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SEM vs. DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SEM and DE is 0.46, 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.


Performance

SEM vs. DE - Performance Comparison

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

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Key characteristics

Sharpe Ratio

SEM:

-0.37

DE:

1.28

Sortino Ratio

SEM:

-0.20

DE:

1.74

Omega Ratio

SEM:

0.97

DE:

1.20

Calmar Ratio

SEM:

-0.43

DE:

1.42

Martin Ratio

SEM:

-1.02

DE:

4.01

Ulcer Index

SEM:

14.51%

DE:

7.65%

Daily Std Dev

SEM:

42.41%

DE:

29.36%

Max Drawdown

SEM:

-60.26%

DE:

-73.27%

Current Drawdown

SEM:

-29.13%

DE:

0.00%

Fundamentals

Market Cap

SEM:

$1.97B

DE:

$144.25B

EPS

SEM:

$0.62

DE:

$22.56

PE Ratio

SEM:

24.76

DE:

23.56

PEG Ratio

SEM:

1.37

DE:

1.97

PS Ratio

SEM:

0.38

DE:

3.18

PB Ratio

SEM:

1.14

DE:

6.23

Total Revenue (TTM)

SEM:

$4.75B

DE:

$31.94B

Gross Profit (TTM)

SEM:

$415.92M

DE:

$12.23B

EBITDA (TTM)

SEM:

$410.39M

DE:

$8.93B

Returns By Period

In the year-to-date period, SEM achieves a -17.94% return, which is significantly lower than DE's 25.88% return. Over the past 10 years, SEM has underperformed DE with an annualized return of 6.50%, while DE has yielded a comparatively higher 21.79% annualized return.


SEM

YTD

-17.94%

1M

-5.77%

6M

-23.34%

1Y

-14.84%

5Y*

14.29%

10Y*

6.50%

DE

YTD

25.88%

1M

17.57%

6M

34.20%

1Y

35.86%

5Y*

32.85%

10Y*

21.79%

*Annualized

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Risk-Adjusted Performance

SEM vs. DE — 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 2727
Overall Rank
The Sharpe Ratio Rank of SEM is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of SEM is 2929
Sortino Ratio Rank
The Omega Ratio Rank of SEM is 2929
Omega Ratio Rank
The Calmar Ratio Rank of SEM is 2222
Calmar Ratio Rank
The Martin Ratio Rank of SEM is 2424
Martin Ratio Rank

DE
The Risk-Adjusted Performance Rank of DE is 8484
Overall Rank
The Sharpe Ratio Rank of DE is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of DE is 8282
Sortino Ratio Rank
The Omega Ratio Rank of DE is 7777
Omega Ratio Rank
The Calmar Ratio Rank of DE is 8888
Calmar Ratio Rank
The Martin Ratio Rank of DE is 8383
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. DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Select Medical Holdings Corporation (SEM) and Deere & Company (DE). 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 current SEM Sharpe Ratio is -0.37, which is lower than the DE Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of SEM and DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

SEM vs. DE - Dividend Comparison

SEM's dividend yield for the trailing twelve months is around 1.70%, more than DE's 1.16% yield.


TTM20242023202220212020201920182017201620152014
SEM
Select Medical Holdings Corporation
1.70%1.43%2.13%2.01%1.28%0.00%0.00%0.00%0.00%0.00%0.84%2.78%
DE
Deere & Company
1.16%1.42%1.33%1.05%1.14%1.13%1.75%1.84%1.53%2.33%3.15%2.61%

Drawdowns

SEM vs. DE - Drawdown Comparison

The maximum SEM drawdown since its inception was -60.26%, smaller than the maximum DE drawdown of -73.27%. Use the drawdown chart below to compare losses from any high point for SEM and DE. For additional features, visit the drawdowns tool.


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Volatility

SEM vs. DE - Volatility Comparison

Select Medical Holdings Corporation (SEM) has a higher volatility of 28.08% compared to Deere & Company (DE) at 7.77%. This indicates that SEM's price experiences larger fluctuations and is considered to be riskier than DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

SEM vs. DE - Financials Comparison

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


0.005.00B10.00B15.00B20212022202320242025
1.35B
8.26B
(SEM) Total Revenue
(DE) Total Revenue
Values in USD except per share items

SEM vs. DE - Profitability Comparison

The chart below illustrates the profitability comparison between Select Medical Holdings Corporation and Deere & Company over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%15.0%20.0%25.0%30.0%35.0%40.0%20212022202320242025
13.3%
39.0%
(SEM) Gross Margin
(DE) Gross Margin
SEM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Select Medical Holdings Corporation reported a gross profit of 180.56M and revenue of 1.35B. Therefore, the gross margin over that period was 13.3%.

DE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Deere & Company reported a gross profit of 3.23B and revenue of 8.26B. Therefore, the gross margin over that period was 39.0%.

SEM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Select Medical Holdings Corporation reported an operating income of 112.75M and revenue of 1.35B, resulting in an operating margin of 8.3%.

DE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Deere & Company reported an operating income of 1.48B and revenue of 8.26B, resulting in an operating margin of 17.9%.

SEM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Select Medical Holdings Corporation reported a net income of 56.68M and revenue of 1.35B, resulting in a net margin of 4.2%.

DE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Deere & Company reported a net income of 869.00M and revenue of 8.26B, resulting in a net margin of 10.5%.