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Agilent Technologies, Inc. (A)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS00846U1016
CUSIP00846U101
SectorHealthcare
IndustryDiagnostics & Research

Highlights

Market Cap$38.10B
EPS (TTM)$4.22
PE Ratio30.94
PEG Ratio2.70
Total Revenue (TTM)$6.59B
Gross Profit (TTM)$3.34B
EBITDA (TTM)$1.62B
Year Range$96.48 - $155.35
Target Price$137.28
Short %1.64%
Short Ratio3.07

Share Price Chart


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Compare to other instruments

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Agilent Technologies, Inc.

Popular comparisons: A vs. TMO, A vs. ALL, A vs. VMW, A vs. QQQ, A vs. ^SP500TR, A vs. ^GSPC, A vs. AAPL, A vs. SPGI, A vs. SPY, A vs. XSD

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Agilent Technologies, Inc., comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%2024FebruaryMarchAprilMayJune
-2.59%
15.59%
A (Agilent Technologies, Inc.)
Benchmark (^GSPC)

S&P 500

Returns By Period

Agilent Technologies, Inc. had a return of -2.81% year-to-date (YTD) and 15.00% in the last 12 months. Over the past 10 years, Agilent Technologies, Inc. had an annualized return of 13.34%, outperforming the S&P 500 benchmark which had an annualized return of 10.85%.


PeriodReturnBenchmark
Year-To-Date-2.81%15.04%
1 month-12.77%3.37%
6 months-2.05%16.79%
1 year15.00%25.03%
5 years (annualized)13.81%13.26%
10 years (annualized)13.34%10.85%

Monthly Returns

The table below presents the monthly returns of A, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-6.42%5.58%5.93%-5.67%-4.84%-2.81%
20231.62%-6.65%-2.56%-1.94%-14.59%4.16%1.26%-0.57%-7.64%-7.37%23.63%8.97%-6.42%
2022-12.62%-6.43%1.51%-9.73%6.95%-6.89%13.11%-4.36%-5.22%14.02%12.02%-3.30%-5.52%
20211.58%1.58%4.15%5.27%3.36%7.01%3.80%14.51%-10.22%0.10%-4.18%5.80%35.51%
2020-3.22%-6.65%-6.84%7.04%14.98%0.47%9.01%4.25%0.52%1.32%14.51%1.36%39.79%
201912.73%4.46%1.18%-2.14%-14.59%11.36%-6.84%2.45%7.99%-1.15%6.63%5.84%27.54%
20189.65%-6.59%-2.46%-1.51%-5.81%-0.13%7.05%2.27%4.44%-7.96%11.67%-6.53%1.67%
20177.48%4.76%3.32%4.12%9.61%-1.49%0.81%8.25%-0.80%6.18%1.78%-3.06%48.32%
2016-9.95%-0.80%6.69%2.98%12.15%-3.08%8.45%-2.35%0.48%-7.48%0.94%3.89%10.16%
2015-7.52%11.76%-1.32%-0.43%-0.43%-6.10%6.14%-11.33%-5.18%9.99%10.75%0.25%3.47%
20141.68%-2.10%-1.77%-3.13%5.37%1.11%-2.35%1.91%-0.08%-2.98%8.09%-4.21%0.78%
20139.38%-7.37%1.47%-1.26%9.68%-5.66%4.61%4.27%10.14%-0.96%5.54%7.00%41.13%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of A is 62, suggesting that the investment has average results relative to other stocks in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of A is 6262
A (Agilent Technologies, Inc.)
The Sharpe Ratio Rank of A is 6565Sharpe Ratio Rank
The Sortino Ratio Rank of A is 5858Sortino Ratio Rank
The Omega Ratio Rank of A is 5858Omega Ratio Rank
The Calmar Ratio Rank of A is 6363Calmar Ratio Rank
The Martin Ratio Rank of A is 6565Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Agilent Technologies, Inc. (A) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


