UFPT vs. XPEL

In the year-to-date period, UFPT achieves a 44.16% return, which is significantly higher than XPEL's -23.10% return. Over the past 10 years, UFPT has underperformed XPEL with an annualized return of 26.66%, while XPEL has yielded a comparatively higher 32.96% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for UFP Technologies, Inc. (UFPT) and XPEL, Inc. (XPEL). 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 UFPT Sharpe Ratio is 0.85, which is higher than the XPEL Sharpe Ratio of -0.35. The chart below compares the historical Sharpe Ratios of UFPT and XPEL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither UFPT nor XPEL has paid dividends to shareholders.

The maximum UFPT drawdown since its inception was -88.53%, smaller than the maximum XPEL drawdown of -99.77%. Use the drawdown chart below to compare losses from any high point for UFPT and XPEL. For additional features, visit the drawdowns tool.

UFP Technologies, Inc. (UFPT) has a higher volatility of 14.70% compared to XPEL, Inc. (XPEL) at 11.49%. This indicates that UFPT's price experiences larger fluctuations and is considered to be riskier than XPEL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between UFP Technologies, Inc. and XPEL, 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.