XPEL vs. UFPT

In the year-to-date period, XPEL achieves a -19.68% return, which is significantly lower than UFPT's 73.67% return. Over the past 10 years, XPEL has outperformed UFPT with an annualized return of 31.63%, while UFPT has yielded a comparatively lower 30.04% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for XPEL, Inc. (XPEL) and UFP Technologies, Inc. (UFPT). 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 XPEL Sharpe Ratio is -0.10, which is lower than the UFPT Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of XPEL and UFPT, 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 XPEL nor UFPT has paid dividends to shareholders.

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

The current volatility for XPEL, Inc. (XPEL) is 10.76%, while UFP Technologies, Inc. (UFPT) has a volatility of 23.28%. This indicates that XPEL experiences smaller price fluctuations and is considered to be less risky than UFPT 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 XPEL, Inc. and UFP Technologies, 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.