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

Correlation

The correlation between AMSC and DCI is 0.54, 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

AMSC vs. DCI - Performance Comparison

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

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Key characteristics

Sharpe Ratio

AMSC:

0.78

DCI:

-0.16

Sortino Ratio

AMSC:

1.76

DCI:

-0.12

Omega Ratio

AMSC:

1.20

DCI:

0.99

Calmar Ratio

AMSC:

0.75

DCI:

-0.20

Martin Ratio

AMSC:

2.36

DCI:

-0.52

Ulcer Index

AMSC:

31.12%

DCI:

8.99%

Daily Std Dev

AMSC:

91.53%

DCI:

23.78%

Max Drawdown

AMSC:

-99.57%

DCI:

-56.90%

Current Drawdown

AMSC:

-96.05%

DCI:

-9.46%

Fundamentals

Market Cap

AMSC:

$998.63M

DCI:

$8.15B

EPS

AMSC:

$0.16

DCI:

$3.42

PE Ratio

AMSC:

158.00

DCI:

19.94

PEG Ratio

AMSC:

-0.06

DCI:

1.69

PS Ratio

AMSC:

4.48

DCI:

2.24

PB Ratio

AMSC:

5.07

DCI:

5.28

Total Revenue (TTM)

AMSC:

$156.16M

DCI:

$2.71B

Gross Profit (TTM)

AMSC:

$44.16M

DCI:

$960.30M

EBITDA (TTM)

AMSC:

$8.69M

DCI:

$487.00M

Returns By Period

In the year-to-date period, AMSC achieves a 11.17% return, which is significantly higher than DCI's 4.83% return. Over the past 10 years, AMSC has outperformed DCI with an annualized return of 16.03%, while DCI has yielded a comparatively lower 8.80% annualized return.


AMSC

YTD

11.17%

1M

34.94%

6M

-18.71%

1Y

70.49%

3Y*

70.75%

5Y*

29.49%

10Y*

16.03%

DCI

YTD

4.83%

1M

7.24%

6M

-9.22%

1Y

-3.75%

3Y*

12.00%

5Y*

9.85%

10Y*

8.80%

*Annualized

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Donaldson Company, Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

AMSC vs. DCI — Risk-Adjusted Performance Rank

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

AMSC
The Risk-Adjusted Performance Rank of AMSC is 7878
Overall Rank
The Sharpe Ratio Rank of AMSC is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of AMSC is 8282
Sortino Ratio Rank
The Omega Ratio Rank of AMSC is 7676
Omega Ratio Rank
The Calmar Ratio Rank of AMSC is 7979
Calmar Ratio Rank
The Martin Ratio Rank of AMSC is 7676
Martin Ratio Rank

DCI
The Risk-Adjusted Performance Rank of DCI is 3838
Overall Rank
The Sharpe Ratio Rank of DCI is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of DCI is 3333
Sortino Ratio Rank
The Omega Ratio Rank of DCI is 3333
Omega Ratio Rank
The Calmar Ratio Rank of DCI is 3939
Calmar Ratio Rank
The Martin Ratio Rank of DCI is 4141
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.

AMSC vs. DCI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Superconductor Corporation (AMSC) 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.


The current AMSC Sharpe Ratio is 0.78, which is higher than the DCI Sharpe Ratio of -0.16. The chart below compares the historical Sharpe Ratios of AMSC and DCI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

AMSC vs. DCI - Dividend Comparison

AMSC has not paid dividends to shareholders, while DCI's dividend yield for the trailing twelve months is around 1.54%.


TTM20242023202220212020201920182017201620152014
AMSC
American Superconductor Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DCI
Donaldson Company, Inc.
1.54%1.57%1.50%1.55%1.47%1.50%1.42%1.73%1.45%1.65%2.36%1.64%

Drawdowns

AMSC vs. DCI - Drawdown Comparison

The maximum AMSC drawdown since its inception was -99.57%, which is greater than DCI's maximum drawdown of -56.90%. Use the drawdown chart below to compare losses from any high point for AMSC and DCI.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

AMSC vs. DCI - Volatility Comparison

American Superconductor Corporation (AMSC) has a higher volatility of 12.17% compared to Donaldson Company, Inc. (DCI) at 6.78%. This indicates that AMSC'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.


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Financials

AMSC vs. DCI - Financials Comparison

This section allows you to compare key financial metrics between American Superconductor Corporation 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


0.00200.00M400.00M600.00M800.00M1.00B20212022202320242025
61.40M
870.00M
(AMSC) Total Revenue
(DCI) Total Revenue
Values in USD except per share items