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

Correlation

The correlation between ATMU and TTEK is 0.18, 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.


-0.50.00.51.00.2

Performance

ATMU vs. TTEK - Performance Comparison

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

20.00%40.00%60.00%80.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
81.82%
48.86%
ATMU
TTEK

Key characteristics

Sharpe Ratio

ATMU:

2.00

TTEK:

0.79

Sortino Ratio

ATMU:

2.70

TTEK:

1.17

Omega Ratio

ATMU:

1.35

TTEK:

1.18

Calmar Ratio

ATMU:

3.80

TTEK:

1.09

Martin Ratio

ATMU:

8.73

TTEK:

3.36

Ulcer Index

ATMU:

7.12%

TTEK:

6.64%

Daily Std Dev

ATMU:

31.15%

TTEK:

28.25%

Max Drawdown

ATMU:

-25.01%

TTEK:

-77.90%

Current Drawdown

ATMU:

-11.80%

TTEK:

-20.32%

Fundamentals

Market Cap

ATMU:

$3.38B

TTEK:

$11.11B

EPS

ATMU:

$2.15

TTEK:

$1.23

PE Ratio

ATMU:

18.93

TTEK:

33.73

Total Revenue (TTM)

ATMU:

$1.96B

TTEK:

$5.20B

Gross Profit (TTM)

ATMU:

$474.40M

TTEK:

$866.44M

EBITDA (TTM)

ATMU:

$292.10M

TTEK:

$584.12M

Returns By Period

In the year-to-date period, ATMU achieves a 67.58% return, which is significantly higher than TTEK's 21.07% return.


ATMU

YTD

67.58%

1M

-8.68%

6M

40.49%

1Y

62.53%

5Y*

N/A

10Y*

N/A

TTEK

YTD

21.07%

1M

-1.31%

6M

-4.48%

1Y

21.75%

5Y*

20.23%

10Y*

24.65%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

ATMU vs. TTEK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Atmus Filtration Technologies Inc. (ATMU) and Tetra Tech, Inc. (TTEK). 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-4.00-2.000.002.002.000.79
The chart of Sortino ratio for ATMU, currently valued at 2.70, compared to the broader market-4.00-2.000.002.004.002.701.17
The chart of Omega ratio for ATMU, currently valued at 1.35, compared to the broader market0.501.001.502.001.351.18
The chart of Calmar ratio for ATMU, currently valued at 3.80, compared to the broader market0.002.004.006.003.801.09
The chart of Martin ratio for ATMU, currently valued at 8.73, compared to the broader market-5.000.005.0010.0015.0020.0025.008.733.36
ATMU
TTEK

The current ATMU Sharpe Ratio is 2.00, which is higher than the TTEK Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of ATMU and TTEK, 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 Ratio1.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
2.00
0.79
ATMU
TTEK

Dividends

ATMU vs. TTEK - Dividend Comparison

ATMU's dividend yield for the trailing twelve months is around 0.25%, less than TTEK's 1.14% yield.


TTM2023202220212020201920182017201620152014
ATMU
Atmus Filtration Technologies Inc.
0.25%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TTEK
Tetra Tech, Inc.
1.14%2.40%1.80%0.85%1.74%1.92%3.52%2.39%3.31%2.27%2.88%

Drawdowns

ATMU vs. TTEK - Drawdown Comparison

The maximum ATMU drawdown since its inception was -25.01%, smaller than the maximum TTEK drawdown of -77.90%. Use the drawdown chart below to compare losses from any high point for ATMU and TTEK. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.80%
-20.32%
ATMU
TTEK

Volatility

ATMU vs. TTEK - Volatility Comparison

Atmus Filtration Technologies Inc. (ATMU) has a higher volatility of 6.47% compared to Tetra Tech, Inc. (TTEK) at 4.14%. This indicates that ATMU's price experiences larger fluctuations and is considered to be riskier than TTEK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
6.47%
4.14%
ATMU
TTEK

Financials

ATMU vs. TTEK - Financials Comparison

This section allows you to compare key financial metrics between Atmus Filtration Technologies Inc. and Tetra Tech, Inc.. 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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