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

Correlation

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.


-0.50.00.51.00.2

Performance

SPXC vs. CVS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPX Corporation (SPXC) and CVS Health Corporation (CVS). The values are adjusted to include any dividend payments, if applicable.

2,000.00%4,000.00%6,000.00%8,000.00%10,000.00%JulyAugustSeptemberOctoberNovemberDecember
8,589.49%
2,058.66%
SPXC
CVS

Key characteristics

Sharpe Ratio

SPXC:

1.42

CVS:

-1.03

Sortino Ratio

SPXC:

1.88

CVS:

-1.36

Omega Ratio

SPXC:

1.26

CVS:

0.81

Calmar Ratio

SPXC:

2.45

CVS:

-0.65

Martin Ratio

SPXC:

8.41

CVS:

-1.68

Ulcer Index

SPXC:

5.82%

CVS:

22.02%

Daily Std Dev

SPXC:

34.51%

CVS:

36.09%

Max Drawdown

SPXC:

-81.12%

CVS:

-64.07%

Current Drawdown

SPXC:

-20.02%

CVS:

-55.31%

Fundamentals

Market Cap

SPXC:

$7.09B

CVS:

$55.42B

EPS

SPXC:

$3.76

CVS:

$3.94

PE Ratio

SPXC:

40.70

CVS:

11.18

PEG Ratio

SPXC:

1.38

CVS:

1.67

Total Revenue (TTM)

SPXC:

$1.92B

CVS:

$368.91B

Gross Profit (TTM)

SPXC:

$737.60M

CVS:

$52.38B

EBITDA (TTM)

SPXC:

$378.50M

CVS:

$14.20B

Returns By Period

In the year-to-date period, SPXC achieves a 43.76% return, which is significantly higher than CVS's -40.26% return. Over the past 10 years, SPXC has outperformed CVS with an annualized return of 21.30%, while CVS has yielded a comparatively lower -4.68% annualized return.


SPXC

YTD

43.76%

1M

-11.45%

6M

3.97%

1Y

45.31%

5Y*

23.30%

10Y*

21.30%

CVS

YTD

-40.26%

1M

-19.21%

6M

-24.11%

1Y

-38.14%

5Y*

-6.74%

10Y*

-4.68%

Compare stocks, funds, or ETFs

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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.


Sharpe ratio
The chart of Sharpe ratio for SPXC, currently valued at 1.42, compared to the broader market-4.00-2.000.002.001.42-1.03
The chart of Sortino ratio for SPXC, currently valued at 1.88, compared to the broader market-4.00-2.000.002.004.001.88-1.36
The chart of Omega ratio for SPXC, currently valued at 1.26, compared to the broader market0.501.001.502.001.260.81
The chart of Calmar ratio for SPXC, currently valued at 2.45, compared to the broader market0.002.004.006.002.45-0.65
The chart of Martin ratio for SPXC, currently valued at 8.41, compared to the broader market0.0010.0020.008.41-1.68
SPXC
CVS

The current SPXC Sharpe Ratio is 1.42, which is higher than the CVS Sharpe Ratio of -1.03. 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-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.42
-1.03
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 5.87%.


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
5.87%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.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-20.02%
-55.31%
SPXC
CVS

Volatility

SPXC vs. CVS - Volatility Comparison

The current volatility for SPX Corporation (SPXC) is 11.53%, while CVS Health Corporation (CVS) has a volatility of 12.85%. 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.


6.00%8.00%10.00%12.00%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
11.53%
12.85%
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
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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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