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SSNC vs. CRVL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SSNC and CRVL is 0.37, 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.


-0.50.00.51.00.4

Performance

SSNC vs. CRVL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SS&C Technologies Holdings, Inc. (SSNC) and CorVel Corporation (CRVL). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
19.29%
36.47%
SSNC
CRVL

Key characteristics

Sharpe Ratio

SSNC:

1.28

CRVL:

1.17

Sortino Ratio

SSNC:

1.86

CRVL:

1.82

Omega Ratio

SSNC:

1.25

CRVL:

1.22

Calmar Ratio

SSNC:

0.87

CRVL:

2.18

Martin Ratio

SSNC:

7.52

CRVL:

5.43

Ulcer Index

SSNC:

3.19%

CRVL:

6.80%

Daily Std Dev

SSNC:

18.72%

CRVL:

31.51%

Max Drawdown

SSNC:

-48.86%

CRVL:

-67.12%

Current Drawdown

SSNC:

-8.73%

CRVL:

-9.81%

Fundamentals

Market Cap

SSNC:

$18.83B

CRVL:

$6.00B

EPS

SSNC:

$2.79

CRVL:

$4.72

PE Ratio

SSNC:

27.25

CRVL:

74.21

PEG Ratio

SSNC:

0.78

CRVL:

0.00

Total Revenue (TTM)

SSNC:

$5.76B

CRVL:

$845.64M

Gross Profit (TTM)

SSNC:

$2.83B

CRVL:

$164.31M

EBITDA (TTM)

SSNC:

$2.06B

CRVL:

$129.53M

Returns By Period

In the year-to-date period, SSNC achieves a 22.26% return, which is significantly lower than CRVL's 35.21% return. Over the past 10 years, SSNC has underperformed CRVL with an annualized return of 11.15%, while CRVL has yielded a comparatively higher 25.26% annualized return.


SSNC

YTD

22.26%

1M

0.52%

6M

19.81%

1Y

23.26%

5Y*

5.18%

10Y*

11.15%

CRVL

YTD

35.21%

1M

-6.72%

6M

36.47%

1Y

39.15%

5Y*

31.98%

10Y*

25.26%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

SSNC vs. CRVL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SS&C Technologies Holdings, Inc. (SSNC) and CorVel Corporation (CRVL). 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 SSNC, currently valued at 1.24, compared to the broader market-4.00-2.000.002.001.241.17
The chart of Sortino ratio for SSNC, currently valued at 1.81, compared to the broader market-4.00-2.000.002.004.001.811.82
The chart of Omega ratio for SSNC, currently valued at 1.24, compared to the broader market0.501.001.502.001.241.22
The chart of Calmar ratio for SSNC, currently valued at 0.85, compared to the broader market0.002.004.006.000.852.18
The chart of Martin ratio for SSNC, currently valued at 7.27, compared to the broader market0.0010.0020.007.275.43
SSNC
CRVL

The current SSNC Sharpe Ratio is 1.28, which is comparable to the CRVL Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of SSNC and CRVL, 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 Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.24
1.17
SSNC
CRVL

Dividends

SSNC vs. CRVL - Dividend Comparison

SSNC's dividend yield for the trailing twelve months is around 1.33%, while CRVL has not paid dividends to shareholders.


TTM2023202220212020201920182017201620152014
SSNC
SS&C Technologies Holdings, Inc.
1.33%1.44%1.54%0.83%0.73%0.69%0.67%0.66%0.88%0.73%0.21%
CRVL
CorVel Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SSNC vs. CRVL - Drawdown Comparison

The maximum SSNC drawdown since its inception was -48.86%, smaller than the maximum CRVL drawdown of -67.12%. Use the drawdown chart below to compare losses from any high point for SSNC and CRVL. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.73%
-9.81%
SSNC
CRVL

Volatility

SSNC vs. CRVL - Volatility Comparison

The current volatility for SS&C Technologies Holdings, Inc. (SSNC) is 5.10%, while CorVel Corporation (CRVL) has a volatility of 9.57%. This indicates that SSNC experiences smaller price fluctuations and is considered to be less risky than CRVL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
5.10%
9.57%
SSNC
CRVL

Financials

SSNC vs. CRVL - Financials Comparison

This section allows you to compare key financial metrics between SS&C Technologies Holdings, Inc. and CorVel 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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