PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
AME vs. GPC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


AMEGPC
YTD Return2.62%3.51%
1Y Return8.80%-10.03%
3Y Return (Ann)8.81%6.93%
5Y Return (Ann)14.75%9.38%
10Y Return (Ann)13.01%8.07%
Sharpe Ratio0.50-0.40
Daily Std Dev16.96%25.19%
Max Drawdown-53.31%-54.89%
Current Drawdown-8.64%-21.48%

Fundamentals


AMEGPC
Market Cap$40.26B$19.69B
EPS$5.69$8.98
PE Ratio30.5715.69
PEG Ratio2.643.02
Total Revenue (TTM)$6.74B$23.11B
Gross Profit (TTM)$2.40B$8.26B
EBITDA (TTM)$1.90B$2.07B

Correlation

-0.50.00.51.00.4

The correlation between AME and GPC is 0.37, 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.

Performance

AME vs. GPC - Performance Comparison

In the year-to-date period, AME achieves a 2.62% return, which is significantly lower than GPC's 3.51% return. Over the past 10 years, AME has outperformed GPC with an annualized return of 13.01%, while GPC has yielded a comparatively lower 8.07% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


5,000.00%10,000.00%15,000.00%20,000.00%2024FebruaryMarchAprilMayJune
20,803.46%
5,060.17%
AME
GPC

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.

Genuine Parts Company

Risk-Adjusted Performance

AME vs. GPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AMETEK, Inc. (AME) and Genuine Parts Company (GPC). 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
GPC
Sharpe ratio
The chart of Sharpe ratio for GPC, currently valued at -0.40, compared to the broader market-2.00-1.000.001.002.003.00-0.40
Sortino ratio
The chart of Sortino ratio for GPC, currently valued at -0.38, compared to the broader market-4.00-2.000.002.004.00-0.38
Omega ratio
The chart of Omega ratio for GPC, currently valued at 0.94, compared to the broader market0.501.001.502.000.94
Calmar ratio
The chart of Calmar ratio for GPC, currently valued at -0.32, compared to the broader market0.002.004.006.00-0.32
Martin ratio
The chart of Martin ratio for GPC, currently valued at -0.75, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.75

AME vs. GPC - Sharpe Ratio Comparison

The current AME Sharpe Ratio is 0.50, which is higher than the GPC Sharpe Ratio of -0.40. The chart below compares the 12-month rolling Sharpe Ratio of AME and GPC.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.502024FebruaryMarchAprilMayJune
0.50
-0.40
AME
GPC

Dividends

AME vs. GPC - Dividend Comparison

AME's dividend yield for the trailing twelve months is around 0.63%, less than GPC's 2.76% 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%
GPC
Genuine Parts Company
2.76%2.74%2.06%2.33%3.15%2.87%3.00%2.84%2.75%2.86%2.16%2.58%

Drawdowns

AME vs. GPC - Drawdown Comparison

The maximum AME drawdown since its inception was -53.31%, roughly equal to the maximum GPC drawdown of -54.89%. Use the drawdown chart below to compare losses from any high point for AME and GPC. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%2024FebruaryMarchAprilMayJune
-8.64%
-21.48%
AME
GPC

Volatility

AME vs. GPC - Volatility Comparison

AMETEK, Inc. (AME) and Genuine Parts Company (GPC) have volatilities of 7.33% and 7.23%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%2024FebruaryMarchAprilMayJune
7.33%
7.23%
AME
GPC

Financials

AME vs. GPC - Financials Comparison

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