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MKTX vs. SEDG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MKTX and SEDG is 0.20, 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.


-0.50.00.51.00.2

Performance

MKTX vs. SEDG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MarketAxess Holdings Inc. (MKTX) and SolarEdge Technologies, Inc. (SEDG). The values are adjusted to include any dividend payments, if applicable.

-60.00%-40.00%-20.00%0.00%20.00%40.00%AugustSeptemberOctoberNovemberDecember2025
0.27%
-50.42%
MKTX
SEDG

Key characteristics

Sharpe Ratio

MKTX:

-0.51

SEDG:

-0.88

Sortino Ratio

MKTX:

-0.51

SEDG:

-1.78

Omega Ratio

MKTX:

0.92

SEDG:

0.80

Calmar Ratio

MKTX:

-0.26

SEDG:

-0.83

Martin Ratio

MKTX:

-0.88

SEDG:

-1.28

Ulcer Index

MKTX:

19.69%

SEDG:

63.36%

Daily Std Dev

MKTX:

33.60%

SEDG:

92.39%

Max Drawdown

MKTX:

-80.60%

SEDG:

-97.16%

Current Drawdown

MKTX:

-60.68%

SEDG:

-96.36%

Fundamentals

Market Cap

MKTX:

$8.50B

SEDG:

$818.83M

EPS

MKTX:

$7.38

SEDG:

-$29.10

PEG Ratio

MKTX:

2.77

SEDG:

4.61

Total Revenue (TTM)

MKTX:

$615.62M

SEDG:

$730.71M

Gross Profit (TTM)

MKTX:

$454.39M

SEDG:

-$730.46M

EBITDA (TTM)

MKTX:

$325.00M

SEDG:

-$1.14B

Returns By Period

In the year-to-date period, MKTX achieves a -1.22% return, which is significantly higher than SEDG's -1.54% return.


MKTX

YTD

-1.22%

1M

-2.51%

6M

0.27%

1Y

-18.76%

5Y*

-8.25%

10Y*

12.35%

SEDG

YTD

-1.54%

1M

-2.97%

6M

-50.43%

1Y

-81.21%

5Y*

-33.64%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

MKTX vs. SEDG — Risk-Adjusted Performance Rank

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

MKTX
The Risk-Adjusted Performance Rank of MKTX is 2323
Overall Rank
The Sharpe Ratio Rank of MKTX is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of MKTX is 1919
Sortino Ratio Rank
The Omega Ratio Rank of MKTX is 1818
Omega Ratio Rank
The Calmar Ratio Rank of MKTX is 3030
Calmar Ratio Rank
The Martin Ratio Rank of MKTX is 2727
Martin Ratio Rank

SEDG
The Risk-Adjusted Performance Rank of SEDG is 66
Overall Rank
The Sharpe Ratio Rank of SEDG is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of SEDG is 33
Sortino Ratio Rank
The Omega Ratio Rank of SEDG is 55
Omega Ratio Rank
The Calmar Ratio Rank of SEDG is 44
Calmar Ratio Rank
The Martin Ratio Rank of SEDG is 1212
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MKTX vs. SEDG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MarketAxess Holdings Inc. (MKTX) and SolarEdge Technologies, Inc. (SEDG). 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 MKTX, currently valued at -0.51, compared to the broader market-2.000.002.00-0.51-0.88
The chart of Sortino ratio for MKTX, currently valued at -0.51, compared to the broader market-4.00-2.000.002.004.00-0.51-1.78
The chart of Omega ratio for MKTX, currently valued at 0.92, compared to the broader market0.501.001.502.000.920.80
The chart of Calmar ratio for MKTX, currently valued at -0.26, compared to the broader market0.002.004.006.00-0.26-0.83
The chart of Martin ratio for MKTX, currently valued at -0.88, compared to the broader market-20.00-10.000.0010.0020.00-0.88-1.28
MKTX
SEDG

The current MKTX Sharpe Ratio is -0.51, which is higher than the SEDG Sharpe Ratio of -0.88. The chart below compares the historical Sharpe Ratios of MKTX and SEDG, 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-1.00-0.500.000.501.00AugustSeptemberOctoberNovemberDecember2025
-0.51
-0.88
MKTX
SEDG

Dividends

MKTX vs. SEDG - Dividend Comparison

MKTX's dividend yield for the trailing twelve months is around 1.33%, while SEDG has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
MKTX
MarketAxess Holdings Inc.
1.33%1.31%0.98%1.00%0.64%0.42%0.54%0.80%0.65%0.71%0.72%0.89%
SEDG
SolarEdge Technologies, 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%

Drawdowns

MKTX vs. SEDG - Drawdown Comparison

The maximum MKTX drawdown since its inception was -80.60%, smaller than the maximum SEDG drawdown of -97.16%. Use the drawdown chart below to compare losses from any high point for MKTX and SEDG. For additional features, visit the drawdowns tool.


-100.00%-90.00%-80.00%-70.00%-60.00%-50.00%AugustSeptemberOctoberNovemberDecember2025
-60.68%
-96.36%
MKTX
SEDG

Volatility

MKTX vs. SEDG - Volatility Comparison

The current volatility for MarketAxess Holdings Inc. (MKTX) is 4.74%, while SolarEdge Technologies, Inc. (SEDG) has a volatility of 25.82%. This indicates that MKTX experiences smaller price fluctuations and is considered to be less risky than SEDG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%AugustSeptemberOctoberNovemberDecember2025
4.74%
25.82%
MKTX
SEDG

Financials

MKTX vs. SEDG - Financials Comparison

This section allows you to compare key financial metrics between MarketAxess Holdings Inc. and SolarEdge Technologies, 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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