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AME vs. DCI
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

AME vs. DCI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AMETEK, Inc. (AME) and Donaldson Company, Inc. (DCI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AME achieves a 18.09% return, which is significantly higher than DCI's 6.98% return. Over the past 10 years, AME has outperformed DCI with an annualized return of 18.72%, while DCI has yielded a comparatively lower 11.95% annualized return.


AME

1D
0.71%
1M
3.02%
6M
8.25%
YTD
18.09%
1Y
33.38%
3Y*
15.62%
5Y*
12.42%
10Y*
18.72%
ALL TIME*
13.83%

DCI

1D
1.71%
1M
5.78%
6M
-6.96%
YTD
6.98%
1Y
34.82%
3Y*
15.78%
5Y*
8.97%
10Y*
11.95%
ALL TIME*
14.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$272.83M$242.09M$274.13M
$64.71M$64.03M$65.88M

AME vs. DCI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AME
AMETEK, Inc.
18.09%14.66%10.01%18.81%-4.33%22.32%22.19%48.27%-5.89%49.98%
DCI
Donaldson Company, Inc.
6.98%33.71%4.62%12.80%0.96%7.56%-1.41%34.98%-9.95%18.17%

Correlation

The correlation between AME and DCI is 0.66, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.66

Correlation (3Y)
Balances recent behavior with more history.

0.63

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.69

Correlation (10Y)
Provides a long-term view across more market conditions.

0.69

Correlation (All Time)
Calculated using the full available price history since Jun 18, 1987

0.44

Over the past year, AME and DCI have become more correlated (0.66) than their long-term average of 0.44, meaning their price movements have been converging.

Fundamentals

Market Cap

AME:

$55.40B

DCI:

$10.92B

EPS

AME:

$6.62

DCI:

$3.72

PE Ratio

AME:

36.49

DCI:

25.33

PEG Ratio

AME:

3.41

DCI:

2.93

PS Ratio

AME:

7.34

DCI:

2.92

PB Ratio

AME:

4.64

DCI:

6.57

Total Revenue (TTM)

AME:

$7.60B

DCI:

$3.81B

Gross Profit (TTM)

AME:

$2.06B

DCI:

$1.30B

EBITDA (TTM)

AME:

$2.15B

DCI:

$664.30M

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Return for Risk

AME vs. DCI — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

AME
AME Risk / Return Rank: 8282
Overall Rank
AME Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
AME Sortino Ratio Rank: 8282
Sortino Ratio Rank
AME Omega Ratio Rank: 7979
Omega Ratio Rank
AME Calmar Ratio Rank: 8282
Calmar Ratio Rank
AME Martin Ratio Rank: 8686
Martin Ratio Rank

DCI
DCI Risk / Return Rank: 7474
Overall Rank
DCI Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
DCI Sortino Ratio Rank: 7676
Sortino Ratio Rank
DCI Omega Ratio Rank: 7878
Omega Ratio Rank
DCI Calmar Ratio Rank: 7171
Calmar Ratio Rank
DCI Martin Ratio Rank: 6767
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

AME vs. DCI - Risk-Adjusted Trends 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AMEDCIDifference
Sharpe ratioReturn per unit of total volatility

+0.19

Sortino ratioReturn per unit of downside risk

+0.39

Omega ratioGain probability vs. loss probability

1.25

1.24

+0.01

Calmar ratioReturn relative to maximum drawdown

2.34

1.26

+1.07

Martin ratioReturn relative to average drawdown

7.36

2.39

+4.97

AME vs. DCI - Sharpe Ratio Comparison

The current AME Sharpe Ratio is 1.41, which is comparable to the DCI Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of AME and DCI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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.


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Drawdown Indicators


AMEDCIDifference

Max Drawdown

Largest peak-to-trough decline

-53.31%

-56.90%

+3.59%

Max Drawdown (1Y)

Largest decline over 1 year

-13.57%

-26.05%

+12.48%

Max Drawdown (3Y)

Largest decline over 3 years

-23.04%

-26.05%

+3.01%

Max Drawdown (5Y)

Largest decline over 5 years

-27.06%

-32.20%

+5.14%

Max Drawdown (10Y)

Largest decline over 10 years

-42.72%

-42.72%

0.00%

Current Drawdown

Current decline from peak

-0.58%

-14.22%

+13.64%

Average Drawdown

Average peak-to-trough decline

-11.88%

-11.11%

-0.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.31%

13.76%

-9.45%

Volatility

AME vs. DCI - Volatility Comparison

The current volatility for AMETEK, Inc. (AME) is 5.51%, while Donaldson Company, Inc. (DCI) has a volatility of 6.72%. This indicates that AME experiences smaller price fluctuations and is considered to be less risky than DCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AMEDCIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.51%

6.72%

-1.21%

Volatility (6M)

Calculated over the trailing 6-month period

17.50%

21.37%

-3.87%

Volatility (1Y)

Calculated over the trailing 1-year period

23.02%

27.16%

-4.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.84%

23.60%

-1.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.43%

25.94%

-1.51%

Dividends

AME vs. DCI - Dividend Comparison

AME's dividend yield for the trailing twelve months is around 0.54%, less than DCI's 1.29% yield.


PositionTTM20252024202320222021202020192018201720162015
AME
AMETEK, Inc.
0.54%0.60%0.62%0.61%0.63%0.54%0.60%0.56%0.83%0.50%0.74%0.67%
DCI
Donaldson Company, Inc.
1.29%1.32%1.57%1.50%1.55%1.47%1.50%1.42%1.73%1.45%1.65%2.36%

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

AME vs. DCI - Profitability Comparison

The chart below illustrates the profitability comparison between AMETEK, Inc. and Donaldson Company, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

AME - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, AMETEK, Inc. reported a gross profit of 0.00 and revenue of 1.93B. Therefore, the gross margin over that period was 0.0%.

DCI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Donaldson Company, Inc. reported a gross profit of 333.40M and revenue of 995.10M. Therefore, the gross margin over that period was 33.5%.

AME - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, AMETEK, Inc. reported an operating income of 514.94M and revenue of 1.93B, resulting in an operating margin of 26.7%.

DCI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Donaldson Company, Inc. reported an operating income of 155.30M and revenue of 995.10M, resulting in an operating margin of 15.6%.

AME - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, AMETEK, Inc. reported a net income of 399.36M and revenue of 1.93B, resulting in a net margin of 20.7%.

DCI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Donaldson Company, Inc. reported a net income of 118.10M and revenue of 995.10M, resulting in a net margin of 11.9%.


Frequently Asked Questions


AME and DCI have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DCI has higher volatility (6.72%) compared to AME (5.51%). In terms of maximum drawdown, AME dropped -53.31% vs DCI's -56.90%.

AME currently has the higher Sharpe Ratio (1.41 vs 1.21), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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