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SPXC vs. CVS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


SPXCCVS
YTD Return62.91%-28.71%
1Y Return94.52%-16.98%
3Y Return (Ann)35.98%-14.24%
5Y Return (Ann)28.17%-2.94%
10Y Return (Ann)21.90%-2.28%
Sharpe Ratio2.89-0.50
Sortino Ratio3.26-0.47
Omega Ratio1.460.93
Calmar Ratio5.87-0.35
Martin Ratio18.76-0.85
Ulcer Index5.14%19.84%
Daily Std Dev33.37%33.98%
Max Drawdown-81.12%-64.07%
Current Drawdown-4.18%-46.67%

Fundamentals


SPXCCVS
Market Cap$7.63B$67.99B
EPS$3.75$3.94
PE Ratio43.8813.71
PEG Ratio1.491.79
Total Revenue (TTM)$1.92B$368.28B
Gross Profit (TTM)$737.60M-$12.93B
EBITDA (TTM)$344.70M$12.81B

Correlation

-0.50.00.51.00.2

The correlation between SPXC and CVS is 0.24, 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.

Performance

SPXC vs. CVS - Performance Comparison

In the year-to-date period, SPXC achieves a 62.91% return, which is significantly higher than CVS's -28.71% return. Over the past 10 years, SPXC has outperformed CVS with an annualized return of 21.90%, while CVS has yielded a comparatively lower -2.28% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
17.21%
-1.34%
SPXC
CVS

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Risk-Adjusted Performance

SPXC vs. CVS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPX Corporation (SPXC) and CVS Health Corporation (CVS). 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.


SPXC
Sharpe ratio
The chart of Sharpe ratio for SPXC, currently valued at 2.89, compared to the broader market-4.00-2.000.002.004.002.89
Sortino ratio
The chart of Sortino ratio for SPXC, currently valued at 3.26, compared to the broader market-4.00-2.000.002.004.006.003.26
Omega ratio
The chart of Omega ratio for SPXC, currently valued at 1.46, compared to the broader market0.501.001.502.001.46
Calmar ratio
The chart of Calmar ratio for SPXC, currently valued at 5.87, compared to the broader market0.002.004.006.005.87
Martin ratio
The chart of Martin ratio for SPXC, currently valued at 18.76, compared to the broader market0.0010.0020.0030.0018.76
CVS
Sharpe ratio
The chart of Sharpe ratio for CVS, currently valued at -0.50, compared to the broader market-4.00-2.000.002.004.00-0.50
Sortino ratio
The chart of Sortino ratio for CVS, currently valued at -0.47, compared to the broader market-4.00-2.000.002.004.006.00-0.47
Omega ratio
The chart of Omega ratio for CVS, currently valued at 0.93, compared to the broader market0.501.001.502.000.93
Calmar ratio
The chart of Calmar ratio for CVS, currently valued at -0.35, compared to the broader market0.002.004.006.00-0.35
Martin ratio
The chart of Martin ratio for CVS, currently valued at -0.85, compared to the broader market0.0010.0020.0030.00-0.85

SPXC vs. CVS - Sharpe Ratio Comparison

The current SPXC Sharpe Ratio is 2.89, which is higher than the CVS Sharpe Ratio of -0.50. The chart below compares the historical Sharpe Ratios of SPXC and CVS, 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-1.000.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
2.89
-0.50
SPXC
CVS

Dividends

SPXC vs. CVS - Dividend Comparison

SPXC has not paid dividends to shareholders, while CVS's dividend yield for the trailing twelve months is around 4.92%.


TTM20232022202120202019201820172016201520142013
SPXC
SPX Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%2.02%1.75%1.00%
CVS
CVS Health Corporation
4.92%3.06%2.36%1.94%2.93%2.69%3.05%2.76%2.15%1.43%1.14%1.26%

Drawdowns

SPXC vs. CVS - Drawdown Comparison

The maximum SPXC drawdown since its inception was -81.12%, which is greater than CVS's maximum drawdown of -64.07%. Use the drawdown chart below to compare losses from any high point for SPXC and CVS. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-4.18%
-46.67%
SPXC
CVS

Volatility

SPXC vs. CVS - Volatility Comparison

The current volatility for SPX Corporation (SPXC) is 14.76%, while CVS Health Corporation (CVS) has a volatility of 16.04%. This indicates that SPXC experiences smaller price fluctuations and is considered to be less risky than CVS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
14.76%
16.04%
SPXC
CVS

Financials

SPXC vs. CVS - Financials Comparison

This section allows you to compare key financial metrics between SPX Corporation and CVS Health Corporation. 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