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APH vs. ABM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between APH and ABM is 0.32, 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

APH vs. ABM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amphenol Corporation (APH) and ABM Industries Incorporated (ABM). The values are adjusted to include any dividend payments, if applicable.

0.00%10,000.00%20,000.00%30,000.00%40,000.00%50,000.00%60,000.00%JulyAugustSeptemberOctoberNovemberDecember
55,315.02%
2,396.65%
APH
ABM

Key characteristics

Sharpe Ratio

APH:

1.65

ABM:

0.47

Sortino Ratio

APH:

2.02

ABM:

0.79

Omega Ratio

APH:

1.31

ABM:

1.11

Calmar Ratio

APH:

2.55

ABM:

0.51

Martin Ratio

APH:

8.37

ABM:

1.79

Ulcer Index

APH:

5.19%

ABM:

6.68%

Daily Std Dev

APH:

26.41%

ABM:

25.53%

Max Drawdown

APH:

-63.41%

ABM:

-59.61%

Current Drawdown

APH:

-6.76%

ABM:

-14.14%

Fundamentals

Market Cap

APH:

$89.53B

ABM:

$3.45B

EPS

APH:

$1.75

ABM:

$2.42

PE Ratio

APH:

42.43

ABM:

22.69

PEG Ratio

APH:

2.32

ABM:

4.45

Total Revenue (TTM)

APH:

$14.23B

ABM:

$6.18B

Gross Profit (TTM)

APH:

$4.76B

ABM:

$733.00M

EBITDA (TTM)

APH:

$3.50B

ABM:

$274.00M

Returns By Period

In the year-to-date period, APH achieves a 42.62% return, which is significantly higher than ABM's 14.40% return. Over the past 10 years, APH has outperformed ABM with an annualized return of 18.87%, while ABM has yielded a comparatively lower 8.15% annualized return.


APH

YTD

42.62%

1M

0.53%

6M

1.01%

1Y

43.46%

5Y*

22.48%

10Y*

18.87%

ABM

YTD

14.40%

1M

-8.29%

6M

0.13%

1Y

9.98%

5Y*

7.49%

10Y*

8.15%

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Risk-Adjusted Performance

APH vs. ABM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amphenol Corporation (APH) and ABM Industries Incorporated (ABM). 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 APH, currently valued at 1.65, compared to the broader market-4.00-2.000.002.001.650.47
The chart of Sortino ratio for APH, currently valued at 2.02, compared to the broader market-4.00-2.000.002.004.002.020.79
The chart of Omega ratio for APH, currently valued at 1.31, compared to the broader market0.501.001.502.001.311.11
The chart of Calmar ratio for APH, currently valued at 2.55, compared to the broader market0.002.004.006.002.550.51
The chart of Martin ratio for APH, currently valued at 8.37, compared to the broader market0.0010.0020.008.371.79
APH
ABM

The current APH Sharpe Ratio is 1.65, which is higher than the ABM Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of APH and ABM, 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
1.65
0.47
APH
ABM

Dividends

APH vs. ABM - Dividend Comparison

APH's dividend yield for the trailing twelve months is around 0.78%, less than ABM's 1.79% yield.


TTM20232022202120202019201820172016201520142013
APH
Amphenol Corporation
0.78%0.86%1.06%0.73%0.80%0.89%1.09%0.80%0.86%1.01%0.84%0.68%
ABM
ABM Industries Incorporated
1.79%1.96%1.76%1.86%1.47%2.40%2.18%1.80%1.62%1.69%2.18%2.12%

Drawdowns

APH vs. ABM - Drawdown Comparison

The maximum APH drawdown since its inception was -63.41%, which is greater than ABM's maximum drawdown of -59.61%. Use the drawdown chart below to compare losses from any high point for APH and ABM. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.76%
-14.14%
APH
ABM

Volatility

APH vs. ABM - Volatility Comparison

The current volatility for Amphenol Corporation (APH) is 8.27%, while ABM Industries Incorporated (ABM) has a volatility of 10.48%. This indicates that APH experiences smaller price fluctuations and is considered to be less risky than ABM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
8.27%
10.48%
APH
ABM

Financials

APH vs. ABM - Financials Comparison

This section allows you to compare key financial metrics between Amphenol Corporation and ABM Industries Incorporated. 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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