PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
OMI vs. CAH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between OMI and CAH is 0.30, 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.


-0.50.00.51.00.3

Performance

OMI vs. CAH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Owens & Minor, Inc. (OMI) and Cardinal Health, Inc. (CAH). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-26.22%
14.15%
OMI
CAH

Key characteristics

Sharpe Ratio

OMI:

-0.68

CAH:

1.00

Sortino Ratio

OMI:

-0.76

CAH:

1.47

Omega Ratio

OMI:

0.90

CAH:

1.19

Calmar Ratio

OMI:

-0.50

CAH:

1.19

Martin Ratio

OMI:

-1.02

CAH:

2.58

Ulcer Index

OMI:

37.40%

CAH:

8.39%

Daily Std Dev

OMI:

55.61%

CAH:

21.75%

Max Drawdown

OMI:

-93.26%

CAH:

-61.58%

Current Drawdown

OMI:

-74.30%

CAH:

-5.63%

Fundamentals

Market Cap

OMI:

$1.02B

CAH:

$28.03B

EPS

OMI:

-$0.63

CAH:

$5.20

PEG Ratio

OMI:

4.07

CAH:

0.98

Total Revenue (TTM)

OMI:

$10.66B

CAH:

$224.50B

Gross Profit (TTM)

OMI:

$2.07B

CAH:

$7.44B

EBITDA (TTM)

OMI:

$466.02M

CAH:

$2.57B

Returns By Period

In the year-to-date period, OMI achieves a -35.03% return, which is significantly lower than CAH's 19.02% return. Over the past 10 years, OMI has underperformed CAH with an annualized return of -8.45%, while CAH has yielded a comparatively higher 6.80% annualized return.


OMI

YTD

-35.03%

1M

5.30%

6M

-26.22%

1Y

-38.02%

5Y*

20.32%

10Y*

-8.45%

CAH

YTD

19.02%

1M

-1.71%

6M

14.15%

1Y

19.10%

5Y*

21.64%

10Y*

6.80%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

OMI vs. CAH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Owens & Minor, Inc. (OMI) and Cardinal Health, Inc. (CAH). 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 OMI, currently valued at -0.68, compared to the broader market-4.00-2.000.002.00-0.681.00
The chart of Sortino ratio for OMI, currently valued at -0.76, compared to the broader market-4.00-2.000.002.004.00-0.761.47
The chart of Omega ratio for OMI, currently valued at 0.90, compared to the broader market0.501.001.502.000.901.19
The chart of Calmar ratio for OMI, currently valued at -0.50, compared to the broader market0.002.004.006.00-0.501.19
The chart of Martin ratio for OMI, currently valued at -1.02, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.022.58
OMI
CAH

The current OMI Sharpe Ratio is -0.68, which is lower than the CAH Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of OMI and CAH, 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-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
-0.68
1.00
OMI
CAH

Dividends

OMI vs. CAH - Dividend Comparison

OMI has not paid dividends to shareholders, while CAH's dividend yield for the trailing twelve months is around 1.70%.


TTM20232022202120202019201820172016201520142013
OMI
Owens & Minor, Inc.
0.00%0.00%0.00%0.03%0.04%0.23%13.51%5.47%2.89%2.81%2.85%2.63%
CAH
Cardinal Health, Inc.
1.70%1.98%2.57%3.80%3.62%3.79%4.24%2.99%2.41%1.68%1.65%1.77%

Drawdowns

OMI vs. CAH - Drawdown Comparison

The maximum OMI drawdown since its inception was -93.26%, which is greater than CAH's maximum drawdown of -61.58%. Use the drawdown chart below to compare losses from any high point for OMI and CAH. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-74.30%
-5.63%
OMI
CAH

Volatility

OMI vs. CAH - Volatility Comparison

Owens & Minor, Inc. (OMI) has a higher volatility of 16.55% compared to Cardinal Health, Inc. (CAH) at 5.40%. This indicates that OMI's price experiences larger fluctuations and is considered to be riskier than CAH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
16.55%
5.40%
OMI
CAH

Financials

OMI vs. CAH - Financials Comparison

This section allows you to compare key financial metrics between Owens & Minor, Inc. and Cardinal Health, 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab