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ATMU vs. CECO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ATMU vs. CECO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Atmus Filtration Technologies Inc. (ATMU) and CECO Environmental Corp. (CECO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ATMU achieves a -0.34% return, which is significantly lower than CECO's 10.09% return.


ATMU

1D
0.00%
1M
3.86%
6M
-10.76%
YTD
-0.34%
1Y
38.32%
3Y*
29.00%
5Y*
10Y*
ALL TIME*
31.79%

CECO

1D
0.53%
1M
-19.79%
6M
-2.28%
YTD
10.09%
1Y
46.00%
3Y*
76.27%
5Y*
56.40%
10Y*
22.48%
ALL TIME*
10.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$27.62M$29.00M$44.00M
$75.05M$66.56M$78.21M

ATMU vs. CECO - Yearly Performance Comparison


2026 (YTD)202520242023
ATMU
Atmus Filtration Technologies Inc.
-0.34%33.16%67.28%8.40%
CECO
CECO Environmental Corp.
10.09%97.98%49.06%78.68%

Correlation

The correlation between ATMU and CECO is 0.32, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.32

Correlation (3Y)
Balances recent behavior with more history.

0.33

Correlation (All Time)
Calculated using the full available price history since May 26, 2023

0.32

Fundamentals

Market Cap

ATMU:

$4.22B

CECO:

$2.36B

EPS

ATMU:

$2.56

CECO:

$0.47

PE Ratio

ATMU:

20.14

CECO:

141.00

PEG Ratio

ATMU:

3.62

CECO:

0.40

PS Ratio

ATMU:

3.16

CECO:

2.97

PB Ratio

ATMU:

10.49

CECO:

7.76

Total Revenue (TTM)

ATMU:

$1.35B

CECO:

$812.38M

Gross Profit (TTM)

ATMU:

$529.00M

CECO:

$278.45M

EBITDA (TTM)

ATMU:

$334.60M

CECO:

$77.75M

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Return for Risk

ATMU vs. CECO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

ATMU
ATMU Risk / Return Rank: 6969
Overall Rank
ATMU Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
ATMU Sortino Ratio Rank: 6666
Sortino Ratio Rank
ATMU Omega Ratio Rank: 6868
Omega Ratio Rank
ATMU Calmar Ratio Rank: 6868
Calmar Ratio Rank
ATMU Martin Ratio Rank: 6969
Martin Ratio Rank

CECO
CECO Risk / Return Rank: 6969
Overall Rank
CECO Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
CECO Sortino Ratio Rank: 6767
Sortino Ratio Rank
CECO Omega Ratio Rank: 6868
Omega Ratio Rank
CECO Calmar Ratio Rank: 6969
Calmar Ratio Rank
CECO Martin Ratio Rank: 7474
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

ATMU vs. CECO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Atmus Filtration Technologies Inc. (ATMU) and CECO Environmental Corp. (CECO). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ATMUCECODifference
Sharpe ratioReturn per unit of total volatility

+0.12

Sortino ratioReturn per unit of downside risk

-0.08

Omega ratioGain probability vs. loss probability

1.18

1.18

0.00

Calmar ratioReturn relative to maximum drawdown

1.11

1.17

-0.06

Martin ratioReturn relative to average drawdown

2.75

3.56

-0.81

ATMU vs. CECO - Sharpe Ratio Comparison

The current ATMU Sharpe Ratio is 0.87, which is comparable to the CECO Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of ATMU and CECO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ATMU vs. CECO - Drawdown Comparison

The maximum ATMU drawdown since its inception was -30.22%, smaller than the maximum CECO drawdown of -90.64%. Use the drawdown chart below to compare losses from any high point for ATMU and CECO.


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Drawdown Indicators


ATMUCECODifference

Max Drawdown

Largest peak-to-trough decline

-30.22%

-90.64%

+60.42%

Max Drawdown (1Y)

Largest decline over 1 year

-30.22%

-39.98%

+9.76%

Max Drawdown (3Y)

Largest decline over 3 years

-30.22%

-47.93%

+17.71%

Max Drawdown (5Y)

Largest decline over 5 years

-47.93%

Max Drawdown (10Y)

Largest decline over 10 years

-74.13%

Current Drawdown

Current decline from peak

-21.17%

-33.89%

+12.72%

Average Drawdown

Average peak-to-trough decline

-9.19%

-46.13%

+36.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.15%

13.13%

-0.98%

Volatility

ATMU vs. CECO - Volatility Comparison

The current volatility for Atmus Filtration Technologies Inc. (ATMU) is 11.58%, while CECO Environmental Corp. (CECO) has a volatility of 20.71%. This indicates that ATMU experiences smaller price fluctuations and is considered to be less risky than CECO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ATMUCECODifference

Volatility (1M)

Calculated over the trailing 1-month period

11.58%

20.71%

-9.13%

Volatility (6M)

Calculated over the trailing 6-month period

33.44%

54.97%

-21.53%

Volatility (1Y)

Calculated over the trailing 1-year period

38.56%

63.15%

-24.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.85%

52.89%

-18.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.85%

52.43%

-17.58%

Dividends

ATMU vs. CECO - Dividend Comparison

ATMU's dividend yield for the trailing twelve months is around 0.43%, while CECO has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
ATMU
Atmus Filtration Technologies Inc.
0.43%0.40%0.26%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CECO
CECO Environmental Corp.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%4.39%1.89%3.44%

Financials

ATMU vs. CECO - Financials Comparison

This section allows you to compare key financial metrics between Atmus Filtration Technologies Inc. and CECO Environmental Corp.. 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

Frequently Asked Questions


ATMU and CECO have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CECO has higher volatility (20.71%) compared to ATMU (11.58%). In terms of maximum drawdown, ATMU dropped -30.22% vs CECO's -90.64%.

ATMU currently has the higher Sharpe Ratio (0.87 vs 0.74), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for ATMU and CECO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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