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ATKR vs. HUBB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

ATKR vs. HUBB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Atkore Inc. (ATKR) and Hubbell Incorporated (HUBB). The values are adjusted to include any dividend payments, if applicable.

-50.00%-40.00%-30.00%-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-44.11%
14.66%
ATKR
HUBB

Returns By Period

In the year-to-date period, ATKR achieves a -46.39% return, which is significantly lower than HUBB's 40.11% return.


ATKR

YTD

-46.39%

1M

-1.91%

6M

-44.11%

1Y

-34.44%

5Y (annualized)

16.11%

10Y (annualized)

N/A

HUBB

YTD

40.11%

1M

1.81%

6M

14.66%

1Y

54.40%

5Y (annualized)

28.26%

10Y (annualized)

N/A

Fundamentals


ATKRHUBB
Market Cap$2.97B$24.28B
EPS$12.69$13.89
PE Ratio6.7132.57
PEG Ratio1.392.43
Total Revenue (TTM)$3.20B$5.64B
Gross Profit (TTM)$1.06B$1.92B
EBITDA (TTM)$732.83M$1.25B

Key characteristics


ATKRHUBB
Sharpe Ratio-0.761.90
Sortino Ratio-0.942.38
Omega Ratio0.881.33
Calmar Ratio-0.593.48
Martin Ratio-1.028.18
Ulcer Index32.77%6.80%
Daily Std Dev44.05%29.33%
Max Drawdown-72.33%-41.63%
Current Drawdown-55.78%-3.31%

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Correlation

-0.50.00.51.00.6

The correlation between ATKR and HUBB is 0.56, 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

ATKR vs. HUBB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Atkore Inc. (ATKR) and Hubbell Incorporated (HUBB). 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 ATKR, currently valued at -0.76, compared to the broader market-4.00-2.000.002.004.00-0.761.90
The chart of Sortino ratio for ATKR, currently valued at -0.94, compared to the broader market-4.00-2.000.002.004.00-0.942.38
The chart of Omega ratio for ATKR, currently valued at 0.88, compared to the broader market0.501.001.502.000.881.33
The chart of Calmar ratio for ATKR, currently valued at -0.59, compared to the broader market0.002.004.006.00-0.593.48
The chart of Martin ratio for ATKR, currently valued at -1.02, compared to the broader market0.0010.0020.0030.00-1.028.18
ATKR
HUBB

The current ATKR Sharpe Ratio is -0.76, which is lower than the HUBB Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of ATKR and HUBB, 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-1.000.001.002.00JuneJulyAugustSeptemberOctoberNovember
-0.76
1.90
ATKR
HUBB

Dividends

ATKR vs. HUBB - Dividend Comparison

ATKR's dividend yield for the trailing twelve months is around 1.13%, more than HUBB's 1.07% yield.


TTM20232022202120202019201820172016
ATKR
Atkore Inc.
1.13%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HUBB
Hubbell Incorporated
1.07%1.39%1.82%1.92%2.37%2.32%3.17%2.12%2.22%

Drawdowns

ATKR vs. HUBB - Drawdown Comparison

The maximum ATKR drawdown since its inception was -72.33%, which is greater than HUBB's maximum drawdown of -41.63%. Use the drawdown chart below to compare losses from any high point for ATKR and HUBB. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-55.78%
-3.31%
ATKR
HUBB

Volatility

ATKR vs. HUBB - Volatility Comparison

Atkore Inc. (ATKR) has a higher volatility of 18.00% compared to Hubbell Incorporated (HUBB) at 10.76%. This indicates that ATKR's price experiences larger fluctuations and is considered to be riskier than HUBB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
18.00%
10.76%
ATKR
HUBB

Financials

ATKR vs. HUBB - Financials Comparison

This section allows you to compare key financial metrics between Atkore Inc. and Hubbell 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