COMP <GO>
SOLV vs PEN // OPTIONS IMPLIED MOVE & PUT/CALL SKEW
Solventum Corporation (NYSE) VS. Penumbra Inc. (NYSE) • 15-METRIC TALLY: SOLV 7
— PEN 6
■ METRIC PARITY
LAST: $81.33 (-2.67%) • MKT CAP: $14.22B
options-implied-move
—
LAST: $318.95 (-0.94%) • MKT CAP: $12.68B
options-implied-move
—
15-METRIC INSTITUTIONAL SIDE-BY-SIDE SCORECARD (SOLV VS. PEN)
EMERALD CELL = QUANTITATIVE EDGE
| INSTITUTIONAL METRIC | SOLV | PEN | SPREAD (A - B) | ADVANTAGE | DEDICATED URL |
|---|---|---|---|---|---|
| Gross Profit Margin | 53.50% | 67.10% | -13.60 | PEN | /gross-margins <GO> |
| Return on Invested Capital (ROIC) | 18.70% | 10.60% | +8.10 | SOLV | /roic <GO> |
| EV/EBITDA & P/E Valuation | 7.3x | 52.0x | -44.70 | SOLV | /valuation <GO> |
| Free Cash Flow Yield | -0.07% | 1.38% | -1.45 | PEN | /fcf-yield <GO> |
| Operating Margin | 26.20% | 13.50% | +12.70 | SOLV | /operating-margins <GO> |
| Net Profit Margin | 18.70% | 12.70% | +6.00 | SOLV | /net-margins <GO> |
| Revenue Growth (YoY) | 0.90% | 17.50% | -16.60 | PEN | /revenue-growth <GO> |
| Dividend Yield & FCF Payout Safety | 0.00% | 0.00% | 0.00 | TIE | /dividend-safety <GO> |
| Altman Z-Score & Debt/Equity | 2.25 | 21.05 | -18.80 | PEN | /balance-sheet <GO> |
| Piotroski F-Score Quality | 6/9 | 9/9 | -3.00 | PEN | /piotroski-score <GO> |
| Options Implied Move & Put/Call Skew ACTIVE | — | — | — | TIE | /options-implied-move <GO> |
| RSI-14 & 200D SMA Momentum | 43.4 | 51.9 | -8.50 | PEN | /rsi-technicals <GO> |
| 10Y Yield & FRED Macro Beta | 1.06 | 0.91 | +0.15 | SOLV | /macro-sensitivity <GO> |
| Forward P/E Multiple | 8.5x | 60.0x | -51.50 | SOLV | /forward-pe <GO> |
| Enterprise Scale & Market Cap | $14.22B | $12.68B | $1.54B | SOLV | /market-cap <GO> |
5-YEAR HISTORICAL XBRL REVENUE & MARGIN TRAJECTORY SEC FORM 10-K FY
| FISCAL YEAR | SOLV REV | PEN REV | SOLV GROSS % | PEN GROSS % | SOLV FCF | PEN FCF |
|---|---|---|---|---|---|---|
| FY 2025 | $8.32B | $1.40B | 53.5% | 67.1% | -$10.0M | $174.9M |
| FY 2024 | $8.25B | $1.19B | 55.6% | 63.2% | $805.0M | $147.3M |
| FY 2023 | $8.20B | $1.06B | — | — | $1.55B | $49.7M |
FRED MACRO REGIME CORRELATION COMPARISON PEARSON r
SOLV // BETA 1.06
PEN // BETA 0.91