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

Correlation

The correlation between TSCO and CTAS is 0.30, 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.


-0.50.00.51.00.3

Performance

TSCO vs. CTAS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tractor Supply Company (TSCO) and Cintas Corporation (CTAS). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
-0.05%
4.78%
TSCO
CTAS

Key characteristics

Sharpe Ratio

TSCO:

0.93

CTAS:

1.61

Sortino Ratio

TSCO:

1.38

CTAS:

2.07

Omega Ratio

TSCO:

1.18

CTAS:

1.35

Calmar Ratio

TSCO:

1.64

CTAS:

1.82

Martin Ratio

TSCO:

3.63

CTAS:

7.02

Ulcer Index

TSCO:

6.41%

CTAS:

5.08%

Daily Std Dev

TSCO:

24.93%

CTAS:

22.23%

Max Drawdown

TSCO:

-76.12%

CTAS:

-65.32%

Current Drawdown

TSCO:

-11.54%

CTAS:

-12.55%

Fundamentals

Market Cap

TSCO:

$28.37B

CTAS:

$78.97B

EPS

TSCO:

$2.05

CTAS:

$4.15

PE Ratio

TSCO:

25.90

CTAS:

47.16

PEG Ratio

TSCO:

2.50

CTAS:

3.91

Total Revenue (TTM)

TSCO:

$11.11B

CTAS:

$9.94B

Gross Profit (TTM)

TSCO:

$3.74B

CTAS:

$4.85B

EBITDA (TTM)

TSCO:

$1.48B

CTAS:

$2.73B

Returns By Period

In the year-to-date period, TSCO achieves a 0.89% return, which is significantly lower than CTAS's 8.40% return. Over the past 10 years, TSCO has underperformed CTAS with an annualized return of 18.07%, while CTAS has yielded a comparatively higher 27.29% annualized return.


TSCO

YTD

0.89%

1M

-2.75%

6M

-0.05%

1Y

21.48%

5Y*

29.67%

10Y*

18.07%

CTAS

YTD

8.40%

1M

-4.96%

6M

4.78%

1Y

35.61%

5Y*

23.97%

10Y*

27.29%

*Annualized

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

TSCO vs. CTAS — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TSCO
The Risk-Adjusted Performance Rank of TSCO is 7676
Overall Rank
The Sharpe Ratio Rank of TSCO is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of TSCO is 6969
Sortino Ratio Rank
The Omega Ratio Rank of TSCO is 6969
Omega Ratio Rank
The Calmar Ratio Rank of TSCO is 8888
Calmar Ratio Rank
The Martin Ratio Rank of TSCO is 7676
Martin Ratio Rank

CTAS
The Risk-Adjusted Performance Rank of CTAS is 8787
Overall Rank
The Sharpe Ratio Rank of CTAS is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of CTAS is 8282
Sortino Ratio Rank
The Omega Ratio Rank of CTAS is 8989
Omega Ratio Rank
The Calmar Ratio Rank of CTAS is 8989
Calmar Ratio Rank
The Martin Ratio Rank of CTAS is 8787
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TSCO vs. CTAS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Tractor Supply Company (TSCO) and Cintas Corporation (CTAS). 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 TSCO, currently valued at 0.93, compared to the broader market-2.000.002.000.931.61
The chart of Sortino ratio for TSCO, currently valued at 1.38, compared to the broader market-4.00-2.000.002.004.001.382.07
The chart of Omega ratio for TSCO, currently valued at 1.18, compared to the broader market0.501.001.502.001.181.35
The chart of Calmar ratio for TSCO, currently valued at 1.64, compared to the broader market0.002.004.006.001.641.82
The chart of Martin ratio for TSCO, currently valued at 3.63, compared to the broader market-10.000.0010.0020.0030.003.637.02
TSCO
CTAS

The current TSCO Sharpe Ratio is 0.93, which is lower than the CTAS Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of TSCO and CTAS, 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 Ratio1.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
0.93
1.61
TSCO
CTAS

Dividends

TSCO vs. CTAS - Dividend Comparison

TSCO's dividend yield for the trailing twelve months is around 4.93%, more than CTAS's 0.73% yield.


TTM20242023202220212020201920182017201620152014
TSCO
Tractor Supply Company
4.93%4.98%7.66%3.27%3.49%2.21%1.46%5.70%2.69%4.80%2.57%3.87%
CTAS
Cintas Corporation
0.73%0.80%0.83%0.93%0.77%0.79%0.95%1.22%1.04%1.15%1.15%2.17%

Drawdowns

TSCO vs. CTAS - Drawdown Comparison

The maximum TSCO drawdown since its inception was -76.12%, which is greater than CTAS's maximum drawdown of -65.32%. Use the drawdown chart below to compare losses from any high point for TSCO and CTAS. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-11.54%
-12.55%
TSCO
CTAS

Volatility

TSCO vs. CTAS - Volatility Comparison

The current volatility for Tractor Supply Company (TSCO) is 8.64%, while Cintas Corporation (CTAS) has a volatility of 12.97%. This indicates that TSCO experiences smaller price fluctuations and is considered to be less risky than CTAS 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%AugustSeptemberOctoberNovemberDecember2025
8.64%
12.97%
TSCO
CTAS

Financials

TSCO vs. CTAS - Financials Comparison

This section allows you to compare key financial metrics between Tractor Supply Company and Cintas 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab