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AME vs. DCI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


AMEDCI
YTD Return2.62%11.39%
1Y Return8.80%19.50%
3Y Return (Ann)8.81%6.97%
5Y Return (Ann)14.75%9.57%
10Y Return (Ann)13.01%7.54%
Sharpe Ratio0.501.11
Daily Std Dev16.96%17.44%
Max Drawdown-53.31%-56.90%
Current Drawdown-8.64%-4.02%

Fundamentals


AMEDCI
Market Cap$40.26B$8.89B
EPS$5.69$3.22
PE Ratio30.5722.93
PEG Ratio2.642.17
Total Revenue (TTM)$6.74B$3.53B
Gross Profit (TTM)$2.40B$1.23B
EBITDA (TTM)$1.90B$622.40M

Correlation

-0.50.00.51.00.4

The correlation between AME and DCI is 0.41, 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.

Performance

AME vs. DCI - Performance Comparison

In the year-to-date period, AME achieves a 2.62% return, which is significantly lower than DCI's 11.39% return. Over the past 10 years, AME has outperformed DCI with an annualized return of 13.01%, while DCI has yielded a comparatively lower 7.54% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


20,000.00%22,000.00%24,000.00%26,000.00%28,000.00%30,000.00%2024FebruaryMarchAprilMayJune
20,803.46%
28,177.89%
AME
DCI

Compare stocks, funds, or ETFs

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


AMETEK, Inc.

Donaldson Company, Inc.

Risk-Adjusted Performance

AME vs. DCI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AMETEK, Inc. (AME) and Donaldson Company, Inc. (DCI). 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.


AME
Sharpe ratio
The chart of Sharpe ratio for AME, currently valued at 0.50, compared to the broader market-2.00-1.000.001.002.003.000.50
Sortino ratio
The chart of Sortino ratio for AME, currently valued at 0.76, compared to the broader market-4.00-2.000.002.004.000.76
Omega ratio
The chart of Omega ratio for AME, currently valued at 1.11, compared to the broader market0.501.001.502.001.11
Calmar ratio
The chart of Calmar ratio for AME, currently valued at 0.61, compared to the broader market0.002.004.006.000.61
Martin ratio
The chart of Martin ratio for AME, currently valued at 1.57, compared to the broader market-5.000.005.0010.0015.0020.0025.001.57
DCI
Sharpe ratio
The chart of Sharpe ratio for DCI, currently valued at 1.11, compared to the broader market-2.00-1.000.001.002.003.001.11
Sortino ratio
The chart of Sortino ratio for DCI, currently valued at 1.66, compared to the broader market-4.00-2.000.002.004.001.66
Omega ratio
The chart of Omega ratio for DCI, currently valued at 1.20, compared to the broader market0.501.001.502.001.20
Calmar ratio
The chart of Calmar ratio for DCI, currently valued at 1.35, compared to the broader market0.002.004.006.001.35
Martin ratio
The chart of Martin ratio for DCI, currently valued at 4.46, compared to the broader market-5.000.005.0010.0015.0020.0025.004.46

AME vs. DCI - Sharpe Ratio Comparison

The current AME Sharpe Ratio is 0.50, which is lower than the DCI Sharpe Ratio of 1.11. The chart below compares the 12-month rolling Sharpe Ratio of AME and DCI.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002024FebruaryMarchAprilMayJune
0.50
1.11
AME
DCI

Dividends

AME vs. DCI - Dividend Comparison

AME's dividend yield for the trailing twelve months is around 0.63%, less than DCI's 1.41% yield.


TTM20232022202120202019201820172016201520142013
AME
AMETEK, Inc.
0.63%0.61%0.63%0.54%0.60%0.56%0.83%0.50%0.74%0.67%0.63%0.46%
DCI
Donaldson Company, Inc.
1.41%1.50%1.55%1.47%1.50%1.42%1.73%1.45%1.65%2.36%1.64%1.15%

Drawdowns

AME vs. DCI - Drawdown Comparison

The maximum AME drawdown since its inception was -53.31%, smaller than the maximum DCI drawdown of -56.90%. Use the drawdown chart below to compare losses from any high point for AME and DCI. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%2024FebruaryMarchAprilMayJune
-8.64%
-4.02%
AME
DCI

Volatility

AME vs. DCI - Volatility Comparison

AMETEK, Inc. (AME) has a higher volatility of 7.33% compared to Donaldson Company, Inc. (DCI) at 6.19%. This indicates that AME's price experiences larger fluctuations and is considered to be riskier than DCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%2024FebruaryMarchAprilMayJune
7.33%
6.19%
AME
DCI

Financials

AME vs. DCI - Financials Comparison

This section allows you to compare key financial metrics between AMETEK, Inc. and Donaldson Company, 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