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PEN vs. ELF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between PEN and ELF is 0.24, 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

PEN vs. ELF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Penumbra, Inc. (PEN) and e.l.f. Beauty, Inc. (ELF). The values are adjusted to include any dividend payments, if applicable.

-60.00%-40.00%-20.00%0.00%20.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
35.83%
-37.52%
PEN
ELF

Key characteristics

Sharpe Ratio

PEN:

-0.05

ELF:

-0.18

Sortino Ratio

PEN:

0.21

ELF:

0.17

Omega Ratio

PEN:

1.03

ELF:

1.02

Calmar Ratio

PEN:

-0.03

ELF:

-0.21

Martin Ratio

PEN:

-0.08

ELF:

-0.38

Ulcer Index

PEN:

23.17%

ELF:

28.97%

Daily Std Dev

PEN:

39.12%

ELF:

61.88%

Max Drawdown

PEN:

-62.64%

ELF:

-77.00%

Current Drawdown

PEN:

-29.51%

ELF:

-40.98%

Fundamentals

Market Cap

PEN:

$9.50B

ELF:

$7.90B

EPS

PEN:

$0.87

ELF:

$1.85

PE Ratio

PEN:

284.54

ELF:

75.82

PEG Ratio

PEN:

-62.27

ELF:

2.03

Total Revenue (TTM)

PEN:

$1.16B

ELF:

$1.22B

Gross Profit (TTM)

PEN:

$726.29M

ELF:

$864.50M

EBITDA (TTM)

PEN:

$33.77M

ELF:

$180.00M

Returns By Period

In the year-to-date period, PEN achieves a -3.58% return, which is significantly higher than ELF's -10.86% return.


PEN

YTD

-3.58%

1M

1.40%

6M

35.83%

1Y

-6.20%

5Y*

8.73%

10Y*

N/A

ELF

YTD

-10.86%

1M

8.12%

6M

-37.52%

1Y

-11.39%

5Y*

52.27%

10Y*

N/A

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

PEN vs. ELF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Penumbra, Inc. (PEN) and e.l.f. Beauty, Inc. (ELF). 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 PEN, currently valued at -0.05, compared to the broader market-4.00-2.000.002.00-0.05-0.18
The chart of Sortino ratio for PEN, currently valued at 0.21, compared to the broader market-4.00-2.000.002.004.000.210.17
The chart of Omega ratio for PEN, currently valued at 1.03, compared to the broader market0.501.001.502.001.031.02
The chart of Calmar ratio for PEN, currently valued at -0.03, compared to the broader market0.002.004.006.00-0.03-0.21
The chart of Martin ratio for PEN, currently valued at -0.08, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.08-0.38
PEN
ELF

The current PEN Sharpe Ratio is -0.05, which is higher than the ELF Sharpe Ratio of -0.18. The chart below compares the historical Sharpe Ratios of PEN and ELF, 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-1.00-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
-0.05
-0.18
PEN
ELF

Dividends

PEN vs. ELF - Dividend Comparison

Neither PEN nor ELF has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

PEN vs. ELF - Drawdown Comparison

The maximum PEN drawdown since its inception was -62.64%, smaller than the maximum ELF drawdown of -77.00%. Use the drawdown chart below to compare losses from any high point for PEN and ELF. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-29.51%
-40.98%
PEN
ELF

Volatility

PEN vs. ELF - Volatility Comparison

The current volatility for Penumbra, Inc. (PEN) is 8.75%, while e.l.f. Beauty, Inc. (ELF) has a volatility of 17.36%. This indicates that PEN experiences smaller price fluctuations and is considered to be less risky than ELF 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
8.75%
17.36%
PEN
ELF

Financials

PEN vs. ELF - Financials Comparison

This section allows you to compare key financial metrics between Penumbra, Inc. and e.l.f. Beauty, 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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