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ALV vs. PCAR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ALV and PCAR is 0.47, 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

ALV vs. PCAR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Autoliv, Inc. (ALV) and PACCAR Inc (PCAR). The values are adjusted to include any dividend payments, if applicable.

0.00%1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%6,000.00%NovemberDecember2025FebruaryMarchApril
537.15%
4,694.71%
ALV
PCAR

Key characteristics

Sharpe Ratio

ALV:

-0.71

PCAR:

-0.72

Sortino Ratio

ALV:

-0.87

PCAR:

-0.87

Omega Ratio

ALV:

0.90

PCAR:

0.89

Calmar Ratio

ALV:

-0.59

PCAR:

-0.79

Martin Ratio

ALV:

-1.02

PCAR:

-1.94

Ulcer Index

ALV:

22.76%

PCAR:

11.32%

Daily Std Dev

ALV:

32.99%

PCAR:

30.52%

Max Drawdown

ALV:

-79.72%

PCAR:

-66.16%

Current Drawdown

ALV:

-31.70%

PCAR:

-26.27%

Fundamentals

Market Cap

ALV:

$6.67B

PCAR:

$46.28B

EPS

ALV:

$8.66

PCAR:

$7.90

PE Ratio

ALV:

9.97

PCAR:

11.16

PEG Ratio

ALV:

0.85

PCAR:

1.18

PS Ratio

ALV:

0.64

PCAR:

1.37

PB Ratio

ALV:

2.84

PCAR:

2.64

Total Revenue (TTM)

ALV:

$10.35B

PCAR:

$24.92B

Gross Profit (TTM)

ALV:

$1.96B

PCAR:

$4.44B

EBITDA (TTM)

ALV:

$1.43B

PCAR:

$4.09B

Returns By Period

In the year-to-date period, ALV achieves a -7.28% return, which is significantly higher than PCAR's -14.97% return. Over the past 10 years, ALV has underperformed PCAR with an annualized return of 2.47%, while PCAR has yielded a comparatively higher 11.21% annualized return.


ALV

YTD

-7.28%

1M

-5.00%

6M

-12.00%

1Y

-22.79%

5Y*

12.06%

10Y*

2.47%

PCAR

YTD

-14.97%

1M

-10.32%

6M

-17.14%

1Y

-17.47%

5Y*

18.84%

10Y*

11.21%

*Annualized

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Risk-Adjusted Performance

ALV vs. PCAR — Risk-Adjusted Performance Rank

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

ALV
The Risk-Adjusted Performance Rank of ALV is 2020
Overall Rank
The Sharpe Ratio Rank of ALV is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of ALV is 1717
Sortino Ratio Rank
The Omega Ratio Rank of ALV is 1919
Omega Ratio Rank
The Calmar Ratio Rank of ALV is 1616
Calmar Ratio Rank
The Martin Ratio Rank of ALV is 3030
Martin Ratio Rank

PCAR
The Risk-Adjusted Performance Rank of PCAR is 1212
Overall Rank
The Sharpe Ratio Rank of PCAR is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of PCAR is 1717
Sortino Ratio Rank
The Omega Ratio Rank of PCAR is 1818
Omega Ratio Rank
The Calmar Ratio Rank of PCAR is 77
Calmar Ratio Rank
The Martin Ratio Rank of PCAR is 22
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.

ALV vs. PCAR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Autoliv, Inc. (ALV) and PACCAR Inc (PCAR). 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 ALV, currently valued at -0.71, compared to the broader market-2.00-1.000.001.002.003.00
ALV: -0.71
PCAR: -0.72
The chart of Sortino ratio for ALV, currently valued at -0.87, compared to the broader market-6.00-4.00-2.000.002.004.00
ALV: -0.87
PCAR: -0.87
The chart of Omega ratio for ALV, currently valued at 0.90, compared to the broader market0.501.001.502.00
ALV: 0.90
PCAR: 0.89
The chart of Calmar ratio for ALV, currently valued at -0.59, compared to the broader market0.001.002.003.004.00
ALV: -0.59
PCAR: -0.79
The chart of Martin ratio for ALV, currently valued at -1.02, compared to the broader market-5.000.005.0010.0015.0020.00
ALV: -1.02
PCAR: -1.94

The current ALV Sharpe Ratio is -0.71, which is comparable to the PCAR Sharpe Ratio of -0.72. The chart below compares the historical Sharpe Ratios of ALV and PCAR, 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 Ratio-1.00-0.500.000.501.001.50NovemberDecember2025FebruaryMarchApril
-0.71
-0.72
ALV
PCAR

Dividends

ALV vs. PCAR - Dividend Comparison

ALV's dividend yield for the trailing twelve months is around 3.20%, less than PCAR's 4.80% yield.


TTM20242023202220212020201920182017201620152014
ALV
Autoliv, Inc.
3.20%2.92%2.41%3.37%1.82%1.35%2.94%3.02%1.87%2.03%1.78%2.00%
PCAR
PACCAR Inc
4.80%4.01%4.34%4.23%3.22%2.29%4.53%5.41%3.08%2.44%4.89%2.73%

Drawdowns

ALV vs. PCAR - Drawdown Comparison

The maximum ALV drawdown since its inception was -79.72%, which is greater than PCAR's maximum drawdown of -66.16%. Use the drawdown chart below to compare losses from any high point for ALV and PCAR. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-31.70%
-26.27%
ALV
PCAR

Volatility

ALV vs. PCAR - Volatility Comparison

Autoliv, Inc. (ALV) has a higher volatility of 16.07% compared to PACCAR Inc (PCAR) at 13.92%. This indicates that ALV's price experiences larger fluctuations and is considered to be riskier than PCAR 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%16.00%NovemberDecember2025FebruaryMarchApril
16.07%
13.92%
ALV
PCAR

Financials

ALV vs. PCAR - Financials Comparison

This section allows you to compare key financial metrics between Autoliv, Inc. and PACCAR 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
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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.

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