PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
TDS vs. PEBK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


TDSPEBK
YTD Return55.43%-15.43%
1Y Return48.10%7.55%
3Y Return (Ann)18.20%-0.65%
5Y Return (Ann)7.89%0.39%
10Y Return (Ann)3.84%7.76%
Sharpe Ratio0.850.51
Sortino Ratio1.550.93
Omega Ratio1.231.13
Calmar Ratio0.750.44
Martin Ratio3.531.16
Ulcer Index14.53%10.65%
Daily Std Dev60.11%23.79%
Max Drawdown-85.77%-76.41%
Current Drawdown-35.66%-21.28%

Fundamentals


TDSPEBK
Market Cap$3.19B$135.12M
EPS-$5.40$2.95
PEG Ratio4.560.00
Total Revenue (TTM)$5.04B$106.28M
Gross Profit (TTM)$2.69B$99.69M
EBITDA (TTM)$1.01B$1.11M

Correlation

-0.50.00.51.00.1

The correlation between TDS and PEBK is 0.08, 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

TDS vs. PEBK - Performance Comparison

In the year-to-date period, TDS achieves a 55.43% return, which is significantly higher than PEBK's -15.43% return. Over the past 10 years, TDS has underperformed PEBK with an annualized return of 3.84%, while PEBK has yielded a comparatively higher 7.76% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%0.00%20.00%40.00%60.00%80.00%100.00%JuneJulyAugustSeptemberOctoberNovember
83.02%
-16.30%
TDS
PEBK

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

TDS vs. PEBK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Telephone and Data Systems, Inc. (TDS) and Peoples Bancorp of North Carolina, Inc. (PEBK). 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.


TDS
Sharpe ratio
The chart of Sharpe ratio for TDS, currently valued at 0.85, compared to the broader market-4.00-2.000.002.000.85
Sortino ratio
The chart of Sortino ratio for TDS, currently valued at 1.55, compared to the broader market-4.00-2.000.002.004.001.55
Omega ratio
The chart of Omega ratio for TDS, currently valued at 1.23, compared to the broader market0.501.001.502.001.23
Calmar ratio
The chart of Calmar ratio for TDS, currently valued at 0.75, compared to the broader market0.002.004.006.000.75
Martin ratio
The chart of Martin ratio for TDS, currently valued at 3.53, compared to the broader market-10.000.0010.0020.0030.003.53
PEBK
Sharpe ratio
The chart of Sharpe ratio for PEBK, currently valued at 0.51, compared to the broader market-4.00-2.000.002.000.51
Sortino ratio
The chart of Sortino ratio for PEBK, currently valued at 0.93, compared to the broader market-4.00-2.000.002.004.000.93
Omega ratio
The chart of Omega ratio for PEBK, currently valued at 1.13, compared to the broader market0.501.001.502.001.13
Calmar ratio
The chart of Calmar ratio for PEBK, currently valued at 0.44, compared to the broader market0.002.004.006.000.44
Martin ratio
The chart of Martin ratio for PEBK, currently valued at 1.16, compared to the broader market-10.000.0010.0020.0030.001.16

TDS vs. PEBK - Sharpe Ratio Comparison

The current TDS Sharpe Ratio is 0.85, which is higher than the PEBK Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of TDS and PEBK, 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 Ratio0.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
0.85
0.51
TDS
PEBK

Dividends

TDS vs. PEBK - Dividend Comparison

TDS's dividend yield for the trailing twelve months is around 1.62%, less than PEBK's 3.60% yield.


TTM20232022202120202019201820172016201520142013
TDS
Telephone and Data Systems, Inc.
1.62%4.03%6.86%3.47%3.66%2.60%1.97%2.23%2.05%2.18%2.12%1.98%
PEBK
Peoples Bancorp of North Carolina, Inc.
3.60%2.92%2.65%2.36%3.21%1.97%2.08%1.46%1.48%1.29%1.14%0.75%

Drawdowns

TDS vs. PEBK - Drawdown Comparison

The maximum TDS drawdown since its inception was -85.77%, which is greater than PEBK's maximum drawdown of -76.41%. Use the drawdown chart below to compare losses from any high point for TDS and PEBK. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-35.66%
-21.28%
TDS
PEBK

Volatility

TDS vs. PEBK - Volatility Comparison

Telephone and Data Systems, Inc. (TDS) has a higher volatility of 18.62% compared to Peoples Bancorp of North Carolina, Inc. (PEBK) at 6.03%. This indicates that TDS's price experiences larger fluctuations and is considered to be riskier than PEBK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
18.62%
6.03%
TDS
PEBK

Financials

TDS vs. PEBK - Financials Comparison

This section allows you to compare key financial metrics between Telephone and Data Systems, Inc. and Peoples Bancorp of North Carolina, 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