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

Correlation

The correlation between UTHR and CTLT is 0.32, 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.


-0.50.00.51.00.3

Performance

UTHR vs. CTLT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in United Therapeutics Corporation (UTHR) and Catalent, Inc. (CTLT). The values are adjusted to include any dividend payments, if applicable.

200.00%250.00%300.00%350.00%JulyAugustSeptemberOctoberNovemberDecember
295.40%
217.56%
UTHR
CTLT

Key characteristics

Sharpe Ratio

UTHR:

2.10

CTLT:

2.58

Sortino Ratio

UTHR:

2.79

CTLT:

4.35

Omega Ratio

UTHR:

1.39

CTLT:

1.66

Calmar Ratio

UTHR:

2.39

CTLT:

0.75

Martin Ratio

UTHR:

12.14

CTLT:

12.40

Ulcer Index

UTHR:

4.90%

CTLT:

4.28%

Daily Std Dev

UTHR:

28.35%

CTLT:

20.54%

Max Drawdown

UTHR:

-93.18%

CTLT:

-77.62%

Current Drawdown

UTHR:

-12.30%

CTLT:

-55.41%

Fundamentals

Market Cap

UTHR:

$16.95B

CTLT:

$11.52B

EPS

UTHR:

$22.74

CTLT:

-$2.28

PEG Ratio

UTHR:

1.61

CTLT:

529.00

Total Revenue (TTM)

UTHR:

$2.76B

CTLT:

$4.42B

Gross Profit (TTM)

UTHR:

$2.45B

CTLT:

$965.00M

EBITDA (TTM)

UTHR:

$1.51B

CTLT:

$456.00M

Returns By Period

In the year-to-date period, UTHR achieves a 63.53% return, which is significantly higher than CTLT's 41.29% return. Over the past 10 years, UTHR has outperformed CTLT with an annualized return of 10.72%, while CTLT has yielded a comparatively lower 8.89% annualized return.


UTHR

YTD

63.53%

1M

-2.12%

6M

13.78%

1Y

64.24%

5Y*

31.74%

10Y*

10.72%

CTLT

YTD

41.29%

1M

7.59%

6M

12.35%

1Y

44.60%

5Y*

2.71%

10Y*

8.89%

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

UTHR vs. CTLT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for United Therapeutics Corporation (UTHR) and Catalent, Inc. (CTLT). 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 UTHR, currently valued at 2.10, compared to the broader market-4.00-2.000.002.002.102.52
The chart of Sortino ratio for UTHR, currently valued at 2.79, compared to the broader market-4.00-2.000.002.004.002.794.34
The chart of Omega ratio for UTHR, currently valued at 1.39, compared to the broader market0.501.001.502.001.391.65
The chart of Calmar ratio for UTHR, currently valued at 2.39, compared to the broader market0.002.004.006.002.390.69
The chart of Martin ratio for UTHR, currently valued at 12.14, compared to the broader market-5.000.005.0010.0015.0020.0025.0012.1411.26
UTHR
CTLT

The current UTHR Sharpe Ratio is 2.10, which is comparable to the CTLT Sharpe Ratio of 2.58. The chart below compares the historical Sharpe Ratios of UTHR and CTLT, 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 Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
2.10
2.52
UTHR
CTLT

Dividends

UTHR vs. CTLT - Dividend Comparison

Neither UTHR nor CTLT has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

UTHR vs. CTLT - Drawdown Comparison

The maximum UTHR drawdown since its inception was -93.18%, which is greater than CTLT's maximum drawdown of -77.62%. Use the drawdown chart below to compare losses from any high point for UTHR and CTLT. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-12.30%
-55.41%
UTHR
CTLT

Volatility

UTHR vs. CTLT - Volatility Comparison

United Therapeutics Corporation (UTHR) has a higher volatility of 8.49% compared to Catalent, Inc. (CTLT) at 3.16%. This indicates that UTHR's price experiences larger fluctuations and is considered to be riskier than CTLT 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%14.00%JulyAugustSeptemberOctoberNovemberDecember
8.49%
3.16%
UTHR
CTLT

Financials

UTHR vs. CTLT - Financials Comparison

This section allows you to compare key financial metrics between United Therapeutics Corporation and Catalent, 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