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

Correlation

The correlation between ABM and CTAS is 0.31, 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. CTAS - Performance Comparison

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

-5.00%0.00%5.00%10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
0.05%
5.10%
ABM
CTAS

Key characteristics

Sharpe Ratio

ABM:

0.52

CTAS:

1.27

Sortino Ratio

ABM:

0.85

CTAS:

1.69

Omega Ratio

ABM:

1.12

CTAS:

1.29

Calmar Ratio

ABM:

0.56

CTAS:

1.45

Martin Ratio

ABM:

2.17

CTAS:

9.20

Ulcer Index

ABM:

6.08%

CTAS:

3.03%

Daily Std Dev

ABM:

25.47%

CTAS:

22.02%

Max Drawdown

ABM:

-59.61%

CTAS:

-65.32%

Current Drawdown

ABM:

-14.09%

CTAS:

-17.38%

Fundamentals

Market Cap

ABM:

$3.45B

CTAS:

$84.04B

EPS

ABM:

$2.42

CTAS:

$3.96

PE Ratio

ABM:

22.69

CTAS:

52.62

PEG Ratio

ABM:

4.45

CTAS:

4.46

Total Revenue (TTM)

ABM:

$6.18B

CTAS:

$7.38B

Gross Profit (TTM)

ABM:

$733.00M

CTAS:

$3.57B

EBITDA (TTM)

ABM:

$274.00M

CTAS:

$1.98B

Returns By Period

In the year-to-date period, ABM achieves a 14.46% return, which is significantly lower than CTAS's 25.20% return. Over the past 10 years, ABM has underperformed CTAS with an annualized return of 7.70%, while CTAS has yielded a comparatively higher 26.44% annualized return.


ABM

YTD

14.46%

1M

-11.34%

6M

-0.92%

1Y

12.43%

5Y*

7.78%

10Y*

7.70%

CTAS

YTD

25.20%

1M

-15.62%

6M

5.68%

1Y

26.76%

5Y*

23.93%

10Y*

26.44%

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

ABM vs. CTAS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ABM Industries Incorporated (ABM) and Cintas Corporation (CTAS). 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 ABM, currently valued at 0.52, compared to the broader market-4.00-2.000.002.000.521.27
The chart of Sortino ratio for ABM, currently valued at 0.85, compared to the broader market-4.00-2.000.002.004.000.851.69
The chart of Omega ratio for ABM, currently valued at 1.12, compared to the broader market0.501.001.502.001.121.29
The chart of Calmar ratio for ABM, currently valued at 0.56, compared to the broader market0.002.004.006.000.561.45
The chart of Martin ratio for ABM, currently valued at 2.17, compared to the broader market-5.000.005.0010.0015.0020.0025.002.179.20
ABM
CTAS

The current ABM Sharpe Ratio is 0.52, which is lower than the CTAS Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of ABM and CTAS, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.52
1.27
ABM
CTAS

Dividends

ABM vs. CTAS - Dividend Comparison

ABM's dividend yield for the trailing twelve months is around 1.79%, more than CTAS's 0.78% yield.


TTM20232022202120202019201820172016201520142013
ABM
ABM Industries Incorporated
1.79%1.96%1.76%1.86%1.47%2.40%2.18%1.80%1.62%1.69%2.18%2.12%
CTAS
Cintas Corporation
0.78%0.83%0.93%0.77%0.79%0.95%1.22%1.04%1.15%1.15%2.17%1.29%

Drawdowns

ABM vs. CTAS - Drawdown Comparison

The maximum ABM drawdown since its inception was -59.61%, smaller than the maximum CTAS drawdown of -65.32%. Use the drawdown chart below to compare losses from any high point for ABM and CTAS. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-14.09%
-17.38%
ABM
CTAS

Volatility

ABM vs. CTAS - Volatility Comparison

The current volatility for ABM Industries Incorporated (ABM) is 10.45%, while Cintas Corporation (CTAS) has a volatility of 13.78%. This indicates that ABM experiences smaller price fluctuations and is considered to be less risky than CTAS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
10.45%
13.78%
ABM
CTAS

Financials

ABM vs. CTAS - Financials Comparison

This section allows you to compare key financial metrics between ABM Industries Incorporated and Cintas 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 © 2024 PortfoliosLab