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ZTS vs. IDXX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

ZTS vs. IDXX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Zoetis Inc. (ZTS) and IDEXX Laboratories, Inc. (IDXX). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%JuneJulyAugustSeptemberOctoberNovember
1.65%
-20.80%
ZTS
IDXX

Returns By Period

In the year-to-date period, ZTS achieves a -9.73% return, which is significantly higher than IDXX's -24.36% return. Over the past 10 years, ZTS has underperformed IDXX with an annualized return of 15.82%, while IDXX has yielded a comparatively higher 19.03% annualized return.


ZTS

YTD

-9.73%

1M

-8.51%

6M

1.64%

1Y

1.93%

5Y (annualized)

8.93%

10Y (annualized)

15.82%

IDXX

YTD

-24.36%

1M

-8.28%

6M

-20.80%

1Y

-9.46%

5Y (annualized)

10.05%

10Y (annualized)

19.03%

Fundamentals


ZTSIDXX
Market Cap$79.47B$34.47B
EPS$5.32$10.35
PE Ratio33.1140.67
PEG Ratio2.454.43
Total Revenue (TTM)$9.15B$3.84B
Gross Profit (TTM)$6.30B$2.33B
EBITDA (TTM)$3.75B$1.25B

Key characteristics


ZTSIDXX
Sharpe Ratio0.04-0.36
Sortino Ratio0.23-0.35
Omega Ratio1.030.96
Calmar Ratio0.02-0.24
Martin Ratio0.09-0.74
Ulcer Index10.70%13.56%
Daily Std Dev25.23%27.80%
Max Drawdown-46.52%-81.46%
Current Drawdown-26.68%-40.51%

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Correlation

-0.50.00.51.00.6

The correlation between ZTS and IDXX is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Risk-Adjusted Performance

ZTS vs. IDXX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Zoetis Inc. (ZTS) and IDEXX Laboratories, Inc. (IDXX). 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 ZTS, currently valued at 0.04, compared to the broader market-4.00-2.000.002.004.000.04-0.36
The chart of Sortino ratio for ZTS, currently valued at 0.23, compared to the broader market-4.00-2.000.002.004.000.23-0.35
The chart of Omega ratio for ZTS, currently valued at 1.03, compared to the broader market0.501.001.502.001.030.96
The chart of Calmar ratio for ZTS, currently valued at 0.02, compared to the broader market0.002.004.006.000.02-0.24
The chart of Martin ratio for ZTS, currently valued at 0.09, compared to the broader market-10.000.0010.0020.0030.000.09-0.74
ZTS
IDXX

The current ZTS Sharpe Ratio is 0.04, which is higher than the IDXX Sharpe Ratio of -0.36. The chart below compares the historical Sharpe Ratios of ZTS and IDXX, 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-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
0.04
-0.36
ZTS
IDXX

Dividends

ZTS vs. IDXX - Dividend Comparison

ZTS's dividend yield for the trailing twelve months is around 0.98%, while IDXX has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
ZTS
Zoetis Inc.
0.98%0.76%0.89%0.41%0.48%0.50%0.59%0.58%0.71%0.69%0.67%0.60%
IDXX
IDEXX Laboratories, 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%

Drawdowns

ZTS vs. IDXX - Drawdown Comparison

The maximum ZTS drawdown since its inception was -46.52%, smaller than the maximum IDXX drawdown of -81.46%. Use the drawdown chart below to compare losses from any high point for ZTS and IDXX. For additional features, visit the drawdowns tool.


-40.00%-35.00%-30.00%-25.00%-20.00%JuneJulyAugustSeptemberOctoberNovember
-26.68%
-40.51%
ZTS
IDXX

Volatility

ZTS vs. IDXX - Volatility Comparison

The current volatility for Zoetis Inc. (ZTS) is 8.25%, while IDEXX Laboratories, Inc. (IDXX) has a volatility of 11.93%. This indicates that ZTS experiences smaller price fluctuations and is considered to be less risky than IDXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
8.25%
11.93%
ZTS
IDXX

Financials

ZTS vs. IDXX - Financials Comparison

This section allows you to compare key financial metrics between Zoetis Inc. and IDEXX Laboratories, 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