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TW vs. ELF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between TW and ELF is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

TW vs. ELF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tradeweb Markets Inc. (TW) and e.l.f. Beauty, Inc. (ELF). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

TW:

1.34

ELF:

-0.53

Sortino Ratio

TW:

1.57

ELF:

-0.54

Omega Ratio

TW:

1.24

ELF:

0.93

Calmar Ratio

TW:

1.96

ELF:

-0.54

Martin Ratio

TW:

7.00

ELF:

-0.84

Ulcer Index

TW:

4.44%

ELF:

49.61%

Daily Std Dev

TW:

25.27%

ELF:

72.23%

Max Drawdown

TW:

-48.64%

ELF:

-77.09%

Current Drawdown

TW:

-3.07%

ELF:

-48.40%

Fundamentals

Market Cap

TW:

$31.33B

ELF:

$6.34B

EPS

TW:

$2.43

ELF:

$1.92

PE Ratio

TW:

59.44

ELF:

58.59

PEG Ratio

TW:

4.13

ELF:

2.03

PS Ratio

TW:

17.18

ELF:

4.82

PB Ratio

TW:

5.19

ELF:

8.33

Total Revenue (TTM)

TW:

$1.83B

ELF:

$980.87M

Gross Profit (TTM)

TW:

$1.29B

ELF:

$698.65M

EBITDA (TTM)

TW:

$1.02B

ELF:

$137.51M

Returns By Period

In the year-to-date period, TW achieves a 10.43% return, which is significantly higher than ELF's -10.40% return.


TW

YTD

10.43%

1M

4.62%

6M

6.78%

1Y

32.96%

3Y*

29.29%

5Y*

17.45%

10Y*

N/A

ELF

YTD

-10.40%

1M

80.71%

6M

-13.15%

1Y

-39.82%

3Y*

61.67%

5Y*

45.69%

10Y*

N/A

*Annualized

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Tradeweb Markets Inc.

e.l.f. Beauty, Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

TW vs. ELF — Risk-Adjusted Performance Rank

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

TW
The Risk-Adjusted Performance Rank of TW is 8686
Overall Rank
The Sharpe Ratio Rank of TW is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of TW is 7878
Sortino Ratio Rank
The Omega Ratio Rank of TW is 8282
Omega Ratio Rank
The Calmar Ratio Rank of TW is 9292
Calmar Ratio Rank
The Martin Ratio Rank of TW is 9090
Martin Ratio Rank

ELF
The Risk-Adjusted Performance Rank of ELF is 2222
Overall Rank
The Sharpe Ratio Rank of ELF is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of ELF is 2222
Sortino Ratio Rank
The Omega Ratio Rank of ELF is 2222
Omega Ratio Rank
The Calmar Ratio Rank of ELF is 1616
Calmar Ratio Rank
The Martin Ratio Rank of ELF is 3131
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.

TW vs. ELF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Tradeweb Markets Inc. (TW) and e.l.f. Beauty, Inc. (ELF). 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.


The current TW Sharpe Ratio is 1.34, which is higher than the ELF Sharpe Ratio of -0.53. The chart below compares the historical Sharpe Ratios of TW and ELF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

TW vs. ELF - Dividend Comparison

TW's dividend yield for the trailing twelve months is around 0.29%, while ELF has not paid dividends to shareholders.


TTM202420232022202120202019
TW
Tradeweb Markets Inc.
0.29%0.31%0.40%0.49%0.32%0.51%0.52%
ELF
e.l.f. Beauty, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

TW vs. ELF - Drawdown Comparison

The maximum TW drawdown since its inception was -48.64%, smaller than the maximum ELF drawdown of -77.09%. Use the drawdown chart below to compare losses from any high point for TW and ELF.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

TW vs. ELF - Volatility Comparison

The current volatility for Tradeweb Markets Inc. (TW) is 6.83%, while e.l.f. Beauty, Inc. (ELF) has a volatility of 25.66%. This indicates that TW experiences smaller price fluctuations and is considered to be less risky than ELF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

TW vs. ELF - Financials Comparison

This section allows you to compare key financial metrics between Tradeweb Markets Inc. and e.l.f. Beauty, 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


100.00M200.00M300.00M400.00M500.00M20212022202320242025
509.68M
355.32M
(TW) Total Revenue
(ELF) Total Revenue
Values in USD except per share items