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

Performance

APH vs. BDC - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
5.24%
25.44%
APH
BDC

Returns By Period

In the year-to-date period, APH achieves a 41.87% return, which is significantly lower than BDC's 53.42% return. Over the past 10 years, APH has outperformed BDC with an annualized return of 19.52%, while BDC has yielded a comparatively lower 5.35% annualized return.


APH

YTD

41.87%

1M

3.59%

6M

5.24%

1Y

57.13%

5Y (annualized)

23.59%

10Y (annualized)

19.52%

BDC

YTD

53.42%

1M

-1.30%

6M

25.44%

1Y

72.08%

5Y (annualized)

17.98%

10Y (annualized)

5.35%

Fundamentals


APHBDC
Market Cap$86.79B$5.00B
EPS$1.75$4.30
PE Ratio41.1428.80
PEG Ratio2.292.14
Total Revenue (TTM)$14.23B$2.35B
Gross Profit (TTM)$4.76B$860.54M
EBITDA (TTM)$3.33B$342.66M

Key characteristics


APHBDC
Sharpe Ratio2.252.21
Sortino Ratio2.603.25
Omega Ratio1.411.40
Calmar Ratio3.362.25
Martin Ratio11.1416.36
Ulcer Index5.15%4.55%
Daily Std Dev25.53%33.80%
Max Drawdown-63.41%-85.69%
Current Drawdown-5.50%-9.97%

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Correlation

-0.50.00.51.00.4

The correlation between APH and BDC is 0.45, 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.

Risk-Adjusted Performance

APH vs. BDC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amphenol Corporation (APH) and Belden Inc. (BDC). 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 2.25, compared to the broader market-4.00-2.000.002.004.002.252.21
The chart of Sortino ratio for APH, currently valued at 2.60, compared to the broader market-4.00-2.000.002.004.002.603.25
The chart of Omega ratio for APH, currently valued at 1.41, compared to the broader market0.501.001.502.001.411.40
The chart of Calmar ratio for APH, currently valued at 3.36, compared to the broader market0.002.004.006.003.362.25
The chart of Martin ratio for APH, currently valued at 11.14, compared to the broader market-10.000.0010.0020.0030.0011.1416.36
APH
BDC

The current APH Sharpe Ratio is 2.25, which is comparable to the BDC Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of APH and BDC, 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 Ratio0.001.002.003.004.005.00JuneJulyAugustSeptemberOctoberNovember
2.25
2.21
APH
BDC

Dividends

APH vs. BDC - Dividend Comparison

APH's dividend yield for the trailing twelve months is around 0.71%, more than BDC's 0.17% yield.


TTM20232022202120202019201820172016201520142013
APH
Amphenol Corporation
0.71%0.86%1.06%0.73%0.80%0.89%1.09%0.80%0.86%1.01%0.84%0.68%
BDC
Belden Inc.
0.17%0.26%0.28%0.30%0.48%0.36%0.50%0.26%0.27%0.42%0.25%0.28%

Drawdowns

APH vs. BDC - Drawdown Comparison

The maximum APH drawdown since its inception was -63.41%, smaller than the maximum BDC drawdown of -85.69%. Use the drawdown chart below to compare losses from any high point for APH and BDC. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-5.50%
-9.97%
APH
BDC

Volatility

APH vs. BDC - Volatility Comparison

The current volatility for Amphenol Corporation (APH) is 7.50%, while Belden Inc. (BDC) has a volatility of 12.70%. This indicates that APH experiences smaller price fluctuations and is considered to be less risky than BDC 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%JuneJulyAugustSeptemberOctoberNovember
7.50%
12.70%
APH
BDC

Financials

APH vs. BDC - Financials Comparison

This section allows you to compare key financial metrics between Amphenol Corporation and Belden 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