PortfoliosLab logo

TransDigm Group Incorporated

TDG
Equity · Currency in USD
ISIN
US8936411003
CUSIP
893641100
Sector
Industrials
Industry
Aerospace & Defense

TDGPrice Chart


Click Calculate to get results
S&P 500

TDGPerformance

The chart shows the growth of $10,000 invested in TransDigm Group Incorporated on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $256,637 for a total return of roughly 2,466.37%. All prices are adjusted for splits and dividends.


TDG (TransDigm Group Incorporated)
Benchmark (S&P 500)

TDGReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M11.45%
YTD5.83%
6M7.66%
1Y40.62%
5Y27.43%
10Y30.80%

TDGMonthly Returns Heatmap


Click Calculate to get results

TDGSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current TransDigm Group Incorporated Sharpe ratio is 1.75. A Sharpe ratio greater than 1.0 is considered acceptable.

The chart below displays rolling 12-month Sharpe Ratio.


TDG (TransDigm Group Incorporated)
Benchmark (S&P 500)

TDGDividends

TransDigm Group Incorporated granted a 0.00% dividend yield in the last twelve months, as of Jun 12, 2021. The annual payout for that period amounted to $0.00 per share.


PeriodTTM20202019201820172016201520142013201220112010
Dividend$0.00$0.00$62.50$0.00$22.00$24.00$0.00$25.00$22.00$12.85$0.00$0.00

Dividend yield

0.00%0.00%11.16%0.00%8.01%9.64%0.00%12.73%13.66%9.42%0.00%0.00%

TDGDrawdowns Chart

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


TDG (TransDigm Group Incorporated)
Benchmark (S&P 500)

TDGWorst Drawdowns

The table below shows the maximum drawdowns of the TransDigm Group Incorporated. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the TransDigm Group Incorporated is 62.64%, recorded on Mar 18, 2020. It took 303 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-62.64%Jan 24, 202038Mar 18, 2020303Jun 1, 2021341
-23.35%Aug 18, 2015121Feb 9, 201663May 10, 2016184
-22.99%Nov 9, 201693Mar 24, 201752Jun 8, 2017145
-21.41%Jul 7, 201123Aug 8, 201162Nov 3, 201185
-16.9%Aug 1, 201863Oct 29, 201861Jan 29, 2019124
-14.09%Apr 23, 201031Jun 7, 201045Aug 10, 201076
-10.97%Jan 31, 20188Feb 9, 201844Apr 16, 201852
-10.64%Jul 2, 201216Jul 24, 201218Aug 17, 201234
-10.42%Nov 7, 201227Dec 14, 201213Jan 4, 201340
-9.65%Sep 17, 201421Oct 15, 201421Nov 13, 201442

TDGVolatility Chart

Current TransDigm Group Incorporated volatility is 18.39%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


TDG (TransDigm Group Incorporated)
Benchmark (S&P 500)

Portfolios with TransDigm Group Incorporated


Loading data...

More Tools for TransDigm Group Incorporated