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

Correlation

The correlation between SCSC and SMCI is 0.39, 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. SMCI - Performance Comparison

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

0.00%2,000.00%4,000.00%6,000.00%8,000.00%10,000.00%JulyAugustSeptemberOctoberNovemberDecember
78.67%
3,506.16%
SCSC
SMCI

Key characteristics

Sharpe Ratio

SCSC:

0.64

SMCI:

0.04

Sortino Ratio

SCSC:

1.20

SMCI:

0.98

Omega Ratio

SCSC:

1.14

SMCI:

1.13

Calmar Ratio

SCSC:

1.16

SMCI:

0.05

Martin Ratio

SCSC:

2.97

SMCI:

0.10

Ulcer Index

SCSC:

7.41%

SMCI:

44.68%

Daily Std Dev

SCSC:

34.59%

SMCI:

119.59%

Max Drawdown

SCSC:

-67.54%

SMCI:

-84.84%

Current Drawdown

SCSC:

-10.41%

SMCI:

-73.41%

Fundamentals

Market Cap

SCSC:

$1.22B

SMCI:

$19.79B

EPS

SCSC:

$3.14

SMCI:

$2.01

PE Ratio

SCSC:

16.25

SMCI:

16.82

PEG Ratio

SCSC:

1.50

SMCI:

0.76

Total Revenue (TTM)

SCSC:

$3.16B

SMCI:

$12.82B

Gross Profit (TTM)

SCSC:

$381.21M

SMCI:

$1.76B

EBITDA (TTM)

SCSC:

$127.64M

SMCI:

$1.13B

Returns By Period

In the year-to-date period, SCSC achieves a 20.12% return, which is significantly higher than SMCI's 11.13% return. Over the past 10 years, SCSC has underperformed SMCI with an annualized return of 1.65%, while SMCI has yielded a comparatively higher 24.19% annualized return.


SCSC

YTD

20.12%

1M

-3.17%

6M

5.99%

1Y

21.69%

5Y*

4.65%

10Y*

1.65%

SMCI

YTD

11.13%

1M

6.36%

6M

-65.10%

1Y

9.04%

5Y*

67.37%

10Y*

24.19%

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. SMCI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ScanSource, Inc. (SCSC) and Super Micro Computer, Inc. (SMCI). 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 0.64, compared to the broader market-4.00-2.000.002.000.640.04
The chart of Sortino ratio for SCSC, currently valued at 1.20, compared to the broader market-4.00-2.000.002.004.001.200.98
The chart of Omega ratio for SCSC, currently valued at 1.14, compared to the broader market0.501.001.502.001.141.13
The chart of Calmar ratio for SCSC, currently valued at 1.16, compared to the broader market0.002.004.006.001.160.05
The chart of Martin ratio for SCSC, currently valued at 2.97, compared to the broader market-5.000.005.0010.0015.0020.0025.002.970.10
SCSC
SMCI

The current SCSC Sharpe Ratio is 0.64, which is higher than the SMCI Sharpe Ratio of 0.04. The chart below compares the historical Sharpe Ratios of SCSC and SMCI, 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 Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.64
0.04
SCSC
SMCI

Dividends

SCSC vs. SMCI - Dividend Comparison

Neither SCSC nor SMCI has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SCSC vs. SMCI - Drawdown Comparison

The maximum SCSC drawdown since its inception was -67.54%, smaller than the maximum SMCI drawdown of -84.84%. Use the drawdown chart below to compare losses from any high point for SCSC and SMCI. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.41%
-73.41%
SCSC
SMCI

Volatility

SCSC vs. SMCI - Volatility Comparison

The current volatility for ScanSource, Inc. (SCSC) is 10.41%, while Super Micro Computer, Inc. (SMCI) has a volatility of 41.48%. This indicates that SCSC experiences smaller price fluctuations and is considered to be less risky than SMCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%60.00%70.00%JulyAugustSeptemberOctoberNovemberDecember
10.41%
41.48%
SCSC
SMCI

Financials

SCSC vs. SMCI - Financials Comparison

This section allows you to compare key financial metrics between ScanSource, Inc. and Super Micro Computer, 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 © 2024 PortfoliosLab