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PDCO vs. OMI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

PDCO vs. OMI - Performance Comparison

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

-30.00%-20.00%-10.00%0.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-15.25%
-31.89%
PDCO
OMI

Returns By Period

In the year-to-date period, PDCO achieves a -23.43% return, which is significantly higher than OMI's -36.38% return. Over the past 10 years, PDCO has outperformed OMI with an annualized return of -4.42%, while OMI has yielded a comparatively lower -8.05% annualized return.


PDCO

YTD

-23.43%

1M

-2.06%

6M

-15.25%

1Y

-31.97%

5Y (annualized)

6.19%

10Y (annualized)

-4.42%

OMI

YTD

-36.38%

1M

-12.49%

6M

-31.89%

1Y

-34.61%

5Y (annualized)

14.93%

10Y (annualized)

-8.05%

Fundamentals


PDCOOMI
Market Cap$1.83B$1.03B
EPS$1.81-$0.61
PEG Ratio2.104.07
Total Revenue (TTM)$4.88B$10.66B
Gross Profit (TTM)$1.03B$2.07B
EBITDA (TTM)$261.86M$440.83M

Key characteristics


PDCOOMI
Sharpe Ratio-0.89-0.57
Sortino Ratio-1.11-0.53
Omega Ratio0.830.93
Calmar Ratio-0.69-0.42
Martin Ratio-1.43-0.93
Ulcer Index22.61%34.39%
Daily Std Dev36.23%55.44%
Max Drawdown-70.34%-93.26%
Current Drawdown-43.14%-74.83%

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Correlation

-0.50.00.51.00.3

The correlation between PDCO and OMI 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.

Risk-Adjusted Performance

PDCO vs. OMI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Patterson Companies, Inc. (PDCO) and Owens & Minor, Inc. (OMI). 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 PDCO, currently valued at -0.89, compared to the broader market-4.00-2.000.002.004.00-0.89-0.57
The chart of Sortino ratio for PDCO, currently valued at -1.11, compared to the broader market-4.00-2.000.002.004.00-1.11-0.53
The chart of Omega ratio for PDCO, currently valued at 0.83, compared to the broader market0.501.001.502.000.830.93
The chart of Calmar ratio for PDCO, currently valued at -0.69, compared to the broader market0.002.004.006.00-0.69-0.42
The chart of Martin ratio for PDCO, currently valued at -1.43, compared to the broader market-10.000.0010.0020.0030.00-1.43-0.93
PDCO
OMI

The current PDCO Sharpe Ratio is -0.89, which is lower than the OMI Sharpe Ratio of -0.57. The chart below compares the historical Sharpe Ratios of PDCO and OMI, 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-1.00-0.80-0.60-0.40-0.200.00JuneJulyAugustSeptemberOctoberNovember
-0.89
-0.57
PDCO
OMI

Dividends

PDCO vs. OMI - Dividend Comparison

PDCO's dividend yield for the trailing twelve months is around 4.98%, while OMI has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
PDCO
Patterson Companies, Inc.
4.98%3.66%3.71%3.54%3.51%5.08%5.29%2.82%2.29%1.90%1.58%1.17%
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%

Drawdowns

PDCO vs. OMI - Drawdown Comparison

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


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%JuneJulyAugustSeptemberOctoberNovember
-43.14%
-74.83%
PDCO
OMI

Volatility

PDCO vs. OMI - Volatility Comparison

The current volatility for Patterson Companies, Inc. (PDCO) is 10.53%, while Owens & Minor, Inc. (OMI) has a volatility of 22.86%. This indicates that PDCO experiences smaller price fluctuations and is considered to be less risky than OMI 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%JuneJulyAugustSeptemberOctoberNovember
10.53%
22.86%
PDCO
OMI

Financials

PDCO vs. OMI - Financials Comparison

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