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

Key characteristics


SCIHSY
YTD Return25.84%1.01%
1Y Return42.64%-4.22%
3Y Return (Ann)10.21%3.43%
5Y Return (Ann)16.28%7.08%
10Y Return (Ann)16.35%9.22%
Sharpe Ratio2.25-0.13
Sortino Ratio3.12-0.05
Omega Ratio1.410.99
Calmar Ratio2.60-0.08
Martin Ratio11.27-0.39
Ulcer Index4.29%6.90%
Daily Std Dev21.47%20.32%
Max Drawdown-96.50%-49.16%
Current Drawdown-2.16%-30.79%

Fundamentals


SCIHSY
Market Cap$12.46B$36.73B
EPS$3.43$8.69
PE Ratio25.1220.89
PEG Ratio1.793.81
Total Revenue (TTM)$4.15B$10.97B
Gross Profit (TTM)$1.07B$4.77B
EBITDA (TTM)$606.68M$2.70B

Correlation

-0.50.00.51.00.2

The correlation between SCI and HSY is 0.21, 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.

Performance

SCI vs. HSY - Performance Comparison

In the year-to-date period, SCI achieves a 25.84% return, which is significantly higher than HSY's 1.01% return. Over the past 10 years, SCI has outperformed HSY with an annualized return of 16.35%, while HSY has yielded a comparatively lower 9.22% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
21.21%
-10.77%
SCI
HSY

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

SCI vs. HSY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Service Corporation International (SCI) and The Hershey Company (HSY). 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.


SCI
Sharpe ratio
The chart of Sharpe ratio for SCI, currently valued at 2.25, compared to the broader market-4.00-2.000.002.004.002.25
Sortino ratio
The chart of Sortino ratio for SCI, currently valued at 3.12, compared to the broader market-4.00-2.000.002.004.006.003.12
Omega ratio
The chart of Omega ratio for SCI, currently valued at 1.41, compared to the broader market0.501.001.502.001.41
Calmar ratio
The chart of Calmar ratio for SCI, currently valued at 2.60, compared to the broader market0.002.004.006.002.60
Martin ratio
The chart of Martin ratio for SCI, currently valued at 11.27, compared to the broader market0.0010.0020.0030.0011.27
HSY
Sharpe ratio
The chart of Sharpe ratio for HSY, currently valued at -0.13, compared to the broader market-4.00-2.000.002.004.00-0.13
Sortino ratio
The chart of Sortino ratio for HSY, currently valued at -0.05, compared to the broader market-4.00-2.000.002.004.006.00-0.05
Omega ratio
The chart of Omega ratio for HSY, currently valued at 0.99, compared to the broader market0.501.001.502.000.99
Calmar ratio
The chart of Calmar ratio for HSY, currently valued at -0.08, compared to the broader market0.002.004.006.00-0.08
Martin ratio
The chart of Martin ratio for HSY, currently valued at -0.39, compared to the broader market0.0010.0020.0030.00-0.39

SCI vs. HSY - Sharpe Ratio Comparison

The current SCI Sharpe Ratio is 2.25, which is higher than the HSY Sharpe Ratio of -0.13. The chart below compares the historical Sharpe Ratios of SCI and HSY, 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-1.000.001.002.00JuneJulyAugustSeptemberOctoberNovember
2.25
-0.13
SCI
HSY

Dividends

SCI vs. HSY - Dividend Comparison

SCI's dividend yield for the trailing twelve months is around 1.40%, less than HSY's 2.87% yield.


TTM20232022202120202019201820172016201520142013
SCI
Service Corporation International
1.40%1.64%1.48%1.24%1.59%1.56%1.69%1.55%1.80%1.69%1.50%1.49%
HSY
The Hershey Company
2.87%2.39%1.67%1.76%2.07%2.03%2.57%2.24%2.32%2.50%1.96%1.86%

Drawdowns

SCI vs. HSY - Drawdown Comparison

The maximum SCI drawdown since its inception was -96.50%, which is greater than HSY's maximum drawdown of -49.16%. Use the drawdown chart below to compare losses from any high point for SCI and HSY. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.16%
-30.79%
SCI
HSY

Volatility

SCI vs. HSY - Volatility Comparison

Service Corporation International (SCI) has a higher volatility of 8.79% compared to The Hershey Company (HSY) at 5.47%. This indicates that SCI's price experiences larger fluctuations and is considered to be riskier than HSY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
8.79%
5.47%
SCI
HSY

Financials

SCI vs. HSY - Financials Comparison

This section allows you to compare key financial metrics between Service Corporation International and The Hershey Company. 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