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

Performance

ATKR vs. TKR - Performance Comparison

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

-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-43.10%
-17.34%
ATKR
TKR

Returns By Period

In the year-to-date period, ATKR achieves a -43.97% return, which is significantly lower than TKR's -4.57% return.


ATKR

YTD

-43.97%

1M

-0.65%

6M

-41.10%

1Y

-31.78%

5Y (annualized)

19.16%

10Y (annualized)

N/A

TKR

YTD

-4.57%

1M

-12.72%

6M

-16.25%

1Y

4.13%

5Y (annualized)

8.95%

10Y (annualized)

8.07%

Fundamentals


ATKRTKR
Market Cap$3.39B$5.23B
EPS$14.26$4.82
PE Ratio6.6315.48
PEG Ratio1.390.95
Total Revenue (TTM)$2.41B$4.59B
Gross Profit (TTM)$834.33M$1.39B
EBITDA (TTM)$632.05M$734.70M

Key characteristics


ATKRTKR
Sharpe Ratio-0.780.09
Sortino Ratio-0.970.33
Omega Ratio0.871.04
Calmar Ratio-0.600.12
Martin Ratio-1.070.32
Ulcer Index32.03%8.47%
Daily Std Dev44.02%29.66%
Max Drawdown-72.33%-72.45%
Current Drawdown-53.79%-18.48%

Compare stocks, funds, or ETFs

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


Correlation

-0.50.00.51.00.6

The correlation between ATKR and TKR is 0.57, 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. TKR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Atkore Inc. (ATKR) and The Timken Company (TKR). 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 -0.78, compared to the broader market-4.00-2.000.002.004.00-0.780.09
The chart of Sortino ratio for ATKR, currently valued at -0.97, compared to the broader market-4.00-2.000.002.004.00-0.970.33
The chart of Omega ratio for ATKR, currently valued at 0.87, compared to the broader market0.501.001.502.000.871.04
The chart of Calmar ratio for ATKR, currently valued at -0.60, compared to the broader market0.002.004.006.00-0.600.12
The chart of Martin ratio for ATKR, currently valued at -1.07, compared to the broader market0.0010.0020.0030.00-1.070.32
ATKR
TKR

The current ATKR Sharpe Ratio is -0.78, which is lower than the TKR Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of ATKR and TKR, 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-1.00-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
-0.78
0.09
ATKR
TKR

Dividends

ATKR vs. TKR - Dividend Comparison

ATKR's dividend yield for the trailing twelve months is around 1.08%, less than TKR's 1.34% yield.


TTM20232022202120202019201820172016201520142013
ATKR
Atkore Inc.
1.08%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TKR
The Timken Company
1.34%1.62%1.74%1.72%1.46%1.99%2.97%2.18%2.62%3.60%2.01%1.67%

Drawdowns

ATKR vs. TKR - Drawdown Comparison

The maximum ATKR drawdown since its inception was -72.33%, roughly equal to the maximum TKR drawdown of -72.45%. Use the drawdown chart below to compare losses from any high point for ATKR and TKR. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-53.79%
-18.48%
ATKR
TKR

Volatility

ATKR vs. TKR - Volatility Comparison

Atkore Inc. (ATKR) and The Timken Company (TKR) have volatilities of 17.91% and 17.35%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
17.91%
17.35%
ATKR
TKR

Financials

ATKR vs. TKR - Financials Comparison

This section allows you to compare key financial metrics between Atkore Inc. and The Timken Company. 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