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SCSC vs. LBRT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SCSC and LBRT is 0.38, 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.


-0.50.00.51.00.4

Performance

SCSC vs. LBRT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ScanSource, Inc. (SCSC) and Liberty Oilfield Services Inc. (LBRT). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%SeptemberOctoberNovemberDecember2025February
-21.26%
-10.94%
SCSC
LBRT

Key characteristics

Sharpe Ratio

SCSC:

-0.29

LBRT:

-0.37

Sortino Ratio

SCSC:

-0.17

LBRT:

-0.26

Omega Ratio

SCSC:

0.98

LBRT:

0.97

Calmar Ratio

SCSC:

-0.35

LBRT:

-0.48

Martin Ratio

SCSC:

-1.03

LBRT:

-0.89

Ulcer Index

SCSC:

10.12%

LBRT:

17.32%

Daily Std Dev

SCSC:

36.31%

LBRT:

41.46%

Max Drawdown

SCSC:

-67.54%

LBRT:

-90.02%

Current Drawdown

SCSC:

-28.79%

LBRT:

-27.88%

Fundamentals

Market Cap

SCSC:

$872.61M

LBRT:

$2.88B

EPS

SCSC:

$2.54

LBRT:

$1.87

PE Ratio

SCSC:

14.64

LBRT:

9.50

Total Revenue (TTM)

SCSC:

$3.02B

LBRT:

$4.32B

Gross Profit (TTM)

SCSC:

$382.18M

LBRT:

$1.48B

EBITDA (TTM)

SCSC:

$122.66M

LBRT:

$933.42M

Returns By Period

In the year-to-date period, SCSC achieves a -20.30% return, which is significantly lower than LBRT's -11.46% return.


SCSC

YTD

-20.30%

1M

-26.82%

6M

-21.26%

1Y

-7.46%

5Y*

3.90%

10Y*

0.33%

LBRT

YTD

-11.46%

1M

-22.15%

6M

-10.93%

1Y

-13.91%

5Y*

18.16%

10Y*

N/A

*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

SCSC vs. LBRT — Risk-Adjusted Performance Rank

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

SCSC
The Risk-Adjusted Performance Rank of SCSC is 2727
Overall Rank
The Sharpe Ratio Rank of SCSC is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of SCSC is 2828
Sortino Ratio Rank
The Omega Ratio Rank of SCSC is 2828
Omega Ratio Rank
The Calmar Ratio Rank of SCSC is 2525
Calmar Ratio Rank
The Martin Ratio Rank of SCSC is 2222
Martin Ratio Rank

LBRT
The Risk-Adjusted Performance Rank of LBRT is 2525
Overall Rank
The Sharpe Ratio Rank of LBRT is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of LBRT is 2626
Sortino Ratio Rank
The Omega Ratio Rank of LBRT is 2626
Omega Ratio Rank
The Calmar Ratio Rank of LBRT is 1818
Calmar Ratio Rank
The Martin Ratio Rank of LBRT is 2727
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.

SCSC vs. LBRT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ScanSource, Inc. (SCSC) and Liberty Oilfield Services Inc. (LBRT). 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 SCSC, currently valued at -0.29, compared to the broader market-2.000.002.00-0.29-0.37
The chart of Sortino ratio for SCSC, currently valued at -0.17, compared to the broader market-4.00-2.000.002.004.006.00-0.17-0.26
The chart of Omega ratio for SCSC, currently valued at 0.98, compared to the broader market0.501.001.502.000.980.97
The chart of Calmar ratio for SCSC, currently valued at -0.35, compared to the broader market0.002.004.006.00-0.35-0.48
The chart of Martin ratio for SCSC, currently valued at -1.03, compared to the broader market-10.000.0010.0020.0030.00-1.03-0.89
SCSC
LBRT

The current SCSC Sharpe Ratio is -0.29, which is comparable to the LBRT Sharpe Ratio of -0.37. The chart below compares the historical Sharpe Ratios of SCSC and LBRT, 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-0.500.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
-0.29
-0.37
SCSC
LBRT

Dividends

SCSC vs. LBRT - Dividend Comparison

SCSC has not paid dividends to shareholders, while LBRT's dividend yield for the trailing twelve months is around 1.65%.


TTM2024202320222021202020192018
SCSC
ScanSource, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LBRT
Liberty Oilfield Services Inc.
1.65%1.46%1.21%0.31%0.00%0.48%1.80%0.77%

Drawdowns

SCSC vs. LBRT - Drawdown Comparison

The maximum SCSC drawdown since its inception was -67.54%, smaller than the maximum LBRT drawdown of -90.02%. Use the drawdown chart below to compare losses from any high point for SCSC and LBRT. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-28.79%
-27.88%
SCSC
LBRT

Volatility

SCSC vs. LBRT - Volatility Comparison

ScanSource, Inc. (SCSC) and Liberty Oilfield Services Inc. (LBRT) have volatilities of 16.47% and 16.42%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%SeptemberOctoberNovemberDecember2025February
16.47%
16.42%
SCSC
LBRT

Financials

SCSC vs. LBRT - Financials Comparison

This section allows you to compare key financial metrics between ScanSource, Inc. and Liberty Oilfield Services 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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