PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
AAON vs. CARR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AAON and CARR is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

AAON vs. CARR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AAON, Inc. (AAON) and Carrier Global Corporation (CARR). The values are adjusted to include any dividend payments, if applicable.

150.00%200.00%250.00%300.00%350.00%400.00%NovemberDecember2025FebruaryMarchApril
171.92%
300.32%
AAON
CARR

Key characteristics

Sharpe Ratio

AAON:

-0.19

CARR:

0.36

Sortino Ratio

AAON:

0.08

CARR:

0.72

Omega Ratio

AAON:

1.01

CARR:

1.09

Calmar Ratio

AAON:

-0.21

CARR:

0.43

Martin Ratio

AAON:

-0.57

CARR:

0.96

Ulcer Index

AAON:

17.35%

CARR:

11.10%

Daily Std Dev

AAON:

50.70%

CARR:

29.57%

Max Drawdown

AAON:

-73.63%

CARR:

-40.82%

Current Drawdown

AAON:

-43.66%

CARR:

-22.68%

Fundamentals

Market Cap

AAON:

$6.46B

CARR:

$54.90B

EPS

AAON:

$2.02

CARR:

$1.22

PE Ratio

AAON:

39.19

CARR:

52.08

PEG Ratio

AAON:

2.87

CARR:

422.67

Total Revenue (TTM)

AAON:

$938.54M

CARR:

$17.82B

Gross Profit (TTM)

AAON:

$304.87M

CARR:

$4.91B

EBITDA (TTM)

AAON:

$179.12M

CARR:

$3.37B

Returns By Period

In the year-to-date period, AAON achieves a -32.65% return, which is significantly lower than CARR's -6.91% return.


AAON

YTD

-32.65%

1M

3.20%

6M

-25.61%

1Y

-9.68%

5Y*

20.54%

10Y*

18.26%

CARR

YTD

-6.91%

1M

-1.94%

6M

-19.44%

1Y

12.04%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

AAON vs. CARR — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AAON
The Risk-Adjusted Performance Rank of AAON is 4141
Overall Rank
The Sharpe Ratio Rank of AAON is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of AAON is 4141
Sortino Ratio Rank
The Omega Ratio Rank of AAON is 4141
Omega Ratio Rank
The Calmar Ratio Rank of AAON is 4040
Calmar Ratio Rank
The Martin Ratio Rank of AAON is 4141
Martin Ratio Rank

CARR
The Risk-Adjusted Performance Rank of CARR is 6363
Overall Rank
The Sharpe Ratio Rank of CARR is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of CARR is 5959
Sortino Ratio Rank
The Omega Ratio Rank of CARR is 5757
Omega Ratio Rank
The Calmar Ratio Rank of CARR is 7171
Calmar Ratio Rank
The Martin Ratio Rank of CARR is 6464
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.

AAON vs. CARR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AAON, Inc. (AAON) and Carrier Global Corporation (CARR). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for AAON, currently valued at -0.19, compared to the broader market-2.00-1.000.001.002.003.00
AAON: -0.19
CARR: 0.36
The chart of Sortino ratio for AAON, currently valued at 0.08, compared to the broader market-6.00-4.00-2.000.002.004.00
AAON: 0.08
CARR: 0.72
The chart of Omega ratio for AAON, currently valued at 1.01, compared to the broader market0.501.001.502.00
AAON: 1.01
CARR: 1.09
The chart of Calmar ratio for AAON, currently valued at -0.21, compared to the broader market0.001.002.003.004.005.00
AAON: -0.21
CARR: 0.43
The chart of Martin ratio for AAON, currently valued at -0.57, compared to the broader market-5.000.005.0010.0015.0020.00
AAON: -0.57
CARR: 0.96

The current AAON Sharpe Ratio is -0.19, which is lower than the CARR Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of AAON and CARR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.19
0.36
AAON
CARR

Dividends

AAON vs. CARR - Dividend Comparison

AAON's dividend yield for the trailing twelve months is around 0.43%, less than CARR's 1.25% yield.


TTM20242023202220212020201920182017201620152014
AAON
AAON, Inc.
0.43%0.27%0.43%0.57%0.48%0.57%0.65%0.91%0.71%0.73%0.95%0.79%
CARR
Carrier Global Corporation
1.25%1.16%1.30%1.54%0.94%0.74%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

AAON vs. CARR - Drawdown Comparison

The maximum AAON drawdown since its inception was -73.63%, which is greater than CARR's maximum drawdown of -40.82%. Use the drawdown chart below to compare losses from any high point for AAON and CARR. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-43.66%
-22.68%
AAON
CARR

Volatility

AAON vs. CARR - Volatility Comparison

AAON, Inc. (AAON) has a higher volatility of 14.66% compared to Carrier Global Corporation (CARR) at 9.57%. This indicates that AAON's price experiences larger fluctuations and is considered to be riskier than CARR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
14.66%
9.57%
AAON
CARR

Financials

AAON vs. CARR - Financials Comparison

This section allows you to compare key financial metrics between AAON, Inc. and Carrier Global Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD 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 © 2025 PortfoliosLab