PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Fortive Corporation (FTV)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISIN

US34959J1088

CUSIP

34959J108

Sector

Technology

IPO Date

Jul 1, 2016

Highlights

Market Cap

$26.66B

EPS (TTM)

$2.50

PE Ratio

30.74

PEG Ratio

1.26

Total Revenue (TTM)

$5.56B

Gross Profit (TTM)

$3.07B

EBITDA (TTM)

$1.64B

Year Range

$66.01 - $86.82

Target Price

$87.68

Short %

1.07%

Short Ratio

1.04

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
FTV vs. SPY FTV vs. AGX FTV vs. QQQ FTV vs. PH FTV vs. GE FTV vs. J FTV vs. ECL FTV vs. SMH FTV vs. XYL FTV vs. CTVA
Popular comparisons:
FTV vs. SPY FTV vs. AGX FTV vs. QQQ FTV vs. PH FTV vs. GE FTV vs. J FTV vs. ECL FTV vs. SMH FTV vs. XYL FTV vs. CTVA

Performance

Performance Chart

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


-10.00%-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
2.27%
9.23%
FTV (Fortive Corporation)
Benchmark (^GSPC)

Returns By Period

Fortive Corporation had a return of 1.55% year-to-date (YTD) and 2.58% in the last 12 months.


FTV

YTD

1.55%

1M

-4.95%

6M

0.51%

1Y

2.58%

5Y*

3.55%

10Y*

N/A

^GSPC (Benchmark)

YTD

25.25%

1M

0.08%

6M

9.66%

1Y

25.65%

5Y*

13.17%

10Y*

11.11%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20246.18%8.99%1.05%-12.50%-1.00%-0.46%-3.04%3.55%6.20%-9.50%11.17%1.55%
20235.88%-1.91%2.27%-7.45%3.32%14.84%4.79%0.73%-5.95%-11.97%5.79%6.74%15.08%
2022-7.54%-8.11%-5.90%-5.63%7.55%-11.96%18.52%-1.63%-7.94%9.61%5.82%-4.89%-15.41%
2021-6.69%-0.29%7.32%0.25%2.50%-3.83%4.19%1.67%-4.38%7.28%-2.34%3.28%8.14%
2020-1.91%-7.61%-20.20%15.96%-4.61%10.95%3.74%2.84%5.69%-3.33%13.96%0.98%11.32%
201910.83%8.87%2.84%2.92%-11.72%7.05%-6.71%-6.68%-3.30%0.64%4.70%5.85%13.33%
20185.07%1.12%0.94%-9.30%3.48%6.08%6.45%2.40%0.26%-11.82%2.55%-11.06%-6.14%
20173.13%4.36%4.46%5.05%-1.17%1.44%2.19%0.46%8.96%2.08%3.41%-3.08%35.50%
2016-2.68%9.40%-3.36%0.29%7.86%-2.47%8.54%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FTV is 50, indicating average performance compared to other stocks on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of FTV is 5050
Overall Rank
The Sharpe Ratio Rank of FTV is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of FTV is 4444
Sortino Ratio Rank
The Omega Ratio Rank of FTV is 4444
Omega Ratio Rank
The Calmar Ratio Rank of FTV is 5555
Calmar Ratio Rank
The Martin Ratio Rank of FTV is 5151
Martin 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 Fortive Corporation (FTV) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for FTV, currently valued at 0.14, compared to the broader market-4.00-2.000.002.000.142.07
The chart of Sortino ratio for FTV, currently valued at 0.34, compared to the broader market-4.00-2.000.002.004.000.342.76
The chart of Omega ratio for FTV, currently valued at 1.05, compared to the broader market0.501.001.502.001.051.39
The chart of Calmar ratio for FTV, currently valued at 0.14, compared to the broader market0.002.004.006.000.143.05
The chart of Martin ratio for FTV, currently valued at 0.27, compared to the broader market-5.000.005.0010.0015.0020.0025.000.2713.27
FTV
^GSPC

The current Fortive Corporation Sharpe ratio is 0.14. 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 Fortive Corporation 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.14
2.07
FTV (Fortive Corporation)
Benchmark (^GSPC)

Dividends

Dividend History

Fortive Corporation provided a 0.43% dividend yield over the last twelve months, with an annual payout of $0.32 per share. The company has been increasing its dividends for 7 consecutive years.


