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

Correlation

The correlation between APH 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.


-0.50.00.51.0
Correlation: 0.5

Performance

APH vs. DCI - Performance Comparison

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

10,000.00%20,000.00%30,000.00%40,000.00%50,000.00%60,000.00%NovemberDecember2025FebruaryMarchApril
60,145.64%
6,398.12%
APH
DCI

Key characteristics

Sharpe Ratio

APH:

0.98

DCI:

-0.31

Sortino Ratio

APH:

1.43

DCI:

-0.28

Omega Ratio

APH:

1.21

DCI:

0.96

Calmar Ratio

APH:

1.51

DCI:

-0.31

Martin Ratio

APH:

3.92

DCI:

-0.88

Ulcer Index

APH:

9.48%

DCI:

8.29%

Daily Std Dev

APH:

37.89%

DCI:

23.19%

Max Drawdown

APH:

-63.42%

DCI:

-56.90%

Current Drawdown

APH:

-2.96%

DCI:

-15.29%

Fundamentals

Market Cap

APH:

$86.22B

DCI:

$7.63B

EPS

APH:

$2.08

DCI:

$3.42

PE Ratio

APH:

34.21

DCI:

18.67

PEG Ratio

APH:

2.59

DCI:

1.57

PS Ratio

APH:

5.66

DCI:

2.10

PB Ratio

APH:

8.37

DCI:

4.90

Total Revenue (TTM)

APH:

$16.78B

DCI:

$3.63B

Gross Profit (TTM)

APH:

$5.69B

DCI:

$1.29B

EBITDA (TTM)

APH:

$4.01B

DCI:

$653.00M

Returns By Period

In the year-to-date period, APH achieves a 9.76% return, which is significantly higher than DCI's -1.92% return. Over the past 10 years, APH has outperformed DCI with an annualized return of 19.59%, while DCI has yielded a comparatively lower 7.49% annualized return.


APH

YTD

9.76%

1M

9.41%

6M

9.45%

1Y

31.92%

5Y*

30.05%

10Y*

19.59%

DCI

YTD

-1.92%

1M

-3.65%

6M

-10.75%

1Y

-7.83%

5Y*

11.05%

10Y*

7.49%

*Annualized

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Risk-Adjusted Performance

APH vs. DCI — Risk-Adjusted Performance Rank

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

APH
The Risk-Adjusted Performance Rank of APH is 8383
Overall Rank
The Sharpe Ratio Rank of APH is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of APH is 7777
Sortino Ratio Rank
The Omega Ratio Rank of APH is 7979
Omega Ratio Rank
The Calmar Ratio Rank of APH is 9090
Calmar Ratio Rank
The Martin Ratio Rank of APH is 8383
Martin Ratio Rank

DCI
The Risk-Adjusted Performance Rank of DCI is 3232
Overall Rank
The Sharpe Ratio Rank of DCI is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of DCI is 3030
Sortino Ratio Rank
The Omega Ratio Rank of DCI is 3030
Omega Ratio Rank
The Calmar Ratio Rank of DCI is 3333
Calmar Ratio Rank
The Martin Ratio Rank of DCI is 3333
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.

APH vs. DCI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amphenol Corporation (APH) 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 chart of Sharpe ratio for APH, currently valued at 0.98, compared to the broader market-2.00-1.000.001.002.003.00
APH: 0.98
DCI: -0.31
The chart of Sortino ratio for APH, currently valued at 1.43, compared to the broader market-6.00-4.00-2.000.002.004.00
APH: 1.43
DCI: -0.28
The chart of Omega ratio for APH, currently valued at 1.21, compared to the broader market0.501.001.502.00
APH: 1.21
DCI: 0.96
The chart of Calmar ratio for APH, currently valued at 1.51, compared to the broader market0.001.002.003.004.005.00
APH: 1.51
DCI: -0.31
The chart of Martin ratio for APH, currently valued at 3.92, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
APH: 3.92
DCI: -0.88

The current APH Sharpe Ratio is 0.98, which is higher than the DCI Sharpe Ratio of -0.31. The chart below compares the historical Sharpe Ratios of APH 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.98
-0.31
APH
DCI

Dividends

APH vs. DCI - Dividend Comparison

APH's dividend yield for the trailing twelve months is around 0.80%, less than DCI's 1.64% yield.


TTM20242023202220212020201920182017201620152014
APH
Amphenol Corporation
0.80%0.79%0.86%1.06%0.73%0.80%0.89%1.09%0.80%0.86%1.01%0.84%
DCI
Donaldson Company, Inc.
1.64%1.57%1.50%1.55%1.47%1.50%1.42%1.73%1.45%1.65%2.36%1.64%

Drawdowns

APH vs. DCI - Drawdown Comparison

The maximum APH drawdown since its inception was -63.42%, which is greater than DCI's maximum drawdown of -56.90%. Use the drawdown chart below to compare losses from any high point for APH and DCI. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-2.96%
-15.29%
APH
DCI

Volatility

APH vs. DCI - Volatility Comparison

Amphenol Corporation (APH) has a higher volatility of 19.53% compared to Donaldson Company, Inc. (DCI) at 13.61%. This indicates that APH'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.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
19.53%
13.61%
APH
DCI

Financials

APH vs. DCI - Financials Comparison

This section allows you to compare key financial metrics between Amphenol 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