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ZJYL vs. ELF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ZJYL and ELF is 0.06, 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.


-0.50.00.51.00.1

Performance

ZJYL vs. ELF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Jin Medical International Ltd (ZJYL) and e.l.f. Beauty, Inc. (ELF). The values are adjusted to include any dividend payments, if applicable.

-80.00%-60.00%-40.00%-20.00%0.00%20.00%40.00%SeptemberOctoberNovemberDecember2025February
-72.55%
-53.19%
ZJYL
ELF

Key characteristics

Sharpe Ratio

ZJYL:

-0.62

ELF:

-0.94

Sortino Ratio

ZJYL:

-1.32

ELF:

-1.50

Omega Ratio

ZJYL:

0.85

ELF:

0.82

Calmar Ratio

ZJYL:

-0.94

ELF:

-0.91

Martin Ratio

ZJYL:

-1.21

ELF:

-1.69

Ulcer Index

ZJYL:

73.52%

ELF:

36.37%

Daily Std Dev

ZJYL:

143.07%

ELF:

65.27%

Max Drawdown

ZJYL:

-94.77%

ELF:

-77.00%

Current Drawdown

ZJYL:

-94.39%

ELF:

-67.08%

Fundamentals

Market Cap

ZJYL:

$121.17M

ELF:

$4.11B

EPS

ZJYL:

$0.02

ELF:

$1.64

PE Ratio

ZJYL:

38.70

ELF:

43.76

Total Revenue (TTM)

ZJYL:

$14.85M

ELF:

$1.30B

Gross Profit (TTM)

ZJYL:

$5.15M

ELF:

$925.85M

EBITDA (TTM)

ZJYL:

$2.04M

ELF:

$168.75M

Returns By Period

In the year-to-date period, ZJYL achieves a -0.51% return, which is significantly higher than ELF's -42.84% return.


ZJYL

YTD

-0.51%

1M

-2.03%

6M

-72.55%

1Y

-88.22%

5Y*

N/A

10Y*

N/A

ELF

YTD

-42.84%

1M

-31.27%

6M

-53.20%

1Y

-64.48%

5Y*

35.24%

10Y*

N/A

*Annualized

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

ZJYL vs. ELF — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ZJYL
The Risk-Adjusted Performance Rank of ZJYL is 1010
Overall Rank
The Sharpe Ratio Rank of ZJYL is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of ZJYL is 77
Sortino Ratio Rank
The Omega Ratio Rank of ZJYL is 1010
Omega Ratio Rank
The Calmar Ratio Rank of ZJYL is 22
Calmar Ratio Rank
The Martin Ratio Rank of ZJYL is 1515
Martin Ratio Rank

ELF
The Risk-Adjusted Performance Rank of ELF is 44
Overall Rank
The Sharpe Ratio Rank of ELF is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of ELF is 55
Sortino Ratio Rank
The Omega Ratio Rank of ELF is 77
Omega Ratio Rank
The Calmar Ratio Rank of ELF is 22
Calmar Ratio Rank
The Martin Ratio Rank of ELF is 33
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ZJYL vs. ELF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Jin Medical International Ltd (ZJYL) and e.l.f. Beauty, Inc. (ELF). 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 ZJYL, currently valued at -0.62, compared to the broader market-3.00-2.00-1.000.001.002.003.00-0.62-0.94
The chart of Sortino ratio for ZJYL, currently valued at -1.32, compared to the broader market-6.00-4.00-2.000.002.004.00-1.32-1.50
The chart of Omega ratio for ZJYL, currently valued at 0.85, compared to the broader market0.501.001.502.000.850.82
The chart of Calmar ratio for ZJYL, currently valued at -0.94, compared to the broader market0.002.004.006.00-0.94-0.91
The chart of Martin ratio for ZJYL, currently valued at -1.21, compared to the broader market-10.000.0010.0020.00-1.21-1.69
ZJYL
ELF

The current ZJYL Sharpe Ratio is -0.62, which is higher than the ELF Sharpe Ratio of -0.94. The chart below compares the historical Sharpe Ratios of ZJYL and ELF, 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-1.00-0.500.000.501.00SeptemberOctoberNovemberDecember2025February
-0.62
-0.94
ZJYL
ELF

Dividends

ZJYL vs. ELF - Dividend Comparison

Neither ZJYL nor ELF has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ZJYL vs. ELF - Drawdown Comparison

The maximum ZJYL drawdown since its inception was -94.77%, which is greater than ELF's maximum drawdown of -77.00%. Use the drawdown chart below to compare losses from any high point for ZJYL and ELF. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%SeptemberOctoberNovemberDecember2025February
-94.39%
-67.08%
ZJYL
ELF

Volatility

ZJYL vs. ELF - Volatility Comparison

Jin Medical International Ltd (ZJYL) has a higher volatility of 34.72% compared to e.l.f. Beauty, Inc. (ELF) at 25.83%. This indicates that ZJYL's price experiences larger fluctuations and is considered to be riskier than ELF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%60.00%SeptemberOctoberNovemberDecember2025February
34.72%
25.83%
ZJYL
ELF

Financials

ZJYL vs. ELF - Financials Comparison

This section allows you to compare key financial metrics between Jin Medical International Ltd and e.l.f. Beauty, 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
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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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