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

Correlation

The correlation between TYL and UBER 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

TYL vs. UBER - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tyler Technologies, Inc. (TYL) and Uber Technologies, Inc. (UBER). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
21.74%
-13.32%
TYL
UBER

Key characteristics

Sharpe Ratio

TYL:

1.89

UBER:

0.02

Sortino Ratio

TYL:

3.02

UBER:

0.33

Omega Ratio

TYL:

1.37

UBER:

1.04

Calmar Ratio

TYL:

1.59

UBER:

0.02

Martin Ratio

TYL:

13.59

UBER:

0.05

Ulcer Index

TYL:

3.24%

UBER:

13.68%

Daily Std Dev

TYL:

23.40%

UBER:

40.31%

Max Drawdown

TYL:

-90.10%

UBER:

-68.05%

Current Drawdown

TYL:

-6.50%

UBER:

-28.34%

Fundamentals

Market Cap

TYL:

$26.02B

UBER:

$128.51B

EPS

TYL:

$5.47

UBER:

$2.03

PE Ratio

TYL:

111.14

UBER:

30.06

PEG Ratio

TYL:

2.76

UBER:

0.85

Total Revenue (TTM)

TYL:

$2.08B

UBER:

$41.96B

Gross Profit (TTM)

TYL:

$860.57M

UBER:

$15.63B

EBITDA (TTM)

TYL:

$440.41M

UBER:

$4.61B

Returns By Period

In the year-to-date period, TYL achieves a 42.16% return, which is significantly higher than UBER's 0.49% return.


TYL

YTD

42.16%

1M

-2.41%

6M

20.92%

1Y

43.23%

5Y*

14.82%

10Y*

17.99%

UBER

YTD

0.49%

1M

-13.48%

6M

-12.29%

1Y

0.26%

5Y*

15.28%

10Y*

N/A

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

TYL vs. UBER - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Tyler Technologies, Inc. (TYL) and Uber Technologies, Inc. (UBER). 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 TYL, currently valued at 1.89, compared to the broader market-4.00-2.000.002.001.890.02
The chart of Sortino ratio for TYL, currently valued at 3.02, compared to the broader market-4.00-2.000.002.004.003.020.33
The chart of Omega ratio for TYL, currently valued at 1.37, compared to the broader market0.501.001.502.001.371.04
The chart of Calmar ratio for TYL, currently valued at 1.59, compared to the broader market0.002.004.006.001.590.02
The chart of Martin ratio for TYL, currently valued at 13.59, compared to the broader market-5.000.005.0010.0015.0020.0025.0013.590.05
TYL
UBER

The current TYL Sharpe Ratio is 1.89, which is higher than the UBER Sharpe Ratio of 0.02. The chart below compares the historical Sharpe Ratios of TYL and UBER, 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 Ratio-0.500.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.89
0.02
TYL
UBER

Dividends

TYL vs. UBER - Dividend Comparison

Neither TYL nor UBER has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

TYL vs. UBER - Drawdown Comparison

The maximum TYL drawdown since its inception was -90.10%, which is greater than UBER's maximum drawdown of -68.05%. Use the drawdown chart below to compare losses from any high point for TYL and UBER. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.50%
-28.34%
TYL
UBER

Volatility

TYL vs. UBER - Volatility Comparison

The current volatility for Tyler Technologies, Inc. (TYL) is 6.97%, while Uber Technologies, Inc. (UBER) has a volatility of 13.77%. This indicates that TYL experiences smaller price fluctuations and is considered to be less risky than UBER based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
6.97%
13.77%
TYL
UBER

Financials

TYL vs. UBER - Financials Comparison

This section allows you to compare key financial metrics between Tyler Technologies, Inc. and Uber Technologies, 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
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 © 2024 PortfoliosLab