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MOH vs. XPEL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MOH and XPEL is 0.08, 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.


-0.50.00.51.00.1

Performance

MOH vs. XPEL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Molina Healthcare, Inc. (MOH) and XPEL, Inc. (XPEL). The values are adjusted to include any dividend payments, if applicable.

1,200.00%1,400.00%1,600.00%1,800.00%2,000.00%2,200.00%JulyAugustSeptemberOctoberNovemberDecember
1,290.27%
1,993.50%
MOH
XPEL

Key characteristics

Sharpe Ratio

MOH:

-0.49

XPEL:

-0.32

Sortino Ratio

MOH:

-0.55

XPEL:

-0.00

Omega Ratio

MOH:

0.93

XPEL:

1.00

Calmar Ratio

MOH:

-0.55

XPEL:

-0.35

Martin Ratio

MOH:

-0.97

XPEL:

-0.90

Ulcer Index

MOH:

19.54%

XPEL:

26.57%

Daily Std Dev

MOH:

38.46%

XPEL:

73.54%

Max Drawdown

MOH:

-68.37%

XPEL:

-99.77%

Current Drawdown

MOH:

-29.30%

XPEL:

-58.71%

Fundamentals

Market Cap

MOH:

$16.69B

XPEL:

$1.20B

EPS

MOH:

$19.65

XPEL:

$1.75

PE Ratio

MOH:

14.85

XPEL:

24.83

Total Revenue (TTM)

MOH:

$39.18B

XPEL:

$418.41M

Gross Profit (TTM)

MOH:

$4.64B

XPEL:

$174.59M

EBITDA (TTM)

MOH:

$1.82B

XPEL:

$72.41M

Returns By Period

In the year-to-date period, MOH achieves a -17.91% return, which is significantly higher than XPEL's -22.25% return. Over the past 10 years, MOH has underperformed XPEL with an annualized return of 18.59%, while XPEL has yielded a comparatively higher 33.47% annualized return.


MOH

YTD

-17.91%

1M

1.51%

6M

-3.05%

1Y

-17.44%

5Y*

17.36%

10Y*

18.59%

XPEL

YTD

-22.25%

1M

-3.79%

6M

13.93%

1Y

-25.76%

5Y*

23.64%

10Y*

33.47%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

MOH vs. XPEL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Molina Healthcare, Inc. (MOH) and XPEL, Inc. (XPEL). 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 MOH, currently valued at -0.49, compared to the broader market-4.00-2.000.002.00-0.49-0.32
The chart of Sortino ratio for MOH, currently valued at -0.55, compared to the broader market-4.00-2.000.002.004.00-0.55-0.00
The chart of Omega ratio for MOH, currently valued at 0.93, compared to the broader market0.501.001.502.000.931.00
The chart of Calmar ratio for MOH, currently valued at -0.55, compared to the broader market0.002.004.006.00-0.55-0.35
The chart of Martin ratio for MOH, currently valued at -0.97, compared to the broader market0.0010.0020.00-0.97-0.90
MOH
XPEL

The current MOH Sharpe Ratio is -0.49, which is lower than the XPEL Sharpe Ratio of -0.32. The chart below compares the historical Sharpe Ratios of MOH and XPEL, 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-1.00-0.500.000.50JulyAugustSeptemberOctoberNovemberDecember
-0.49
-0.32
MOH
XPEL

Dividends

MOH vs. XPEL - Dividend Comparison

Neither MOH nor XPEL has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

MOH vs. XPEL - Drawdown Comparison

The maximum MOH drawdown since its inception was -68.37%, smaller than the maximum XPEL drawdown of -99.77%. Use the drawdown chart below to compare losses from any high point for MOH and XPEL. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-29.30%
-58.71%
MOH
XPEL

Volatility

MOH vs. XPEL - Volatility Comparison

The current volatility for Molina Healthcare, Inc. (MOH) is 10.43%, while XPEL, Inc. (XPEL) has a volatility of 11.84%. This indicates that MOH experiences smaller price fluctuations and is considered to be less risky than XPEL 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%JulyAugustSeptemberOctoberNovemberDecember
10.43%
11.84%
MOH
XPEL

Financials

MOH vs. XPEL - Financials Comparison

This section allows you to compare key financial metrics between Molina Healthcare, Inc. and XPEL, 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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