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

Correlation

The correlation between ALC and HWM is 0.33, 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

ALC vs. HWM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alcon Inc. (ALC) and Howmet Aerospace Inc. (HWM). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2025
-1.60%
34.47%
ALC
HWM

Key characteristics

Sharpe Ratio

ALC:

0.98

HWM:

3.72

Sortino Ratio

ALC:

1.68

HWM:

5.02

Omega Ratio

ALC:

1.20

HWM:

1.68

Calmar Ratio

ALC:

1.22

HWM:

12.50

Martin Ratio

ALC:

2.77

HWM:

30.91

Ulcer Index

ALC:

7.86%

HWM:

4.18%

Daily Std Dev

ALC:

22.16%

HWM:

34.79%

Max Drawdown

ALC:

-37.19%

HWM:

-64.81%

Current Drawdown

ALC:

-8.38%

HWM:

-0.29%

Fundamentals

Market Cap

ALC:

$45.86B

HWM:

$49.60B

EPS

ALC:

$2.34

HWM:

$2.60

PE Ratio

ALC:

39.45

HWM:

46.95

PEG Ratio

ALC:

3.33

HWM:

0.80

Total Revenue (TTM)

ALC:

$7.42B

HWM:

$5.54B

Gross Profit (TTM)

ALC:

$4.14B

HWM:

$1.57B

EBITDA (TTM)

ALC:

$1.64B

HWM:

$1.34B

Returns By Period

In the year-to-date period, ALC achieves a 8.75% return, which is significantly lower than HWM's 16.46% return.


ALC

YTD

8.75%

1M

8.75%

6M

-1.60%

1Y

23.32%

5Y*

9.69%

10Y*

N/A

HWM

YTD

16.46%

1M

16.46%

6M

34.47%

1Y

127.09%

5Y*

41.36%

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

ALC vs. HWM — Risk-Adjusted Performance Rank

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

ALC
The Risk-Adjusted Performance Rank of ALC is 7676
Overall Rank
The Sharpe Ratio Rank of ALC is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of ALC is 7676
Sortino Ratio Rank
The Omega Ratio Rank of ALC is 7272
Omega Ratio Rank
The Calmar Ratio Rank of ALC is 8383
Calmar Ratio Rank
The Martin Ratio Rank of ALC is 7272
Martin Ratio Rank

HWM
The Risk-Adjusted Performance Rank of HWM is 9999
Overall Rank
The Sharpe Ratio Rank of HWM is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of HWM is 9898
Sortino Ratio Rank
The Omega Ratio Rank of HWM is 9898
Omega Ratio Rank
The Calmar Ratio Rank of HWM is 100100
Calmar Ratio Rank
The Martin Ratio Rank of HWM is 9999
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.

ALC vs. HWM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Alcon Inc. (ALC) and Howmet Aerospace Inc. (HWM). 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 ALC, currently valued at 0.98, compared to the broader market-2.000.002.000.983.72
The chart of Sortino ratio for ALC, currently valued at 1.68, compared to the broader market-4.00-2.000.002.004.006.001.685.02
The chart of Omega ratio for ALC, currently valued at 1.20, compared to the broader market0.501.001.502.001.201.68
The chart of Calmar ratio for ALC, currently valued at 1.22, compared to the broader market0.002.004.006.001.2212.50
The chart of Martin ratio for ALC, currently valued at 2.77, compared to the broader market-10.000.0010.0020.0030.002.7730.91
ALC
HWM

The current ALC Sharpe Ratio is 0.98, which is lower than the HWM Sharpe Ratio of 3.72. The chart below compares the historical Sharpe Ratios of ALC and HWM, 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 Ratio0.001.002.003.004.005.00SeptemberOctoberNovemberDecember2025
0.98
3.72
ALC
HWM

Dividends

ALC vs. HWM - Dividend Comparison

ALC's dividend yield for the trailing twelve months is around 0.29%, more than HWM's 0.20% yield.


TTM202420232022202120202019201820172016
ALC
Alcon Inc.
0.29%0.31%0.30%0.30%0.24%0.00%0.00%0.00%0.00%0.00%
HWM
Howmet Aerospace Inc.
0.20%0.24%0.31%0.25%0.13%0.05%0.39%1.42%0.88%0.49%

Drawdowns

ALC vs. HWM - Drawdown Comparison

The maximum ALC drawdown since its inception was -37.19%, smaller than the maximum HWM drawdown of -64.81%. Use the drawdown chart below to compare losses from any high point for ALC and HWM. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025
-8.38%
-0.29%
ALC
HWM

Volatility

ALC vs. HWM - Volatility Comparison

The current volatility for Alcon Inc. (ALC) is 6.23%, while Howmet Aerospace Inc. (HWM) has a volatility of 8.60%. This indicates that ALC experiences smaller price fluctuations and is considered to be less risky than HWM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025
6.23%
8.60%
ALC
HWM

Financials

ALC vs. HWM - Financials Comparison

This section allows you to compare key financial metrics between Alcon Inc. and Howmet Aerospace Inc.. 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