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ZJYL vs. ELF
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

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.

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Returns By Period

In the year-to-date period, ZJYL achieves a -26.14% return, which is significantly higher than ELF's -31.64% return.


ZJYL

1D
33.20%
1M
40.09%
YTD
-26.14%
6M
-33.89%
1Y
-79.69%
3Y*
-20.83%
5Y*
10Y*

ELF

1D
-2.82%
1M
-14.07%
YTD
-31.64%
6M
-29.95%
1Y
-54.31%
3Y*
-20.94%
5Y*
13.72%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZJYL vs. ELF - Yearly Performance Comparison


2026 (YTD)202520242023
ZJYL
Jin Medical International Ltd
-26.14%-71.73%-93.73%3,020.13%
ELF
e.l.f. Beauty, Inc.
-31.64%-39.43%-13.02%81.08%

Correlation

The correlation between ZJYL and ELF is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.04

Correlation (3Y)
Calculated over the trailing 3-year period

0.03

Correlation (All Time)
Calculated using the full available price history since Mar 29, 2023

0.02

Fundamentals

Market Cap

ZJYL:

$508.78M

ELF:

$3.12B

EPS

ZJYL:

$0.03

ELF:

$0.44

PE Ratio

ZJYL:

104.53

ELF:

117.22

PEG Ratio

ZJYL:

7.73

ELF:

2.62

PS Ratio

ZJYL:

11.51

ELF:

1.89

PB Ratio

ZJYL:

17.17

ELF:

2.76

Total Revenue (TTM)

ZJYL:

$44.19M

ELF:

$1.64B

Gross Profit (TTM)

ZJYL:

$15.78M

ELF:

$1.16B

EBITDA (TTM)

ZJYL:

$4.75M

ELF:

$185.47M

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Return for Risk

ZJYL vs. ELF — Risk / Return Rank

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

ZJYL
ZJYL Risk / Return Rank: 88
Overall Rank
ZJYL Sharpe Ratio Rank: 88
Sharpe Ratio Rank
ZJYL Sortino Ratio Rank: 55
Sortino Ratio Rank
ZJYL Omega Ratio Rank: 55
Omega Ratio Rank
ZJYL Calmar Ratio Rank: 77
Calmar Ratio Rank
ZJYL Martin Ratio Rank: 1313
Martin Ratio Rank

ELF
ELF Risk / Return Rank: 99
Overall Rank
ELF Sharpe Ratio Rank: 88
Sharpe Ratio Rank
ELF Sortino Ratio Rank: 1010
Sortino Ratio Rank
ELF Omega Ratio Rank: 99
Omega Ratio Rank
ELF Calmar Ratio Rank: 99
Calmar Ratio Rank
ELF Martin Ratio Rank: 77
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ZJYL vs. ELF - Risk-Adjusted Trends 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.


ZJYLELFDifference

Sharpe ratio

Return per unit of total volatility

-0.82

-0.83

+0.01

Sortino ratio

Return per unit of downside risk

-1.57

-1.01

-0.56

Omega ratio

Gain probability vs. loss probability

0.80

0.86

-0.06

Calmar ratio

Return relative to maximum drawdown

-0.88

-0.82

-0.06

Martin ratio

Return relative to average drawdown

-1.21

-1.40

+0.20

ZJYL vs. ELF - Sharpe Ratio Comparison

The current ZJYL Sharpe Ratio is -0.82, which is comparable to the ELF Sharpe Ratio of -0.83. The chart below compares the historical Sharpe Ratios of ZJYL and ELF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


ZJYLELFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.82

-0.83

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.11

0.13

-0.24

Drawdowns

ZJYL vs. ELF - Drawdown Comparison

The maximum ZJYL drawdown since its inception was -99.33%, which is greater than ELF's maximum drawdown of -77.09%. Use the drawdown chart below to compare losses from any high point for ZJYL and ELF.


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Drawdown Indicators


ZJYLELFDifference

Max Drawdown

Largest peak-to-trough decline

-99.33%

-77.09%

-22.24%

Max Drawdown (1Y)

Largest decline over 1 year

-89.18%

-65.42%

-23.76%

Max Drawdown (3Y)

Largest decline over 3 years

-99.33%

-77.09%

-22.24%

Max Drawdown (5Y)

Largest decline over 5 years

-77.09%

Current Drawdown

Current decline from peak

-98.82%

-76.16%

-22.66%

Average Drawdown

Average peak-to-trough decline

-71.40%

-32.30%

-39.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

64.94%

38.32%

+26.62%

Volatility

ZJYL vs. ELF - Volatility Comparison

Jin Medical International Ltd (ZJYL) has a higher volatility of 35.20% compared to e.l.f. Beauty, Inc. (ELF) at 17.16%. 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.


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Volatility by Period


ZJYLELFDifference

Volatility (1M)

Calculated over the trailing 1-month period

35.20%

17.16%

+18.04%

Volatility (6M)

Calculated over the trailing 6-month period

74.65%

42.19%

+32.46%

Volatility (1Y)

Calculated over the trailing 1-year period

97.68%

65.82%

+31.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

219.91%

57.13%

+162.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

219.91%

55.15%

+164.76%

Dividends

ZJYL vs. ELF - Dividend Comparison

Neither ZJYL nor ELF has paid dividends to shareholders.


Tickers have no history of dividend payments

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


0.00100.00M200.00M300.00M400.00M500.00M20222023202420252026
10.81M
449.29M
(ZJYL) Total Revenue
(ELF) Total Revenue
Values in USD except per share items

ZJYL vs. ELF - Profitability Comparison

The chart below illustrates the profitability comparison between Jin Medical International Ltd and e.l.f. Beauty, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%40.0%50.0%60.0%70.0%20222023202420252026
33.7%
72.7%
Portfolio components
ZJYL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Jin Medical International Ltd reported a gross profit of 3.64M and revenue of 10.81M. Therefore, the gross margin over that period was 33.7%.

ELF - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, e.l.f. Beauty, Inc. reported a gross profit of 326.45M and revenue of 449.29M. Therefore, the gross margin over that period was 72.7%.

ZJYL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Jin Medical International Ltd reported an operating income of 1.06M and revenue of 10.81M, resulting in an operating margin of 9.8%.

ELF - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, e.l.f. Beauty, Inc. reported an operating income of 7.32M and revenue of 449.29M, resulting in an operating margin of 1.6%.

ZJYL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Jin Medical International Ltd reported a net income of 1.28M and revenue of 10.81M, resulting in a net margin of 11.9%.

ELF - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, e.l.f. Beauty, Inc. reported a net income of -49.37M and revenue of 449.29M, resulting in a net margin of -11.0%.


Frequently Asked Questions


ZJYL and ELF have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ZJYL has higher volatility (35.20%) compared to ELF (17.16%). In terms of maximum drawdown, ZJYL dropped -99.33% vs ELF's -77.09%.

ZJYL currently has the higher Sharpe Ratio (-0.82 vs -0.83), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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