METC vs. ARMK

In the year-to-date period, METC achieves a -1.49% return, which is significantly higher than ARMK's -11.50% return.

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This table presents a comparison of risk-adjusted performance metrics for Ramaco Resources, Inc. (METC) and Aramark (ARMK). 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.

The current METC Sharpe Ratio is -0.38, which is lower than the ARMK Sharpe Ratio of 0.13. The chart below compares the historical Sharpe Ratios of METC and ARMK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

METC's dividend yield for the trailing twelve months is around 4.09%, more than ARMK's 1.21% yield.

The maximum METC drawdown since its inception was -85.53%, which is greater than ARMK's maximum drawdown of -72.27%. Use the drawdown chart below to compare losses from any high point for METC and ARMK. For additional features, visit the drawdowns tool.

Ramaco Resources, Inc. (METC) has a higher volatility of 28.27% compared to Aramark (ARMK) at 16.07%. This indicates that METC's price experiences larger fluctuations and is considered to be riskier than ARMK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Ramaco Resources, Inc. and Aramark. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.