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ATMU vs. CECO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
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.

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%JuneJulyAugustSeptemberOctoberNovember
46.92%
21.43%
ATMU
CECO

Returns By Period

In the year-to-date period, ATMU achieves a 86.88% return, which is significantly higher than CECO's 48.92% return.


ATMU

YTD

86.88%

1M

14.49%

6M

46.91%

1Y

102.67%

5Y (annualized)

N/A

10Y (annualized)

N/A

CECO

YTD

48.92%

1M

15.36%

6M

21.43%

1Y

51.68%

5Y (annualized)

31.18%

10Y (annualized)

8.70%

Fundamentals


ATMUCECO
Market Cap$3.57B$1.04B
EPS$2.15$0.33
PE Ratio19.9989.97
Total Revenue (TTM)$1.96B$553.08M
Gross Profit (TTM)$474.40M$186.08M
EBITDA (TTM)$292.10M$51.49M

Key characteristics


ATMUCECO
Sharpe Ratio3.271.08
Sortino Ratio3.941.52
Omega Ratio1.521.23
Calmar Ratio6.301.90
Martin Ratio13.405.77
Ulcer Index7.69%8.92%
Daily Std Dev31.49%47.75%
Max Drawdown-25.01%-90.63%
Current Drawdown-1.13%-2.36%

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Correlation

-0.50.00.51.00.3

The correlation between ATMU and CECO is 0.27, 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.

Risk-Adjusted Performance

ATMU vs. CECO - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for ATMU, currently valued at 3.27, compared to the broader market-4.00-2.000.002.004.003.271.08
The chart of Sortino ratio for ATMU, currently valued at 3.94, compared to the broader market-4.00-2.000.002.004.003.941.52
The chart of Omega ratio for ATMU, currently valued at 1.52, compared to the broader market0.501.001.502.001.521.23
The chart of Calmar ratio for ATMU, currently valued at 6.30, compared to the broader market0.002.004.006.006.301.90
The chart of Martin ratio for ATMU, currently valued at 13.40, compared to the broader market0.0010.0020.0030.0013.405.77
ATMU
CECO

The current ATMU Sharpe Ratio is 3.27, which is higher than the CECO Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of ATMU and CECO, 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 Ratio1.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
3.27
1.08
ATMU
CECO

Dividends

ATMU vs. CECO - Dividend Comparison

ATMU's dividend yield for the trailing twelve months is around 0.23%, while CECO has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
ATMU
Atmus Filtration Technologies Inc.
0.23%0.00%0.00%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%4.39%1.89%3.44%1.48%1.24%

Drawdowns

ATMU vs. CECO - Drawdown Comparison

The maximum ATMU drawdown since its inception was -25.01%, smaller than the maximum CECO drawdown of -90.63%. Use the drawdown chart below to compare losses from any high point for ATMU and CECO. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.13%
-2.36%
ATMU
CECO

Volatility

ATMU vs. CECO - Volatility Comparison

The current volatility for Atmus Filtration Technologies Inc. (ATMU) is 10.57%, while CECO Environmental Corp. (CECO) has a volatility of 22.78%. 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.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
10.57%
22.78%
ATMU
CECO

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