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ABM vs. APH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ABM and APH is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

ABM vs. APH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ABM Industries Incorporated (ABM) and Amphenol Corporation (APH). The values are adjusted to include any dividend payments, if applicable.

-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
-2.97%
5.07%
ABM
APH

Key characteristics

Sharpe Ratio

ABM:

1.14

APH:

1.07

Sortino Ratio

ABM:

1.59

APH:

1.42

Omega Ratio

ABM:

1.23

APH:

1.23

Calmar Ratio

ABM:

1.23

APH:

1.95

Martin Ratio

ABM:

4.73

APH:

5.39

Ulcer Index

ABM:

6.02%

APH:

6.17%

Daily Std Dev

ABM:

24.91%

APH:

31.01%

Max Drawdown

ABM:

-59.61%

APH:

-63.41%

Current Drawdown

ABM:

-10.16%

APH:

-11.13%

Fundamentals

Market Cap

ABM:

$3.26B

APH:

$83.60B

EPS

ABM:

$1.28

APH:

$1.92

PE Ratio

ABM:

40.98

APH:

35.95

PEG Ratio

ABM:

4.45

APH:

2.45

Total Revenue (TTM)

ABM:

$6.29B

APH:

$15.22B

Gross Profit (TTM)

ABM:

$2.68B

APH:

$5.14B

EBITDA (TTM)

ABM:

$221.20M

APH:

$3.79B

Returns By Period

In the year-to-date period, ABM achieves a 2.88% return, which is significantly higher than APH's 0.52% return. Over the past 10 years, ABM has underperformed APH with an annualized return of 7.62%, while APH has yielded a comparatively higher 18.42% annualized return.


ABM

YTD

2.88%

1M

-1.34%

6M

-3.20%

1Y

32.05%

5Y*

8.54%

10Y*

7.62%

APH

YTD

0.52%

1M

0.56%

6M

4.38%

1Y

34.59%

5Y*

23.68%

10Y*

18.42%

*Annualized

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ABM Industries Incorporated

Amphenol Corporation

Risk-Adjusted Performance

ABM vs. APH — Risk-Adjusted Performance Rank

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

ABM
The Risk-Adjusted Performance Rank of ABM is 7777
Overall Rank
The Sharpe Ratio Rank of ABM is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of ABM is 7171
Sortino Ratio Rank
The Omega Ratio Rank of ABM is 7474
Omega Ratio Rank
The Calmar Ratio Rank of ABM is 8282
Calmar Ratio Rank
The Martin Ratio Rank of ABM is 7979
Martin Ratio Rank

APH
The Risk-Adjusted Performance Rank of APH is 7878
Overall Rank
The Sharpe Ratio Rank of APH is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of APH is 6868
Sortino Ratio Rank
The Omega Ratio Rank of APH is 7373
Omega Ratio Rank
The Calmar Ratio Rank of APH is 8989
Calmar Ratio Rank
The Martin Ratio Rank of APH is 8282
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.

ABM vs. APH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ABM Industries Incorporated (ABM) and Amphenol Corporation (APH). 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.


The chart of Sharpe ratio for ABM, currently valued at 1.14, compared to the broader market-2.000.002.001.141.07
The chart of Sortino ratio for ABM, currently valued at 1.59, compared to the broader market-4.00-2.000.002.004.006.001.591.42
The chart of Omega ratio for ABM, currently valued at 1.23, compared to the broader market0.501.001.502.001.231.23
The chart of Calmar ratio for ABM, currently valued at 1.23, compared to the broader market0.002.004.006.001.231.95
The chart of Martin ratio for ABM, currently valued at 4.73, compared to the broader market0.0010.0020.0030.004.735.39
ABM
APH

The current ABM Sharpe Ratio is 1.14, which is comparable to the APH Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of ABM and APH, 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 Ratio0.501.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
1.14
1.07
ABM
APH

Dividends

ABM vs. APH - Dividend Comparison

ABM's dividend yield for the trailing twelve months is around 1.79%, more than APH's 0.79% yield.


TTM20242023202220212020201920182017201620152014
ABM
ABM Industries Incorporated
1.79%1.76%1.96%1.76%1.86%1.47%2.40%2.18%1.80%1.62%1.69%2.18%
APH
Amphenol Corporation
0.79%0.79%0.86%1.06%0.73%0.80%0.89%1.09%0.80%0.86%1.01%0.84%

Drawdowns

ABM vs. APH - Drawdown Comparison

The maximum ABM drawdown since its inception was -59.61%, smaller than the maximum APH drawdown of -63.41%. Use the drawdown chart below to compare losses from any high point for ABM and APH. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-10.16%
-11.13%
ABM
APH

Volatility

ABM vs. APH - Volatility Comparison

The current volatility for ABM Industries Incorporated (ABM) is 3.33%, while Amphenol Corporation (APH) has a volatility of 17.36%. This indicates that ABM experiences smaller price fluctuations and is considered to be less risky than APH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
3.33%
17.36%
ABM
APH

Financials

ABM vs. APH - Financials Comparison

This section allows you to compare key financial metrics between ABM Industries Incorporated and Amphenol 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

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