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

Correlation

The correlation between AMSC and DCI is 0.26, 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.


-0.50.00.51.00.3

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.

-20.00%0.00%20.00%40.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
4.11%
-4.96%
AMSC
DCI

Key characteristics

Sharpe Ratio

AMSC:

1.44

DCI:

0.26

Sortino Ratio

AMSC:

2.37

DCI:

0.48

Omega Ratio

AMSC:

1.28

DCI:

1.06

Calmar Ratio

AMSC:

1.28

DCI:

0.38

Martin Ratio

AMSC:

6.18

DCI:

1.36

Ulcer Index

AMSC:

20.42%

DCI:

3.71%

Daily Std Dev

AMSC:

87.67%

DCI:

19.20%

Max Drawdown

AMSC:

-99.57%

DCI:

-56.90%

Current Drawdown

AMSC:

-96.39%

DCI:

-12.91%

Fundamentals

Market Cap

AMSC:

$1.02B

DCI:

$8.47B

EPS

AMSC:

-$0.03

DCI:

$3.44

PEG Ratio

AMSC:

-0.06

DCI:

2.31

Total Revenue (TTM)

AMSC:

$176.14M

DCI:

$3.64B

Gross Profit (TTM)

AMSC:

$48.25M

DCI:

$1.29B

EBITDA (TTM)

AMSC:

$6.77M

DCI:

$656.30M

Returns By Period

In the year-to-date period, AMSC achieves a 124.60% return, which is significantly higher than DCI's 5.49% return. Over the past 10 years, AMSC has outperformed DCI with an annualized return of 12.11%, while DCI has yielded a comparatively lower 7.42% annualized return.


AMSC

YTD

124.60%

1M

-26.88%

6M

4.08%

1Y

126.22%

5Y*

25.22%

10Y*

12.11%

DCI

YTD

5.49%

1M

-11.99%

6M

-4.96%

1Y

5.06%

5Y*

4.88%

10Y*

7.42%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for AMSC, currently valued at 1.44, compared to the broader market-4.00-2.000.002.001.440.26
The chart of Sortino ratio for AMSC, currently valued at 2.37, compared to the broader market-4.00-2.000.002.004.002.370.48
The chart of Omega ratio for AMSC, currently valued at 1.28, compared to the broader market0.501.001.502.001.281.06
The chart of Calmar ratio for AMSC, currently valued at 1.28, compared to the broader market0.002.004.006.001.280.38
The chart of Martin ratio for AMSC, currently valued at 6.18, compared to the broader market0.0010.0020.006.181.36
AMSC
DCI

The current AMSC Sharpe Ratio is 1.44, which is higher than the DCI Sharpe Ratio of 0.26. 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.44
0.26
AMSC
DCI

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 1.56%.


TTM20232022202120202019201820172016201520142013
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.
1.56%1.50%1.55%1.47%1.50%1.42%1.73%1.45%1.65%2.36%1.64%1.15%

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. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-96.39%
-12.91%
AMSC
DCI

Volatility

AMSC vs. DCI - Volatility Comparison

American Superconductor Corporation (AMSC) has a higher volatility of 22.37% compared to Donaldson Company, Inc. (DCI) at 8.16%. 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.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%JulyAugustSeptemberOctoberNovemberDecember
22.37%
8.16%
AMSC
DCI

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


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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