PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
ATI vs. ENSG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ATI and ENSG is 0.30, 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

ATI vs. ENSG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Allegheny Technologies Incorporated (ATI) and The Ensign Group, Inc. (ENSG). The values are adjusted to include any dividend payments, if applicable.

-15.00%-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
-4.68%
-9.29%
ATI
ENSG

Key characteristics

Sharpe Ratio

ATI:

1.21

ENSG:

0.39

Sortino Ratio

ATI:

1.94

ENSG:

0.68

Omega Ratio

ATI:

1.25

ENSG:

1.09

Calmar Ratio

ATI:

0.84

ENSG:

0.47

Martin Ratio

ATI:

4.84

ENSG:

1.32

Ulcer Index

ATI:

9.60%

ENSG:

6.96%

Daily Std Dev

ATI:

37.88%

ENSG:

23.40%

Max Drawdown

ATI:

-94.72%

ENSG:

-55.56%

Current Drawdown

ATI:

-38.39%

ENSG:

-18.38%

Fundamentals

Market Cap

ATI:

$8.71B

ENSG:

$7.35B

EPS

ATI:

$2.55

ENSG:

$5.06

PE Ratio

ATI:

23.94

ENSG:

25.30

PEG Ratio

ATI:

1.20

ENSG:

1.38

Total Revenue (TTM)

ATI:

$4.36B

ENSG:

$4.23B

Gross Profit (TTM)

ATI:

$898.20M

ENSG:

$600.18M

EBITDA (TTM)

ATI:

$710.70M

ENSG:

$437.45M

Returns By Period

In the year-to-date period, ATI achieves a 10.90% return, which is significantly higher than ENSG's -3.65% return. Over the past 10 years, ATI has underperformed ENSG with an annualized return of 6.81%, while ENSG has yielded a comparatively higher 21.46% annualized return.


ATI

YTD

10.90%

1M

6.90%

6M

-4.67%

1Y

30.96%

5Y*

25.06%

10Y*

6.81%

ENSG

YTD

-3.65%

1M

-4.88%

6M

-9.29%

1Y

6.95%

5Y*

20.08%

10Y*

21.46%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

ATI vs. ENSG — Risk-Adjusted Performance Rank

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

ATI
The Risk-Adjusted Performance Rank of ATI is 7878
Overall Rank
The Sharpe Ratio Rank of ATI is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of ATI is 7878
Sortino Ratio Rank
The Omega Ratio Rank of ATI is 7676
Omega Ratio Rank
The Calmar Ratio Rank of ATI is 7575
Calmar Ratio Rank
The Martin Ratio Rank of ATI is 8080
Martin Ratio Rank

ENSG
The Risk-Adjusted Performance Rank of ENSG is 5757
Overall Rank
The Sharpe Ratio Rank of ENSG is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of ENSG is 4949
Sortino Ratio Rank
The Omega Ratio Rank of ENSG is 4949
Omega Ratio Rank
The Calmar Ratio Rank of ENSG is 6565
Calmar Ratio Rank
The Martin Ratio Rank of ENSG is 6060
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.

ATI vs. ENSG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Allegheny Technologies Incorporated (ATI) and The Ensign Group, Inc. (ENSG). 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 ATI, currently valued at 1.21, compared to the broader market-2.000.002.004.001.210.39
The chart of Sortino ratio for ATI, currently valued at 1.94, compared to the broader market-6.00-4.00-2.000.002.004.006.001.940.68
The chart of Omega ratio for ATI, currently valued at 1.25, compared to the broader market0.501.001.502.001.251.09
The chart of Calmar ratio for ATI, currently valued at 1.02, compared to the broader market0.002.004.006.001.020.47
The chart of Martin ratio for ATI, currently valued at 4.84, compared to the broader market-10.000.0010.0020.0030.004.841.32
ATI
ENSG

The current ATI Sharpe Ratio is 1.21, which is higher than the ENSG Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of ATI and ENSG, 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 Ratio0.501.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
1.21
0.39
ATI
ENSG

Dividends

ATI vs. ENSG - Dividend Comparison

ATI has not paid dividends to shareholders, while ENSG's dividend yield for the trailing twelve months is around 0.19%.


TTM20242023202220212020201920182017201620152014
ATI
Allegheny Technologies Incorporated
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%1.51%5.51%2.07%
ENSG
The Ensign Group, Inc.
0.19%0.18%0.21%0.24%0.25%0.28%0.40%0.47%0.78%0.73%0.97%0.57%

Drawdowns

ATI vs. ENSG - Drawdown Comparison

The maximum ATI drawdown since its inception was -94.72%, which is greater than ENSG's maximum drawdown of -55.56%. Use the drawdown chart below to compare losses from any high point for ATI and ENSG. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-25.32%
-18.38%
ATI
ENSG

Volatility

ATI vs. ENSG - Volatility Comparison

Allegheny Technologies Incorporated (ATI) has a higher volatility of 14.41% compared to The Ensign Group, Inc. (ENSG) at 12.30%. This indicates that ATI's price experiences larger fluctuations and is considered to be riskier than ENSG 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%SeptemberOctoberNovemberDecember2025February
14.41%
12.30%
ATI
ENSG

Financials

ATI vs. ENSG - Financials Comparison

This section allows you to compare key financial metrics between Allegheny Technologies Incorporated and The Ensign Group, 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab