ATMU vs. MCHP
Compare and contrast key facts about Atmus Filtration Technologies Inc. (ATMU) and Microchip Technology Incorporated (MCHP).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ATMU or MCHP.
Performance
ATMU vs. MCHP - Performance Comparison
Returns By Period
In the year-to-date period, ATMU achieves a 86.88% return, which is significantly higher than MCHP's -25.09% return.
ATMU
86.88%
14.49%
46.91%
102.67%
N/A
N/A
MCHP
-25.09%
-11.83%
-31.86%
-18.07%
9.42%
13.81%
Fundamentals
ATMU | MCHP | |
---|---|---|
Market Cap | $3.57B | $34.97B |
EPS | $2.15 | $1.44 |
PE Ratio | 19.99 | 45.22 |
Total Revenue (TTM) | $1.96B | $5.50B |
Gross Profit (TTM) | $474.40M | $3.19B |
EBITDA (TTM) | $292.10M | $1.95B |
Key characteristics
ATMU | MCHP | |
---|---|---|
Sharpe Ratio | 3.27 | -0.50 |
Sortino Ratio | 3.94 | -0.50 |
Omega Ratio | 1.52 | 0.94 |
Calmar Ratio | 6.30 | -0.50 |
Martin Ratio | 13.40 | -1.26 |
Ulcer Index | 7.69% | 14.41% |
Daily Std Dev | 31.49% | 35.98% |
Max Drawdown | -25.01% | -62.53% |
Current Drawdown | -1.13% | -32.78% |
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Correlation
The correlation between ATMU and MCHP is 0.28, 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. MCHP - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Atmus Filtration Technologies Inc. (ATMU) and Microchip Technology Incorporated (MCHP). 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.
Dividends
ATMU vs. MCHP - Dividend Comparison
ATMU's dividend yield for the trailing twelve months is around 0.23%, less than MCHP's 2.04% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
Microchip Technology Incorporated | 2.04% | 1.76% | 1.65% | 0.98% | 1.07% | 1.40% | 2.02% | 1.65% | 2.24% | 3.08% | 3.16% | 3.16% |
Drawdowns
ATMU vs. MCHP - Drawdown Comparison
The maximum ATMU drawdown since its inception was -25.01%, smaller than the maximum MCHP drawdown of -62.53%. Use the drawdown chart below to compare losses from any high point for ATMU and MCHP. For additional features, visit the drawdowns tool.
Volatility
ATMU vs. MCHP - Volatility Comparison
Atmus Filtration Technologies Inc. (ATMU) and Microchip Technology Incorporated (MCHP) have volatilities of 10.57% and 10.95%, 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.
Financials
ATMU vs. MCHP - Financials Comparison
This section allows you to compare key financial metrics between Atmus Filtration Technologies Inc. and Microchip Technology 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.
Total Revenue: Total amount of money received from sales and other business activities