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PRI vs. FIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between PRI and FIX is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

PRI vs. FIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Primerica, Inc. (PRI) and Comfort Systems USA, Inc. (FIX). The values are adjusted to include any dividend payments, if applicable.

1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%JulyAugustSeptemberOctoberNovemberDecember
1,523.05%
3,964.15%
PRI
FIX

Key characteristics

Sharpe Ratio

PRI:

1.71

FIX:

2.52

Sortino Ratio

PRI:

2.24

FIX:

2.88

Omega Ratio

PRI:

1.31

FIX:

1.40

Calmar Ratio

PRI:

2.03

FIX:

7.12

Martin Ratio

PRI:

5.52

FIX:

17.97

Ulcer Index

PRI:

6.61%

FIX:

6.26%

Daily Std Dev

PRI:

21.33%

FIX:

44.68%

Max Drawdown

PRI:

-54.47%

FIX:

-93.36%

Current Drawdown

PRI:

-10.96%

FIX:

-13.03%

Fundamentals

Market Cap

PRI:

$9.20B

FIX:

$16.18B

EPS

PRI:

$19.95

FIX:

$13.09

PE Ratio

PRI:

13.82

FIX:

34.72

PEG Ratio

PRI:

1.05

FIX:

2.06

Total Revenue (TTM)

PRI:

$3.08B

FIX:

$6.52B

Gross Profit (TTM)

PRI:

$2.72B

FIX:

$1.29B

EBITDA (TTM)

PRI:

$550.88M

FIX:

$758.88M

Returns By Period

In the year-to-date period, PRI achieves a 33.66% return, which is significantly lower than FIX's 113.90% return. Over the past 10 years, PRI has underperformed FIX with an annualized return of 18.96%, while FIX has yielded a comparatively higher 39.41% annualized return.


PRI

YTD

33.66%

1M

-7.55%

6M

15.86%

1Y

34.66%

5Y*

16.87%

10Y*

18.96%

FIX

YTD

113.90%

1M

-7.94%

6M

38.85%

1Y

113.01%

5Y*

55.24%

10Y*

39.41%

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Risk-Adjusted Performance

PRI vs. FIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Primerica, Inc. (PRI) and Comfort Systems USA, Inc. (FIX). 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 PRI, currently valued at 1.71, compared to the broader market-4.00-2.000.002.001.712.52
The chart of Sortino ratio for PRI, currently valued at 2.24, compared to the broader market-4.00-2.000.002.004.002.242.88
The chart of Omega ratio for PRI, currently valued at 1.31, compared to the broader market0.501.001.502.001.311.40
The chart of Calmar ratio for PRI, currently valued at 2.03, compared to the broader market0.002.004.006.002.037.12
The chart of Martin ratio for PRI, currently valued at 5.52, compared to the broader market-5.000.005.0010.0015.0020.0025.005.5217.97
PRI
FIX

The current PRI Sharpe Ratio is 1.71, which is lower than the FIX Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of PRI and FIX, 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 Ratio1.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.71
2.52
PRI
FIX

Dividends

PRI vs. FIX - Dividend Comparison

PRI's dividend yield for the trailing twelve months is around 1.22%, more than FIX's 0.27% yield.


TTM20232022202120202019201820172016201520142013
PRI
Primerica, Inc.
1.22%1.26%1.55%1.23%1.19%1.04%1.02%0.77%1.01%1.36%0.88%1.03%
FIX
Comfort Systems USA, Inc.
0.27%0.41%0.49%0.49%0.81%0.79%0.76%0.68%0.83%0.88%1.31%1.08%

Drawdowns

PRI vs. FIX - Drawdown Comparison

The maximum PRI drawdown since its inception was -54.47%, smaller than the maximum FIX drawdown of -93.36%. Use the drawdown chart below to compare losses from any high point for PRI and FIX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.96%
-13.03%
PRI
FIX

Volatility

PRI vs. FIX - Volatility Comparison

The current volatility for Primerica, Inc. (PRI) is 6.01%, while Comfort Systems USA, Inc. (FIX) has a volatility of 11.06%. This indicates that PRI experiences smaller price fluctuations and is considered to be less risky than FIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
6.01%
11.06%
PRI
FIX

Financials

PRI vs. FIX - Financials Comparison

This section allows you to compare key financial metrics between Primerica, Inc. and Comfort Systems USA, 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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