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XPEL vs. ENSG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

XPEL vs. ENSG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in XPEL, Inc. (XPEL) and The Ensign Group, Inc. (ENSG). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
24.25%
21.54%
XPEL
ENSG

Returns By Period

In the year-to-date period, XPEL achieves a -19.68% return, which is significantly lower than ENSG's 29.10% return. Over the past 10 years, XPEL has outperformed ENSG with an annualized return of 31.63%, while ENSG has yielded a comparatively lower 23.71% annualized return.


XPEL

YTD

-19.68%

1M

5.54%

6M

24.25%

1Y

-6.14%

5Y (annualized)

22.13%

10Y (annualized)

31.63%

ENSG

YTD

29.10%

1M

-2.07%

6M

21.54%

1Y

34.26%

5Y (annualized)

27.73%

10Y (annualized)

23.71%

Fundamentals


XPELENSG
Market Cap$1.20B$8.29B
EPS$1.75$4.13
PE Ratio24.7135.03
Total Revenue (TTM)$418.41M$4.08B
Gross Profit (TTM)$174.59M$569.89M
EBITDA (TTM)$72.41M$364.01M

Key characteristics


XPELENSG
Sharpe Ratio-0.101.57
Sortino Ratio0.412.24
Omega Ratio1.071.28
Calmar Ratio-0.103.87
Martin Ratio-0.279.37
Ulcer Index25.70%3.66%
Daily Std Dev73.21%21.84%
Max Drawdown-99.77%-55.57%
Current Drawdown-57.35%-7.81%

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Correlation

-0.50.00.51.00.1

The correlation between XPEL and ENSG is 0.10, 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.

Risk-Adjusted Performance

XPEL vs. ENSG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for XPEL, Inc. (XPEL) and The Ensign Group, Inc. (ENSG). 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 XPEL, currently valued at -0.10, compared to the broader market-4.00-2.000.002.004.00-0.101.57
The chart of Sortino ratio for XPEL, currently valued at 0.41, compared to the broader market-4.00-2.000.002.004.000.412.24
The chart of Omega ratio for XPEL, currently valued at 1.07, compared to the broader market0.501.001.502.001.071.28
The chart of Calmar ratio for XPEL, currently valued at -0.10, compared to the broader market0.002.004.006.00-0.103.87
The chart of Martin ratio for XPEL, currently valued at -0.27, compared to the broader market-10.000.0010.0020.0030.00-0.279.37
XPEL
ENSG

The current XPEL Sharpe Ratio is -0.10, which is lower than the ENSG Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of XPEL and ENSG, 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-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
-0.10
1.57
XPEL
ENSG

Dividends

XPEL vs. ENSG - Dividend Comparison

XPEL has not paid dividends to shareholders, while ENSG's dividend yield for the trailing twelve months is around 0.17%.


TTM20232022202120202019201820172016201520142013
XPEL
XPEL, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ENSG
The Ensign Group, Inc.
0.17%0.21%0.24%0.25%0.28%0.40%0.47%0.78%0.73%0.97%0.57%0.60%

Drawdowns

XPEL vs. ENSG - Drawdown Comparison

The maximum XPEL drawdown since its inception was -99.77%, which is greater than ENSG's maximum drawdown of -55.57%. Use the drawdown chart below to compare losses from any high point for XPEL and ENSG. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-57.35%
-7.81%
XPEL
ENSG

Volatility

XPEL vs. ENSG - Volatility Comparison

XPEL, Inc. (XPEL) has a higher volatility of 10.76% compared to The Ensign Group, Inc. (ENSG) at 10.19%. This indicates that XPEL's price experiences larger fluctuations and is considered to be riskier than ENSG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%50.00%JuneJulyAugustSeptemberOctoberNovember
10.76%
10.19%
XPEL
ENSG

Financials

XPEL vs. ENSG - Financials Comparison

This section allows you to compare key financial metrics between XPEL, Inc. and The Ensign Group, 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