PortfoliosLab logo
SEM vs. AAPL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SEM and AAPL is 0.47, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

SEM vs. AAPL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Select Medical Holdings Corporation (SEM) and Apple Inc (AAPL). The values are adjusted to include any dividend payments, if applicable.

0.00%1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%NovemberDecember2025FebruaryMarchApril
427.37%
3,713.27%
SEM
AAPL

Key characteristics

Sharpe Ratio

SEM:

0.44

AAPL:

0.80

Sortino Ratio

SEM:

0.87

AAPL:

1.30

Omega Ratio

SEM:

1.11

AAPL:

1.19

Calmar Ratio

SEM:

0.53

AAPL:

0.78

Martin Ratio

SEM:

1.28

AAPL:

2.94

Ulcer Index

SEM:

12.78%

AAPL:

8.85%

Daily Std Dev

SEM:

37.14%

AAPL:

32.69%

Max Drawdown

SEM:

-60.26%

AAPL:

-81.80%

Current Drawdown

SEM:

-19.32%

AAPL:

-19.11%

Fundamentals

Market Cap

SEM:

$2.24B

AAPL:

$3.14T

EPS

SEM:

$0.51

AAPL:

$6.29

PE Ratio

SEM:

34.02

AAPL:

33.27

PEG Ratio

SEM:

1.37

AAPL:

2.05

PS Ratio

SEM:

0.43

AAPL:

7.94

PB Ratio

SEM:

1.33

AAPL:

47.09

Total Revenue (TTM)

SEM:

$3.40B

AAPL:

$305.01B

Gross Profit (TTM)

SEM:

$235.36M

AAPL:

$141.83B

EBITDA (TTM)

SEM:

$250.32M

AAPL:

$106.62B

Returns By Period

In the year-to-date period, SEM achieves a -7.64% return, which is significantly higher than AAPL's -16.34% return. Over the past 10 years, SEM has underperformed AAPL with an annualized return of 9.03%, while AAPL has yielded a comparatively higher 22.03% annualized return.


SEM

YTD

-7.64%

1M

1.88%

6M

2.19%

1Y

19.61%

5Y*

17.10%

10Y*

9.03%

AAPL

YTD

-16.34%

1M

-6.51%

6M

-9.36%

1Y

24.20%

5Y*

25.04%

10Y*

22.03%

*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

SEM vs. AAPL — Risk-Adjusted Performance Rank

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

SEM
The Risk-Adjusted Performance Rank of SEM is 6767
Overall Rank
The Sharpe Ratio Rank of SEM is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of SEM is 6363
Sortino Ratio Rank
The Omega Ratio Rank of SEM is 6262
Omega Ratio Rank
The Calmar Ratio Rank of SEM is 7474
Calmar Ratio Rank
The Martin Ratio Rank of SEM is 6868
Martin Ratio Rank

AAPL
The Risk-Adjusted Performance Rank of AAPL is 7878
Overall Rank
The Sharpe Ratio Rank of AAPL is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of AAPL is 7474
Sortino Ratio Rank
The Omega Ratio Rank of AAPL is 7676
Omega Ratio Rank
The Calmar Ratio Rank of AAPL is 8181
Calmar Ratio Rank
The Martin Ratio Rank of AAPL is 7979
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.

SEM vs. AAPL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Select Medical Holdings Corporation (SEM) and Apple Inc (AAPL). 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.


The chart of Sharpe ratio for SEM, currently valued at 0.44, compared to the broader market-2.00-1.000.001.002.003.00
SEM: 0.44
AAPL: 0.80
The chart of Sortino ratio for SEM, currently valued at 0.87, compared to the broader market-6.00-4.00-2.000.002.004.00
SEM: 0.87
AAPL: 1.30
The chart of Omega ratio for SEM, currently valued at 1.11, compared to the broader market0.501.001.502.00
SEM: 1.11
AAPL: 1.19
The chart of Calmar ratio for SEM, currently valued at 0.53, compared to the broader market0.001.002.003.004.005.00
SEM: 0.53
AAPL: 0.78
The chart of Martin ratio for SEM, currently valued at 1.28, compared to the broader market-5.000.005.0010.0015.0020.00
SEM: 1.28
AAPL: 2.94

The current SEM Sharpe Ratio is 0.44, which is lower than the AAPL Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of SEM and AAPL, 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 Ratio0.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
0.44
0.80
SEM
AAPL

Dividends

SEM vs. AAPL - Dividend Comparison

SEM's dividend yield for the trailing twelve months is around 1.52%, more than AAPL's 0.48% yield.


TTM20242023202220212020201920182017201620152014
SEM
Select Medical Holdings Corporation
1.52%1.43%2.13%2.01%1.28%0.00%0.00%0.00%0.00%0.00%0.84%2.78%
AAPL
Apple Inc
0.48%0.40%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%

Drawdowns

SEM vs. AAPL - Drawdown Comparison

The maximum SEM drawdown since its inception was -60.26%, smaller than the maximum AAPL drawdown of -81.80%. Use the drawdown chart below to compare losses from any high point for SEM and AAPL. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-19.32%
-19.11%
SEM
AAPL

Volatility

SEM vs. AAPL - Volatility Comparison

The current volatility for Select Medical Holdings Corporation (SEM) is 13.17%, while Apple Inc (AAPL) has a volatility of 22.62%. This indicates that SEM experiences smaller price fluctuations and is considered to be less risky than AAPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
13.17%
22.62%
SEM
AAPL

Financials

SEM vs. AAPL - Financials Comparison

This section allows you to compare key financial metrics between Select Medical Holdings Corporation and Apple 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