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SKY vs. CVCO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SKY and CVCO is 0.50, 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.


-0.50.00.51.00.5

Performance

SKY vs. CVCO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Skyline Champion Corporation (SKY) and Cavco Industries, Inc. (CVCO). 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%JulyAugustSeptemberOctoberNovemberDecember
336.14%
4,453.00%
SKY
CVCO

Key characteristics

Sharpe Ratio

SKY:

0.78

CVCO:

0.95

Sortino Ratio

SKY:

1.33

CVCO:

1.52

Omega Ratio

SKY:

1.17

CVCO:

1.18

Calmar Ratio

SKY:

1.34

CVCO:

1.96

Martin Ratio

SKY:

3.34

CVCO:

4.54

Ulcer Index

SKY:

9.37%

CVCO:

7.37%

Daily Std Dev

SKY:

39.95%

CVCO:

35.43%

Max Drawdown

SKY:

-93.05%

CVCO:

-60.85%

Current Drawdown

SKY:

-11.83%

CVCO:

-14.61%

Fundamentals

Market Cap

SKY:

$5.80B

CVCO:

$3.84B

EPS

SKY:

$2.57

CVCO:

$17.70

PE Ratio

SKY:

39.29

CVCO:

26.74

PEG Ratio

SKY:

0.00

CVCO:

2.24

Total Revenue (TTM)

SKY:

$2.30B

CVCO:

$1.85B

Gross Profit (TTM)

SKY:

$610.07M

CVCO:

$420.69M

EBITDA (TTM)

SKY:

$235.72M

CVCO:

$194.39M

Returns By Period

In the year-to-date period, SKY achieves a 29.32% return, which is significantly lower than CVCO's 31.35% return. Over the past 10 years, SKY has outperformed CVCO with an annualized return of 39.91%, while CVCO has yielded a comparatively lower 19.16% annualized return.


SKY

YTD

29.32%

1M

-4.05%

6M

34.53%

1Y

28.74%

5Y*

25.52%

10Y*

39.91%

CVCO

YTD

31.35%

1M

-4.23%

6M

27.29%

1Y

31.37%

5Y*

18.41%

10Y*

19.16%

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Risk-Adjusted Performance

SKY vs. CVCO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Skyline Champion Corporation (SKY) and Cavco Industries, Inc. (CVCO). 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 SKY, currently valued at 0.78, compared to the broader market-4.00-2.000.002.000.780.95
The chart of Sortino ratio for SKY, currently valued at 1.33, compared to the broader market-4.00-2.000.002.004.001.331.52
The chart of Omega ratio for SKY, currently valued at 1.17, compared to the broader market0.501.001.502.001.171.18
The chart of Calmar ratio for SKY, currently valued at 1.34, compared to the broader market0.002.004.006.001.341.96
The chart of Martin ratio for SKY, currently valued at 3.34, compared to the broader market-5.000.005.0010.0015.0020.0025.003.344.54
SKY
CVCO

The current SKY Sharpe Ratio is 0.78, which is comparable to the CVCO Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of SKY and CVCO, 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 Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.78
0.95
SKY
CVCO

Dividends

SKY vs. CVCO - Dividend Comparison

Neither SKY nor CVCO has paid dividends to shareholders.


TTM202320222021202020192018
SKY
Skyline Champion Corporation
0.00%0.00%0.00%0.00%0.00%0.00%4.25%
CVCO
Cavco Industries, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SKY vs. CVCO - Drawdown Comparison

The maximum SKY drawdown since its inception was -93.05%, which is greater than CVCO's maximum drawdown of -60.85%. Use the drawdown chart below to compare losses from any high point for SKY and CVCO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.83%
-14.61%
SKY
CVCO

Volatility

SKY vs. CVCO - Volatility Comparison

The current volatility for Skyline Champion Corporation (SKY) is 9.58%, while Cavco Industries, Inc. (CVCO) has a volatility of 10.41%. This indicates that SKY experiences smaller price fluctuations and is considered to be less risky than CVCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
9.58%
10.41%
SKY
CVCO

Financials

SKY vs. CVCO - Financials Comparison

This section allows you to compare key financial metrics between Skyline Champion Corporation and Cavco Industries, 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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