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AVT vs. ARW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

AVT vs. ARW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avnet, Inc. (AVT) and Arrow Electronics, Inc. (ARW). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%JuneJulyAugustSeptemberOctoberNovember
-1.00%
-11.08%
AVT
ARW

Returns By Period

In the year-to-date period, AVT achieves a 8.65% return, which is significantly higher than ARW's -4.34% return. Over the past 10 years, AVT has underperformed ARW with an annualized return of 4.24%, while ARW has yielded a comparatively higher 7.24% annualized return.


AVT

YTD

8.65%

1M

-0.61%

6M

0.78%

1Y

16.56%

5Y (annualized)

8.62%

10Y (annualized)

4.24%

ARW

YTD

-4.34%

1M

-12.40%

6M

-10.34%

1Y

-2.56%

5Y (annualized)

8.10%

10Y (annualized)

7.24%

Fundamentals


AVTARW
Market Cap$4.67B$6.15B
EPS$3.84$8.98
PE Ratio13.9913.02
PEG Ratio2.530.88
Total Revenue (TTM)$23.03B$28.49B
Gross Profit (TTM)$2.63B$3.36B
EBITDA (TTM)$851.46M$1.32B

Key characteristics


AVTARW
Sharpe Ratio0.69-0.12
Sortino Ratio1.110.01
Omega Ratio1.141.00
Calmar Ratio1.24-0.12
Martin Ratio3.12-0.48
Ulcer Index5.41%6.22%
Daily Std Dev24.49%25.56%
Max Drawdown-84.52%-81.26%
Current Drawdown-6.86%-19.92%

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Correlation

-0.50.00.51.00.6

The correlation between AVT and ARW is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Risk-Adjusted Performance

AVT vs. ARW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Avnet, Inc. (AVT) and Arrow Electronics, Inc. (ARW). 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 AVT, currently valued at 0.69, compared to the broader market-4.00-2.000.002.004.000.69-0.12
The chart of Sortino ratio for AVT, currently valued at 1.11, compared to the broader market-4.00-2.000.002.004.001.110.01
The chart of Omega ratio for AVT, currently valued at 1.14, compared to the broader market0.501.001.502.001.141.00
The chart of Calmar ratio for AVT, currently valued at 1.24, compared to the broader market0.002.004.006.001.24-0.12
The chart of Martin ratio for AVT, currently valued at 3.12, compared to the broader market0.0010.0020.0030.003.12-0.48
AVT
ARW

The current AVT Sharpe Ratio is 0.69, which is higher than the ARW Sharpe Ratio of -0.12. The chart below compares the historical Sharpe Ratios of AVT and ARW, 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-0.500.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
0.69
-0.12
AVT
ARW

Dividends

AVT vs. ARW - Dividend Comparison

AVT's dividend yield for the trailing twelve months is around 2.35%, while ARW has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
AVT
Avnet, Inc.
2.35%2.38%2.65%2.21%2.39%1.93%2.16%1.82%1.43%1.54%1.44%0.68%
ARW
Arrow Electronics, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

AVT vs. ARW - Drawdown Comparison

The maximum AVT drawdown since its inception was -84.52%, roughly equal to the maximum ARW drawdown of -81.26%. Use the drawdown chart below to compare losses from any high point for AVT and ARW. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-6.86%
-19.92%
AVT
ARW

Volatility

AVT vs. ARW - Volatility Comparison

The current volatility for Avnet, Inc. (AVT) is 11.16%, while Arrow Electronics, Inc. (ARW) has a volatility of 15.20%. This indicates that AVT experiences smaller price fluctuations and is considered to be less risky than ARW 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%16.00%JuneJulyAugustSeptemberOctoberNovember
11.16%
15.20%
AVT
ARW

Financials

AVT vs. ARW - Financials Comparison

This section allows you to compare key financial metrics between Avnet, Inc. and Arrow Electronics, 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