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

Correlation

The correlation between USLM and CX is 0.22, 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.


-0.50.00.51.00.2

Performance

USLM vs. CX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in United States Lime & Minerals, Inc. (USLM) and CEMEX, S.A.B. de C.V. (CX). The values are adjusted to include any dividend payments, if applicable.

0.00%5,000.00%10,000.00%JulyAugustSeptemberOctoberNovemberDecember
11,496.16%
4.93%
USLM
CX

Key characteristics

Sharpe Ratio

USLM:

4.65

CX:

-0.75

Sortino Ratio

USLM:

5.11

CX:

-0.91

Omega Ratio

USLM:

1.67

CX:

0.89

Calmar Ratio

USLM:

10.26

CX:

-0.34

Martin Ratio

USLM:

34.48

CX:

-1.05

Ulcer Index

USLM:

5.53%

CX:

25.97%

Daily Std Dev

USLM:

41.01%

CX:

36.66%

Max Drawdown

USLM:

-77.13%

CX:

-93.80%

Current Drawdown

USLM:

-15.56%

CX:

-78.35%

Fundamentals

Market Cap

USLM:

$4.04B

CX:

$8.12B

EPS

USLM:

$3.44

CX:

$0.20

PE Ratio

USLM:

41.10

CX:

28.00

PEG Ratio

USLM:

0.00

CX:

0.11

Total Revenue (TTM)

USLM:

$303.35M

CX:

$16.96B

Gross Profit (TTM)

USLM:

$132.05M

CX:

$5.59B

EBITDA (TTM)

USLM:

$136.98M

CX:

$2.83B

Returns By Period

In the year-to-date period, USLM achieves a 189.36% return, which is significantly higher than CX's -26.61% return. Over the past 10 years, USLM has outperformed CX with an annualized return of 26.46%, while CX has yielded a comparatively lower -4.47% annualized return.


USLM

YTD

189.36%

1M

-11.53%

6M

87.87%

1Y

184.81%

5Y*

50.00%

10Y*

26.46%

CX

YTD

-26.61%

1M

4.05%

6M

-9.86%

1Y

-29.69%

5Y*

8.30%

10Y*

-4.47%

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

USLM vs. CX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for United States Lime & Minerals, Inc. (USLM) and CEMEX, S.A.B. de C.V. (CX). 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 USLM, currently valued at 4.65, compared to the broader market-4.00-2.000.002.004.65-0.75
The chart of Sortino ratio for USLM, currently valued at 5.11, compared to the broader market-4.00-2.000.002.004.005.11-0.91
The chart of Omega ratio for USLM, currently valued at 1.67, compared to the broader market0.501.001.502.001.670.89
The chart of Calmar ratio for USLM, currently valued at 10.26, compared to the broader market0.002.004.006.0010.26-0.34
The chart of Martin ratio for USLM, currently valued at 34.48, compared to the broader market-5.000.005.0010.0015.0020.0025.0034.48-1.05
USLM
CX

The current USLM Sharpe Ratio is 4.65, which is higher than the CX Sharpe Ratio of -0.75. The chart below compares the historical Sharpe Ratios of USLM and CX, 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 Ratio0.002.004.006.00JulyAugustSeptemberOctoberNovemberDecember
4.65
-0.75
USLM
CX

Dividends

USLM vs. CX - Dividend Comparison

USLM's dividend yield for the trailing twelve months is around 0.15%, less than CX's 0.74% yield.


TTM2023202220212020201920182017201620152014
USLM
United States Lime & Minerals, Inc.
0.15%0.35%0.57%0.50%0.56%6.52%0.76%0.70%0.66%0.91%0.69%
CX
CEMEX, S.A.B. de C.V.
0.74%0.00%0.00%0.00%0.00%2.59%0.00%0.00%0.00%0.00%0.00%

Drawdowns

USLM vs. CX - Drawdown Comparison

The maximum USLM drawdown since its inception was -77.13%, smaller than the maximum CX drawdown of -93.80%. Use the drawdown chart below to compare losses from any high point for USLM and CX. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-15.56%
-78.35%
USLM
CX

Volatility

USLM vs. CX - Volatility Comparison

United States Lime & Minerals, Inc. (USLM) has a higher volatility of 13.80% compared to CEMEX, S.A.B. de C.V. (CX) at 9.39%. This indicates that USLM's price experiences larger fluctuations and is considered to be riskier than CX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
13.80%
9.39%
USLM
CX

Financials

USLM vs. CX - Financials Comparison

This section allows you to compare key financial metrics between United States Lime & Minerals, Inc. and CEMEX, S.A.B. de C.V.. 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