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STLD vs. EXP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between STLD and EXP is 0.38, 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

STLD vs. EXP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Steel Dynamics, Inc. (STLD) and Eagle Materials Inc. (EXP). The values are adjusted to include any dividend payments, if applicable.

3,000.00%4,000.00%5,000.00%6,000.00%7,000.00%8,000.00%9,000.00%JulyAugustSeptemberOctoberNovemberDecember
3,750.04%
7,137.59%
STLD
EXP

Key characteristics

Sharpe Ratio

STLD:

-0.08

EXP:

0.75

Sortino Ratio

STLD:

0.12

EXP:

1.22

Omega Ratio

STLD:

1.01

EXP:

1.15

Calmar Ratio

STLD:

-0.09

EXP:

1.06

Martin Ratio

STLD:

-0.19

EXP:

2.59

Ulcer Index

STLD:

12.70%

EXP:

9.14%

Daily Std Dev

STLD:

31.66%

EXP:

31.39%

Max Drawdown

STLD:

-87.05%

EXP:

-79.52%

Current Drawdown

STLD:

-25.03%

EXP:

-21.18%

Fundamentals

Market Cap

STLD:

$18.53B

EXP:

$8.94B

EPS

STLD:

$10.84

EXP:

$14.15

PE Ratio

STLD:

10.94

EXP:

18.83

PEG Ratio

STLD:

10.91

EXP:

2.51

Total Revenue (TTM)

STLD:

$17.90B

EXP:

$2.27B

Gross Profit (TTM)

STLD:

$3.07B

EXP:

$691.02M

EBITDA (TTM)

STLD:

$2.72B

EXP:

$789.89M

Returns By Period

In the year-to-date period, STLD achieves a -1.01% return, which is significantly lower than EXP's 22.89% return. Over the past 10 years, STLD has outperformed EXP with an annualized return of 22.29%, while EXP has yielded a comparatively lower 13.06% annualized return.


STLD

YTD

-1.01%

1M

-20.19%

6M

-9.08%

1Y

-3.71%

5Y*

30.26%

10Y*

22.29%

EXP

YTD

22.89%

1M

-17.23%

6M

14.91%

1Y

23.66%

5Y*

23.13%

10Y*

13.06%

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Risk-Adjusted Performance

STLD vs. EXP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Steel Dynamics, Inc. (STLD) and Eagle Materials Inc. (EXP). 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 STLD, currently valued at -0.08, compared to the broader market-4.00-2.000.002.00-0.080.75
The chart of Sortino ratio for STLD, currently valued at 0.12, compared to the broader market-4.00-2.000.002.004.000.121.22
The chart of Omega ratio for STLD, currently valued at 1.01, compared to the broader market0.501.001.502.001.011.15
The chart of Calmar ratio for STLD, currently valued at -0.09, compared to the broader market0.002.004.006.00-0.091.06
The chart of Martin ratio for STLD, currently valued at -0.19, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.192.59
STLD
EXP

The current STLD Sharpe Ratio is -0.08, which is lower than the EXP Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of STLD and EXP, 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 Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.08
0.75
STLD
EXP

Dividends

STLD vs. EXP - Dividend Comparison

STLD's dividend yield for the trailing twelve months is around 1.56%, more than EXP's 0.40% yield.


TTM20232022202120202019201820172016201520142013
STLD
Steel Dynamics, Inc.
1.56%1.44%1.39%1.68%2.71%2.82%2.50%1.44%1.57%3.09%2.33%2.25%
EXP
Eagle Materials Inc.
0.40%0.49%0.75%0.45%0.10%0.44%0.66%0.35%0.41%0.66%0.53%0.52%

Drawdowns

STLD vs. EXP - Drawdown Comparison

The maximum STLD drawdown since its inception was -87.05%, which is greater than EXP's maximum drawdown of -79.52%. Use the drawdown chart below to compare losses from any high point for STLD and EXP. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-25.03%
-21.18%
STLD
EXP

Volatility

STLD vs. EXP - Volatility Comparison

The current volatility for Steel Dynamics, Inc. (STLD) is 7.06%, while Eagle Materials Inc. (EXP) has a volatility of 7.59%. This indicates that STLD experiences smaller price fluctuations and is considered to be less risky than EXP 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
7.06%
7.59%
STLD
EXP

Financials

STLD vs. EXP - Financials Comparison

This section allows you to compare key financial metrics between Steel Dynamics, Inc. and Eagle Materials 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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