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

Correlation

The correlation between SEM and DE is 0.34, 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.


-0.50.00.51.00.3

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.

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
3.27%
14.60%
SEM
DE

Key characteristics

Sharpe Ratio

SEM:

1.37

DE:

0.42

Sortino Ratio

SEM:

2.09

DE:

0.76

Omega Ratio

SEM:

1.28

DE:

1.10

Calmar Ratio

SEM:

1.20

DE:

0.46

Martin Ratio

SEM:

6.05

DE:

1.46

Ulcer Index

SEM:

8.19%

DE:

6.79%

Daily Std Dev

SEM:

36.26%

DE:

23.59%

Max Drawdown

SEM:

-60.26%

DE:

-73.27%

Current Drawdown

SEM:

-13.30%

DE:

-8.45%

Fundamentals

Market Cap

SEM:

$2.47B

DE:

$120.47B

EPS

SEM:

$2.14

DE:

$25.64

PE Ratio

SEM:

8.93

DE:

17.30

PEG Ratio

SEM:

1.37

DE:

2.24

Total Revenue (TTM)

SEM:

$6.97B

DE:

$51.10B

Gross Profit (TTM)

SEM:

$846.76M

DE:

$20.07B

EBITDA (TTM)

SEM:

$860.88M

DE:

$13.53B

Returns By Period

In the year-to-date period, SEM achieves a 51.21% return, which is significantly higher than DE's 7.89% return. Over the past 10 years, SEM has underperformed DE with an annualized return of 10.34%, while DE has yielded a comparatively higher 19.02% annualized return.


SEM

YTD

51.21%

1M

-6.38%

6M

4.07%

1Y

49.56%

5Y*

11.28%

10Y*

10.34%

DE

YTD

7.89%

1M

6.63%

6M

12.65%

1Y

11.81%

5Y*

21.28%

10Y*

19.02%

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Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for SEM, currently valued at 1.37, compared to the broader market-4.00-2.000.002.001.370.50
The chart of Sortino ratio for SEM, currently valued at 2.09, compared to the broader market-4.00-2.000.002.004.002.090.87
The chart of Omega ratio for SEM, currently valued at 1.28, compared to the broader market0.501.001.502.001.281.11
The chart of Calmar ratio for SEM, currently valued at 1.20, compared to the broader market0.002.004.006.001.200.55
The chart of Martin ratio for SEM, currently valued at 6.05, compared to the broader market0.0010.0020.006.051.73
SEM
DE

The current SEM Sharpe Ratio is 1.37, which is higher than the DE Sharpe Ratio of 0.42. 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.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.37
0.50
SEM
DE

Dividends

SEM vs. DE - Dividend Comparison

SEM's dividend yield for the trailing twelve months is around 2.37%, more than DE's 1.38% yield.


TTM20232022202120202019201820172016201520142013
SEM
Select Medical Holdings Corporation
2.37%3.50%3.31%2.00%0.00%0.00%0.00%0.00%0.00%0.84%3.37%4.06%
DE
Deere & Company
1.38%1.33%1.05%1.14%1.13%1.75%1.84%1.53%2.33%3.15%2.61%2.23%

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.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-13.30%
-8.45%
SEM
DE

Volatility

SEM vs. DE - Volatility Comparison

Select Medical Holdings Corporation (SEM) and Deere & Company (DE) have volatilities of 10.60% and 10.63%, 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
10.60%
10.63%
SEM
DE

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


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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