpe Ratio Comparison

The current LOOMIS.ST Sharpe Ratio is 1.06, which is higher than the PDEX Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of LOOMIS.ST and PDEX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


LOOMIS.STPDEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.06

0.75

+0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.29

+0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

0.58

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.26

+0.27

Drawdowns

LOOMIS.ST vs. PDEX - Drawdown Comparison

The maximum LOOMIS.ST drawdown since its inception was -61.81%, smaller than the maximum PDEX drawdown of -80.70%. Use the drawdown chart below to compare losses from any high point for LOOMIS.ST and PDEX.


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Drawdown Indicators


LOOMIS.STPDEXDifference

Max Drawdown

Largest peak-to-trough decline

-61.81%

-80.70%

+18.89%

Max Drawdown (1Y)

Largest decline over 1 year

-16.95%

-56.12%

+39.17%

Max Drawdown (3Y)

Largest decline over 3 years

-22.09%

-65.88%

+43.79%

Max Drawdown (5Y)

Largest decline over 5 years

-28.14%

-65.88%

+37.74%

Max Drawdown (10Y)

Largest decline over 10 years

-61.81%

-65.88%

+4.07%

Current Drawdown

Current decline from peak

-5.76%

-7.25%

+1.49%

Average Drawdown

Average peak-to-trough decline

-13.71%

-41.48%

+27.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.79%

25.55%

-17.76%

Volatility

LOOMIS.ST vs. PDEX - Volatility Comparison

The current volatility for Loomis AB ser. B (LOOMIS.ST) is 10.68%, while Pro-Dex, Inc. (PDEX) has a volatility of 14.17%. This indicates that LOOMIS.ST experiences smaller price fluctuations and is considered to be less risky than PDEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LOOMIS.STPDEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.68%

14.17%

-3.49%

Volatility (6M)

Calculated over the trailing 6-month period

19.91%

34.35%

-14.44%

Volatility (1Y)

Calculated over the trailing 1-year period

25.27%

66.07%

-40.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.35%

59.17%

-30.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.84%

58.48%

-26.64%

Dividends

LOOMIS.ST vs. PDEX - Dividend Comparison

LOOMIS.ST's dividend yield for the trailing twelve months is around 4.46%, while PDEX has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
LOOMIS.ST
Loomis AB ser. B
4.46%3.59%3.72%4.48%2.97%2.49%2.43%2.58%3.15%2.32%2.58%2.27%
PDEX
Pro-Dex, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

LOOMIS.ST vs. PDEX - Financials Comparison

This section allows you to compare key financial metrics between Loomis AB ser. B and Pro-Dex, 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


Please note, different currencies. LOOMIS.ST values in SEK, PDEX values in USD

Frequently Asked Questions


LOOMIS.ST and PDEX have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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