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

-60.00%-40.00%-20.00%0.00%20.00%40.00%JuneJulyAugustSeptemberOctoberNovember
-61.92%
-33.72%
ZJYL
ELF

Returns By Period

In the year-to-date period, ZJYL achieves a -91.37% return, which is significantly lower than ELF's -15.15% return.


ZJYL

YTD

-91.37%

1M

-51.80%

6M

-61.92%

1Y

-2.55%

5Y (annualized)

N/A

10Y (annualized)

N/A

ELF

YTD

-15.15%

1M

14.86%

6M

-33.72%

1Y

7.66%

5Y (annualized)

49.03%

10Y (annualized)

N/A

Fundamentals


ZJYLELF
Market Cap$189.42M$6.86B
EPS$0.02$1.85
PE Ratio60.5065.79
Total Revenue (TTM)$14.85M$1.22B
Gross Profit (TTM)$5.15M$864.50M
EBITDA (TTM)$2.04M$139.42M

Key characteristics


ZJYLELF
Sharpe Ratio-0.020.16
Sortino Ratio2.740.67
Omega Ratio1.341.08
Calmar Ratio-0.060.18
Martin Ratio-0.080.36
Ulcer Index69.12%26.82%
Daily Std Dev337.75%60.79%
Max Drawdown-92.68%-77.00%
Current Drawdown-92.25%-43.82%

Compare stocks, funds, or ETFs

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Correlation

-0.50.00.51.00.0

The correlation between ZJYL and ELF is 0.03, 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

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 -0.02, compared to the broader market-4.00-2.000.002.004.00-0.020.16
The chart of Sortino ratio for ZJYL, currently valued at 2.74, compared to the broader market-4.00-2.000.002.004.002.740.67
The chart of Omega ratio for ZJYL, currently valued at 1.34, compared to the broader market0.501.001.502.001.341.08
The chart of Calmar ratio for ZJYL, currently valued at -0.06, compared to the broader market0.002.004.006.00-0.060.18
The chart of Martin ratio for ZJYL, currently valued at -0.08, compared to the broader market0.0010.0020.0030.00-0.080.36
ZJYL
ELF

The current ZJYL Sharpe Ratio is -0.02, which is lower than the ELF Sharpe Ratio of 0.16. 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-0.500.000.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
-0.02
0.16
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 -92.68%, 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.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-92.25%
-43.82%
ZJYL
ELF

Volatility

ZJYL vs. ELF - Volatility Comparison

Jin Medical International Ltd (ZJYL) has a higher volatility of 30.21% compared to e.l.f. Beauty, Inc. (ELF) at 19.79%. 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%JuneJulyAugustSeptemberOctoberNovember
30.21%
19.79%
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