A
Sharpe ratio
The chart of Sharpe ratio for A, currently valued at 0.45, compared to the broader market-2.00-1.000.001.002.003.000.45
Sortino ratio
The chart of Sortino ratio for A, currently valued at 0.80, compared to the broader market-4.00-2.000.002.004.006.000.80
Omega ratio
The chart of Omega ratio for A, currently valued at 1.10, compared to the broader market0.501.001.502.001.10
Calmar ratio
The chart of Calmar ratio for A, currently valued at 0.28, compared to the broader market0.002.004.006.000.28
Martin ratio
The chart of Martin ratio for A, currently valued at 1.47, compared to the broader market0.0010.0020.001.47
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.17, compared to the broader market-2.00-1.000.001.002.003.002.17
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.07, compared to the broader market-4.00-2.000.002.004.006.003.07
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.501.001.502.001.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.73, compared to the broader market0.002.004.006.001.73
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.12, compared to the broader market0.0010.0020.008.12

Sharpe Ratio

The current Agilent Technologies, Inc. Sharpe ratio is 0.45. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Agilent Technologies, Inc. with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.002024FebruaryMarchAprilMayJune
0.45
2.17
A (Agilent Technologies, Inc.)
Benchmark (^GSPC)

Dividends

Dividend History

Agilent Technologies, Inc. granted a 0.68% dividend yield in the last twelve months. The annual payout for that period amounted to $0.92 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.92$0.91$1.07$0.78$0.54$0.67$0.61$0.55$0.48$0.52$0.28$0.35

Dividend yield

0.68%0.66%0.71%0.49%0.46%0.79%0.91%0.81%1.05%1.23%0.69%0.86%

Monthly Dividends

The table displays the monthly dividend distributions for Agilent Technologies, Inc.. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.24$0.00$0.00$0.24
2023$0.00$0.00$0.00$0.23$0.00$0.23$0.00$0.00$0.00$0.23$0.00$0.24$0.91
2022$0.21$0.00$0.00$0.21$0.00$0.00$0.21$0.00$0.00$0.21$0.00$0.23$1.07
2021$0.19$0.00$0.00$0.19$0.00$0.00$0.19$0.00$0.00$0.19$0.00$0.00$0.78
2020$0.00$0.00$0.18$0.00$0.00$0.18$0.00$0.00$0.00$0.18$0.00$0.00$0.54
2019$0.00$0.00$0.00$0.16$0.00$0.00$0.16$0.00$0.16$0.00$0.00$0.18$0.67
2018$0.00$0.00$0.00$0.15$0.00$0.00$0.15$0.00$0.00$0.15$0.00$0.16$0.61
2017$0.00$0.00$0.13$0.00$0.00$0.13$0.00$0.00$0.00$0.13$0.00$0.15$0.55
2016$0.00$0.00$0.00$0.12$0.00$0.12$0.00$0.00$0.12$0.00$0.00$0.13$0.48
2015$0.10$0.00$0.10$0.00$0.00$0.10$0.00$0.00$0.10$0.00$0.00$0.12$0.52
2014$0.00$0.00$0.00$0.09$0.00$0.09$0.00$0.00$0.09$0.00$0.00$0.00$0.28
2013$0.09$0.00$0.00$0.09$0.00$0.00$0.09$0.00$0.00$0.09$0.35

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%0.7%
Agilent Technologies, Inc. has a dividend yield of 0.68%, which signifies it pays a smaller percentage of its stock price in dividends to its shareholders compared to other companies in the market.
Payout Ratio
20.0%40.0%60.0%80.0%100.0%120.0%17.5%
Agilent Technologies, Inc. has a payout ratio of 17.54%, which is below the market average. This means Agilent Technologies, Inc. returns a smaller proportion of its earnings to shareholders as dividends, suggesting it retains a higher portion for reinvestment, growth, or debt payment.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%2024FebruaryMarchAprilMayJune
-23.39%
0
A (Agilent Technologies, Inc.)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Agilent Technologies, Inc.. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Agilent Technologies, Inc. was 93.18%, occurring on Oct 10, 2002. Recovery took 4483 trading sessions.

The current Agilent Technologies, Inc. drawdown is 23.39%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-93.18%Mar 7, 2000652Oct 10, 20024483Aug 3, 20205135
-42.74%Sep 7, 2021541Oct 30, 2023
-24.29%Dec 31, 19995Jan 6, 200021Feb 7, 200026
-11.63%Feb 18, 202111Mar 4, 202121Apr 5, 202132
-9.09%Nov 23, 19991Nov 23, 19996Dec 2, 19997

Volatility

Volatility Chart

The current Agilent Technologies, Inc. volatility is 11.35%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%2024FebruaryMarchAprilMayJune
11.35%
2.33%
A (Agilent Technologies, Inc.)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Agilent Technologies, Inc. over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items