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USAC vs. DVN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between USAC and DVN is 0.45, 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.


-0.50.00.51.00.4

Performance

USAC vs. DVN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USA Compression Partners, LP (USAC) and Devon Energy Corporation (DVN). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%JulyAugustSeptemberOctoberNovemberDecember
379.89%
-15.65%
USAC
DVN

Key characteristics

Sharpe Ratio

USAC:

-0.22

DVN:

-1.18

Sortino Ratio

USAC:

-0.16

DVN:

-1.62

Omega Ratio

USAC:

0.98

DVN:

0.81

Calmar Ratio

USAC:

-0.25

DVN:

-0.48

Martin Ratio

USAC:

-0.43

DVN:

-1.65

Ulcer Index

USAC:

12.53%

DVN:

17.94%

Daily Std Dev

USAC:

24.69%

DVN:

25.11%

Max Drawdown

USAC:

-78.96%

DVN:

-94.93%

Current Drawdown

USAC:

-18.46%

DVN:

-61.78%

Fundamentals

Market Cap

USAC:

$2.62B

DVN:

$21.13B

EPS

USAC:

$0.55

DVN:

$5.40

PE Ratio

USAC:

40.75

DVN:

5.96

PEG Ratio

USAC:

-68.32

DVN:

14.90

Total Revenue (TTM)

USAC:

$929.61M

DVN:

$15.14B

Gross Profit (TTM)

USAC:

$363.09M

DVN:

$4.64B

EBITDA (TTM)

USAC:

$537.02M

DVN:

$7.60B

Returns By Period

In the year-to-date period, USAC achieves a 3.01% return, which is significantly higher than DVN's -29.69% return. Over the past 10 years, USAC has outperformed DVN with an annualized return of 16.12%, while DVN has yielded a comparatively lower -3.30% annualized return.


USAC

YTD

3.01%

1M

-9.69%

6M

-5.50%

1Y

-2.37%

5Y*

18.14%

10Y*

16.12%

DVN

YTD

-29.69%

1M

-19.14%

6M

-31.66%

1Y

-30.53%

5Y*

10.12%

10Y*

-3.30%

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Risk-Adjusted Performance

USAC vs. DVN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for USA Compression Partners, LP (USAC) and Devon Energy Corporation (DVN). 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 USAC, currently valued at -0.22, compared to the broader market-4.00-2.000.002.00-0.22-1.18
The chart of Sortino ratio for USAC, currently valued at -0.16, compared to the broader market-4.00-2.000.002.004.00-0.16-1.62
The chart of Omega ratio for USAC, currently valued at 0.98, compared to the broader market0.501.001.502.000.980.81
The chart of Calmar ratio for USAC, currently valued at -0.25, compared to the broader market0.002.004.006.00-0.25-0.53
The chart of Martin ratio for USAC, currently valued at -0.43, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.43-1.65
USAC
DVN

The current USAC Sharpe Ratio is -0.22, which is higher than the DVN Sharpe Ratio of -1.18. The chart below compares the historical Sharpe Ratios of USAC and DVN, 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-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.22
-1.18
USAC
DVN

Dividends

USAC vs. DVN - Dividend Comparison

USAC's dividend yield for the trailing twelve months is around 9.75%, more than DVN's 4.71% yield.


TTM20232022202120202019201820172016201520142013
USAC
USA Compression Partners, LP
9.75%9.20%10.75%12.03%15.44%11.58%16.18%12.70%12.14%18.06%11.90%4.66%
DVN
Devon Energy Corporation
4.71%6.34%8.41%4.47%4.30%1.35%1.33%0.58%0.92%3.00%1.54%1.39%

Drawdowns

USAC vs. DVN - Drawdown Comparison

The maximum USAC drawdown since its inception was -78.96%, smaller than the maximum DVN drawdown of -94.93%. Use the drawdown chart below to compare losses from any high point for USAC and DVN. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-18.46%
-55.34%
USAC
DVN

Volatility

USAC vs. DVN - Volatility Comparison

The current volatility for USA Compression Partners, LP (USAC) is 5.94%, while Devon Energy Corporation (DVN) has a volatility of 7.88%. This indicates that USAC experiences smaller price fluctuations and is considered to be less risky than DVN 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%JulyAugustSeptemberOctoberNovemberDecember
5.94%
7.88%
USAC
DVN

Financials

USAC vs. DVN - Financials Comparison

This section allows you to compare key financial metrics between USA Compression Partners, LP and Devon Energy 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
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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.

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