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

Performance

ALG vs. HON - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alamo Group Inc. (ALG) and Honeywell International Inc (HON). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-0.76%
12.94%
ALG
HON

Returns By Period

In the year-to-date period, ALG achieves a -8.28% return, which is significantly lower than HON's 10.40% return. Over the past 10 years, ALG has outperformed HON with an annualized return of 15.74%, while HON has yielded a comparatively lower 10.70% annualized return.


ALG

YTD

-8.28%

1M

11.55%

6M

-0.76%

1Y

5.15%

5Y (annualized)

11.23%

10Y (annualized)

15.74%

HON

YTD

10.40%

1M

2.84%

6M

12.94%

1Y

21.06%

5Y (annualized)

7.32%

10Y (annualized)

10.70%

Fundamentals


ALGHON
Market Cap$2.31B$148.39B
EPS$9.99$8.59
PE Ratio19.1926.39
PEG Ratio3.891.89
Total Revenue (TTM)$1.66B$37.84B
Gross Profit (TTM)$417.45M$14.76B
EBITDA (TTM)$227.99M$9.41B

Key characteristics


ALGHON
Sharpe Ratio0.121.20
Sortino Ratio0.381.69
Omega Ratio1.051.22
Calmar Ratio0.121.45
Martin Ratio0.214.11
Ulcer Index16.04%5.04%
Daily Std Dev28.98%17.29%
Max Drawdown-69.22%-71.79%
Current Drawdown-15.67%-2.62%

Compare stocks, funds, or ETFs

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


Correlation

-0.50.00.51.00.3

The correlation between ALG and HON is 0.30, 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.

Risk-Adjusted Performance

ALG vs. HON - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Alamo Group Inc. (ALG) and Honeywell International Inc (HON). 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 ALG, currently valued at 0.12, compared to the broader market-4.00-2.000.002.004.000.121.20
The chart of Sortino ratio for ALG, currently valued at 0.38, compared to the broader market-4.00-2.000.002.004.000.381.69
The chart of Omega ratio for ALG, currently valued at 1.05, compared to the broader market0.501.001.502.001.051.22
The chart of Calmar ratio for ALG, currently valued at 0.12, compared to the broader market0.002.004.006.000.121.45
The chart of Martin ratio for ALG, currently valued at 0.21, compared to the broader market-10.000.0010.0020.0030.000.214.11
ALG
HON

The current ALG Sharpe Ratio is 0.12, which is lower than the HON Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of ALG and HON, 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 Ratio0.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
0.12
1.20
ALG
HON

Dividends

ALG vs. HON - Dividend Comparison

ALG's dividend yield for the trailing twelve months is around 0.54%, less than HON's 1.93% yield.


TTM20232022202120202019201820172016201520142013
ALG
Alamo Group Inc.
0.54%0.42%0.51%0.38%0.38%0.38%0.57%0.35%0.47%0.61%0.58%0.46%
HON
Honeywell International Inc
1.93%1.99%1.85%1.81%1.71%1.90%0.62%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ALG vs. HON - Drawdown Comparison

The maximum ALG drawdown since its inception was -69.22%, roughly equal to the maximum HON drawdown of -71.79%. Use the drawdown chart below to compare losses from any high point for ALG and HON. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-15.67%
-2.62%
ALG
HON

Volatility

ALG vs. HON - Volatility Comparison

Alamo Group Inc. (ALG) has a higher volatility of 12.72% compared to Honeywell International Inc (HON) at 8.63%. This indicates that ALG's price experiences larger fluctuations and is considered to be riskier than HON based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%JuneJulyAugustSeptemberOctoberNovember
12.72%
8.63%
ALG
HON

Financials

ALG vs. HON - Financials Comparison

This section allows you to compare key financial metrics between Alamo Group Inc. and Honeywell International 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