0.30%0.35%0.40%$0.00$0.05$0.10$0.15$0.20$0.25$0.3020162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016
Dividend$0.32$0.29$0.28$0.28$0.25$0.23$0.23$0.23$0.12

Dividend yield

0.43%0.39%0.44%0.37%0.35%0.37%0.41%0.39%0.26%

Monthly Dividends

The table displays the monthly dividend distributions for Fortive Corporation. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.08$0.00$0.00$0.08$0.00$0.00$0.00$0.08$0.00$0.08$0.00$0.32
2023$0.00$0.07$0.00$0.00$0.07$0.00$0.00$0.07$0.00$0.00$0.08$0.00$0.29
2022$0.00$0.07$0.00$0.00$0.07$0.00$0.00$0.07$0.00$0.00$0.07$0.00$0.28
2021$0.00$0.07$0.00$0.00$0.07$0.00$0.00$0.00$0.07$0.00$0.07$0.00$0.28
2020$0.00$0.06$0.00$0.00$0.06$0.00$0.00$0.06$0.00$0.00$0.07$0.00$0.25
2019$0.00$0.06$0.00$0.00$0.06$0.00$0.00$0.06$0.00$0.00$0.06$0.00$0.23
2018$0.00$0.06$0.00$0.00$0.06$0.00$0.00$0.06$0.00$0.00$0.06$0.00$0.23
2017$0.00$0.06$0.00$0.00$0.06$0.00$0.00$0.06$0.00$0.00$0.06$0.00$0.23
2016$0.06$0.00$0.00$0.06$0.00$0.12

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%20.0%0.4%
Fortive Corporation has a dividend yield of 0.43%, 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
200.0%400.0%600.0%800.0%8.6%
Fortive Corporation has a payout ratio of 8.63%, which is below the market average. This means Fortive Corporation 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. Drawdowns are calculated considering price movements and all distributions paid, if any.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-13.43%
-1.91%
FTV (Fortive Corporation)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Fortive Corporation. 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 Fortive Corporation was 52.65%, occurring on Mar 23, 2020. Recovery took 272 trading sessions.

The current Fortive Corporation drawdown is 13.43%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-52.65%Apr 25, 2019230Mar 23, 2020272Apr 21, 2021502
-32.1%Nov 22, 2021144Jun 17, 2022285Aug 8, 2023429
-27.1%Sep 19, 201867Dec 24, 201875Apr 12, 2019142
-22.26%Feb 29, 2024111Aug 7, 2024
-18.97%Aug 15, 202351Oct 25, 202367Feb 1, 2024118

Volatility

Volatility Chart

The current Fortive Corporation volatility is 5.05%, 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%JulyAugustSeptemberOctoberNovemberDecember
5.05%
3.82%
FTV (Fortive Corporation)
Benchmark (^GSPC)

Financials

Financial Performance

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

Annual
Quarterly

0.0

Valuation

The Valuation section provides an assessment of the market value of Fortive Corporation compared to its peers in the Scientific & Technical Instruments industry.


PE Ratio
50.0100.0150.0200.030.7
The chart displays the price to earnings (P/E) ratio for FTV in comparison to other companies of the Scientific & Technical Instruments industry. Currently, FTV has a PE value of 30.7. This PE ratio falls in the average range for the industry.
PEG Ratio
-15.0-10.0-5.00.01.3
The chart displays the price to earnings to growth (PEG) ratio for FTV in comparison to other companies of the Scientific & Technical Instruments industry. Currently, FTV has a PEG value of 1.3. This PEG ratio is much higher than those of other companies of the industry. This might be an indicator of the company being overvalued.

Historical P/E Ratio Chart

The chart below displays the historical trend of the price-to-earnings (P/E) ratio for Fortive Corporation.


Loading data...

Income Statement



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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab