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ATMU vs. MASI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ATMU and MASI is 0.14, 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.


-0.50.00.51.00.1

Performance

ATMU vs. MASI - Performance Comparison

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

0.00%50.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
81.82%
7.73%
ATMU
MASI

Key characteristics

Sharpe Ratio

ATMU:

2.00

MASI:

1.30

Sortino Ratio

ATMU:

2.70

MASI:

1.96

Omega Ratio

ATMU:

1.35

MASI:

1.26

Calmar Ratio

ATMU:

3.80

MASI:

0.75

Martin Ratio

ATMU:

8.73

MASI:

3.90

Ulcer Index

ATMU:

7.12%

MASI:

12.57%

Daily Std Dev

ATMU:

31.15%

MASI:

37.80%

Max Drawdown

ATMU:

-25.01%

MASI:

-74.70%

Current Drawdown

ATMU:

-11.80%

MASI:

-44.11%

Fundamentals

Market Cap

ATMU:

$3.38B

MASI:

$9.32B

EPS

ATMU:

$2.15

MASI:

$1.44

PE Ratio

ATMU:

18.93

MASI:

120.88

Total Revenue (TTM)

ATMU:

$1.96B

MASI:

$2.04B

Gross Profit (TTM)

ATMU:

$474.40M

MASI:

$1.02B

EBITDA (TTM)

ATMU:

$292.10M

MASI:

$245.00M

Returns By Period

In the year-to-date period, ATMU achieves a 67.58% return, which is significantly higher than MASI's 44.63% return.


ATMU

YTD

67.58%

1M

-8.68%

6M

40.49%

1Y

62.53%

5Y*

N/A

10Y*

N/A

MASI

YTD

44.63%

1M

2.77%

6M

29.24%

1Y

43.84%

5Y*

1.35%

10Y*

20.41%

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Risk-Adjusted Performance

ATMU vs. MASI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Atmus Filtration Technologies Inc. (ATMU) and Masimo Corporation (MASI). 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 2.00, compared to the broader market-4.00-2.000.002.002.001.30
The chart of Sortino ratio for ATMU, currently valued at 2.70, compared to the broader market-4.00-2.000.002.004.002.701.96
The chart of Omega ratio for ATMU, currently valued at 1.35, compared to the broader market0.501.001.502.001.351.26
The chart of Calmar ratio for ATMU, currently valued at 3.80, compared to the broader market0.002.004.006.003.801.33
The chart of Martin ratio for ATMU, currently valued at 8.73, compared to the broader market-5.000.005.0010.0015.0020.0025.008.733.90
ATMU
MASI

The current ATMU Sharpe Ratio is 2.00, which is higher than the MASI Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of ATMU and MASI, 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-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
2.00
1.30
ATMU
MASI

Dividends

ATMU vs. MASI - Dividend Comparison

ATMU's dividend yield for the trailing twelve months is around 0.25%, while MASI has not paid dividends to shareholders.


TTM
ATMU
Atmus Filtration Technologies Inc.
0.25%
MASI
Masimo Corporation
0.00%

Drawdowns

ATMU vs. MASI - Drawdown Comparison

The maximum ATMU drawdown since its inception was -25.01%, smaller than the maximum MASI drawdown of -74.70%. Use the drawdown chart below to compare losses from any high point for ATMU and MASI. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.80%
-4.60%
ATMU
MASI

Volatility

ATMU vs. MASI - Volatility Comparison

The current volatility for Atmus Filtration Technologies Inc. (ATMU) is 6.47%, while Masimo Corporation (MASI) has a volatility of 7.47%. This indicates that ATMU experiences smaller price fluctuations and is considered to be less risky than MASI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
6.47%
7.47%
ATMU
MASI

Financials

ATMU vs. MASI - Financials Comparison

This section allows you to compare key financial metrics between Atmus Filtration Technologies Inc. and Masimo Corporation. 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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