PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
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%AugustSeptemberOctoberNovemberDecember2025
1,646.43%
4,569.82%
PRI
FIX

Key characteristics

Sharpe Ratio

PRI:

1.56

FIX:

3.29

Sortino Ratio

PRI:

2.07

FIX:

3.44

Omega Ratio

PRI:

1.28

FIX:

1.48

Calmar Ratio

PRI:

1.87

FIX:

9.43

Martin Ratio

PRI:

4.75

FIX:

21.79

Ulcer Index

PRI:

7.06%

FIX:

6.87%

Daily Std Dev

PRI:

21.57%

FIX:

45.54%

Max Drawdown

PRI:

-54.47%

FIX:

-93.36%

Current Drawdown

PRI:

-4.19%

FIX:

-0.27%

Fundamentals

Market Cap

PRI:

$9.75B

FIX:

$17.93B

EPS

PRI:

$19.95

FIX:

$13.05

PE Ratio

PRI:

14.64

FIX:

38.60

PEG Ratio

PRI:

1.05

FIX:

2.06

Total Revenue (TTM)

PRI:

$2.35B

FIX:

$5.16B

Gross Profit (TTM)

PRI:

$2.08B

FIX:

$1.02B

EBITDA (TTM)

PRI:

$323.96M

FIX:

$618.84M

Returns By Period

In the year-to-date period, PRI achieves a 7.63% return, which is significantly lower than FIX's 18.80% return. Over the past 10 years, PRI has underperformed FIX with an annualized return of 20.80%, while FIX has yielded a comparatively higher 42.46% annualized return.


PRI

YTD

7.63%

1M

9.38%

6M

18.31%

1Y

32.65%

5Y*

19.53%

10Y*

20.80%

FIX

YTD

18.80%

1M

15.75%

6M

65.85%

1Y

146.95%

5Y*

60.22%

10Y*

42.46%

*Annualized

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

PRI vs. FIX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PRI
The Risk-Adjusted Performance Rank of PRI is 8484
Overall Rank
The Sharpe Ratio Rank of PRI is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of PRI is 8282
Sortino Ratio Rank
The Omega Ratio Rank of PRI is 8282
Omega Ratio Rank
The Calmar Ratio Rank of PRI is 8989
Calmar Ratio Rank
The Martin Ratio Rank of PRI is 8080
Martin Ratio Rank

FIX
The Risk-Adjusted Performance Rank of FIX is 9797
Overall Rank
The Sharpe Ratio Rank of FIX is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of FIX is 9494
Sortino Ratio Rank
The Omega Ratio Rank of FIX is 9494
Omega Ratio Rank
The Calmar Ratio Rank of FIX is 100100
Calmar Ratio Rank
The Martin Ratio Rank of FIX is 9898
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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 1.56, compared to the broader market-2.000.002.004.001.563.29
The chart of Sortino ratio for PRI, currently valued at 2.07, compared to the broader market-4.00-2.000.002.004.002.073.44
The chart of Omega ratio for PRI, currently valued at 1.28, compared to the broader market0.501.001.502.001.281.48
The chart of Calmar ratio for PRI, currently valued at 1.87, compared to the broader market0.002.004.006.001.879.43
The chart of Martin ratio for PRI, currently valued at 4.75, compared to the broader market-10.000.0010.0020.0030.004.7521.79
PRI
FIX

The current PRI Sharpe Ratio is 1.56, which is lower than the FIX Sharpe Ratio of 3.29. 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 Ratio1.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
1.56
3.29
PRI
FIX

Dividends

PRI vs. FIX - Dividend Comparison

PRI's dividend yield for the trailing twelve months is around 1.13%, more than FIX's 0.24% yield.


TTM20242023202220212020201920182017201620152014
PRI
Primerica, Inc.
1.13%1.22%1.26%1.55%1.23%1.19%1.04%1.02%0.77%1.01%1.36%0.88%
FIX
Comfort Systems USA, Inc.
0.24%0.28%0.41%0.49%0.49%0.81%0.79%0.76%0.68%0.83%0.88%1.31%

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%AugustSeptemberOctoberNovemberDecember2025
-4.19%
-0.27%
PRI
FIX

Volatility

PRI vs. FIX - Volatility Comparison

The current volatility for Primerica, Inc. (PRI) is 6.73%, while Comfort Systems USA, Inc. (FIX) has a volatility of 11.88%. 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%AugustSeptemberOctoberNovemberDecember2025
6.73%
11.88%
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
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 © 2025 PortfoliosLab