Industrial Goods Stock List
Year-to-Date Return
< 0.0%
—
> 10.0%
10-Year Annualized Return
< 0.0%
—
> 10.0%
Sharpe Ratio
< 0.0
—
> 0.1
Omega ratio
< 0.0
—
> 0.1
Sortino ratio
< 0.0
—
> 0.1
Calmar ratio
< 0.0
—
> 0.1
Ulcer Index
< 0.0%
—
> 10.0%
10Y Volatility
< 0.0%
—
> 10.0%
Maximum Drawdown
< 0.0%
—
> 10.0%
Dividend Yield
< 0.0%
—
> 10.0%
| Symbol | Full name | YTD Ret. | 10Y Ann. Ret. | Div. Yield | 10Y Volatility | Max. Drawdown | Sharpe Ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 0P2N.L | Ferrovial | 37.1% | 12.7% | 2.2% | 24.8% | -70.9% | 1.6 | ||||
| 0P6M.L | Siemens AG Class N | 29.1% | 10.3% | 2.6% | 32.9% | -67.8% | 1.1 | ||||
| 0QO3.L | OC Oerlikon Corporation AG | -41.7% | -14.0% | 9.9% | 42.0% | -96.7% | -1.5 |