ATKR vs. BWA
Compare and contrast key facts about Atkore Inc. (ATKR) and BorgWarner Inc. (BWA).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ATKR or BWA.
Key characteristics
| ATKR | BWA | |
|---|---|---|
| YTD Return | 6.85% | 17.59% |
| 1Y Return | 16.55% | 21.70% |
| 5Y Return (Ann) | 41.15% | -0.06% |
| 10Y Return (Ann) | 33.81% | 2.76% |
| Sharpe Ratio | 0.40 | 0.74 |
| Daily Std Dev | 49.37% | 33.41% |
| Max Drawdown | -72.33% | -72.15% |
Fundamentals
| ATKR | BWA | |
|---|---|---|
| Market Cap | $4.64B | $10.98B |
| EPS | $19.42 | $4.08 |
| PE Ratio | 6.20 | 11.49 |
| PEG Ratio | 1.39 | 0.60 |
| Revenue (TTM) | $3.82B | $16.11B |
| Gross Profit (TTM) | $1.64B | $3.10B |
| EBITDA (TTM) | $1.22B | $2.24B |
Correlation
The correlation between ATKR and BWA is 0.49, 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.
ATKR vs. BWA - Performance Comparison
In the year-to-date period, ATKR achieves a 6.85% return, which is significantly lower than BWA's 17.59% return. Over the past 10 years, ATKR has outperformed BWA with an annualized return of 33.81%, while BWA has yielded a comparatively lower 2.76% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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ATKR vs. BWA - Dividend Comparison
ATKR has not paid dividends to shareholders, while BWA's dividend yield for the trailing twelve months is around 1.80%.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
ATKR Atkore Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BWA BorgWarner Inc. | 1.80% | 1.70% | 1.54% | 1.82% | 1.66% | 2.10% | 1.26% | 1.49% | 1.35% | 1.05% | 0.51% |
ATKR vs. BWA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Atkore Inc. (ATKR) and BorgWarner Inc. (BWA). 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 | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
ATKR Atkore Inc. | 0.40 | ||||
BWA BorgWarner Inc. | 0.74 |
ATKR vs. BWA - Drawdown Comparison
The maximum ATKR drawdown for the period was -22.84%, roughly equal to the maximum BWA drawdown of -25.86%. The drawdown chart below compares losses from any high point along the way for ATKR and BWA
ATKR vs. BWA - Volatility Comparison
The current volatility for Atkore Inc. (ATKR) is 10.51%, while BorgWarner Inc. (BWA) has a volatility of 11.89%. This indicates that ATKR experiences smaller price fluctuations and is considered to be less risky than BWA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.