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

Correlation

The correlation between OMI and PDCO is 0.33, 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. PDCO - Performance Comparison

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

500.00%1,000.00%1,500.00%2,000.00%JulyAugustSeptemberOctoberNovemberDecember
285.49%
2,300.81%
OMI
PDCO

Key characteristics

Sharpe Ratio

OMI:

-0.68

PDCO:

0.33

Sortino Ratio

OMI:

-0.76

PDCO:

1.07

Omega Ratio

OMI:

0.90

PDCO:

1.14

Calmar Ratio

OMI:

-0.50

PDCO:

0.34

Martin Ratio

OMI:

-1.02

PDCO:

0.82

Ulcer Index

OMI:

37.40%

PDCO:

19.14%

Daily Std Dev

OMI:

55.61%

PDCO:

48.07%

Max Drawdown

OMI:

-93.26%

PDCO:

-70.34%

Current Drawdown

OMI:

-74.30%

PDCO:

-16.04%

Fundamentals

Market Cap

OMI:

$1.02B

PDCO:

$2.73B

EPS

OMI:

-$0.63

PDCO:

$1.69

PEG Ratio

OMI:

4.07

PDCO:

2.10

Total Revenue (TTM)

OMI:

$10.66B

PDCO:

$6.55B

Gross Profit (TTM)

OMI:

$2.07B

PDCO:

$1.36B

EBITDA (TTM)

OMI:

$466.02M

PDCO:

$342.20M

Returns By Period

In the year-to-date period, OMI achieves a -35.03% return, which is significantly lower than PDCO's 13.06% return. Over the past 10 years, OMI has underperformed PDCO with an annualized return of -8.45%, while PDCO has yielded a comparatively higher -1.07% annualized return.


OMI

YTD

-35.03%

1M

5.30%

6M

-26.22%

1Y

-38.02%

5Y*

20.32%

10Y*

-8.45%

PDCO

YTD

13.06%

1M

53.84%

6M

29.83%

1Y

13.25%

5Y*

12.54%

10Y*

-1.07%

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. PDCO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Owens & Minor, Inc. (OMI) and Patterson Companies, Inc. (PDCO). 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-4.00-2.000.002.00-0.680.33
The chart of Sortino ratio for OMI, currently valued at -0.76, compared to the broader market-4.00-2.000.002.004.00-0.761.07
The chart of Omega ratio for OMI, currently valued at 0.90, compared to the broader market0.501.001.502.000.901.14
The chart of Calmar ratio for OMI, currently valued at -0.50, compared to the broader market0.002.004.006.00-0.500.34
The chart of Martin ratio for OMI, currently valued at -1.02, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.020.82
OMI
PDCO

The current OMI Sharpe Ratio is -0.68, which is lower than the PDCO Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of OMI and PDCO, 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
-0.68
0.33
OMI
PDCO

Dividends

OMI vs. PDCO - Dividend Comparison

OMI has not paid dividends to shareholders, while PDCO's dividend yield for the trailing twelve months is around 3.37%.


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%
PDCO
Patterson Companies, Inc.
3.37%3.66%3.71%3.54%3.51%5.08%5.29%2.82%2.29%1.90%1.58%1.17%

Drawdowns

OMI vs. PDCO - Drawdown Comparison

The maximum OMI drawdown since its inception was -93.26%, which is greater than PDCO's maximum drawdown of -70.34%. Use the drawdown chart below to compare losses from any high point for OMI and PDCO. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-74.30%
-16.04%
OMI
PDCO

Volatility

OMI vs. PDCO - Volatility Comparison

The current volatility for Owens & Minor, Inc. (OMI) is 16.55%, while Patterson Companies, Inc. (PDCO) has a volatility of 30.94%. This indicates that OMI experiences smaller price fluctuations and is considered to be less risky than PDCO 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%30.00%JulyAugustSeptemberOctoberNovemberDecember
16.55%
30.94%
OMI
PDCO

Financials

OMI vs. PDCO - Financials Comparison

This section allows you to compare key financial metrics between Owens & Minor, Inc. and Patterson Companies, 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