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AVY vs. HUBB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

AVY vs. HUBB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avery Dennison Corporation (AVY) and Hubbell Incorporated (HUBB). The values are adjusted to include any dividend payments, if applicable.

-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-11.39%
14.66%
AVY
HUBB

Returns By Period

In the year-to-date period, AVY achieves a -0.12% return, which is significantly lower than HUBB's 40.11% return.


AVY

YTD

-0.12%

1M

-6.03%

6M

-11.39%

1Y

6.83%

5Y (annualized)

10.91%

10Y (annualized)

17.28%

HUBB

YTD

40.11%

1M

1.81%

6M

14.66%

1Y

54.40%

5Y (annualized)

28.26%

10Y (annualized)

N/A

Fundamentals


AVYHUBB
Market Cap$16.04B$24.28B
EPS$8.32$13.89
PE Ratio23.9932.57
PEG Ratio1.192.43
Total Revenue (TTM)$8.68B$5.64B
Gross Profit (TTM)$2.52B$1.92B
EBITDA (TTM)$1.40B$1.25B

Key characteristics


AVYHUBB
Sharpe Ratio0.411.90
Sortino Ratio0.662.38
Omega Ratio1.081.33
Calmar Ratio0.513.48
Martin Ratio1.408.18
Ulcer Index5.00%6.80%
Daily Std Dev17.29%29.33%
Max Drawdown-73.03%-41.63%
Current Drawdown-12.69%-3.31%

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Correlation

-0.50.00.51.00.5

The correlation between AVY and HUBB is 0.54, 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

AVY vs. HUBB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Avery Dennison Corporation (AVY) and Hubbell Incorporated (HUBB). 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 AVY, currently valued at 0.41, compared to the broader market-4.00-2.000.002.004.000.411.90
The chart of Sortino ratio for AVY, currently valued at 0.66, compared to the broader market-4.00-2.000.002.004.000.662.38
The chart of Omega ratio for AVY, currently valued at 1.08, compared to the broader market0.501.001.502.001.081.33
The chart of Calmar ratio for AVY, currently valued at 0.51, compared to the broader market0.002.004.006.000.513.48
The chart of Martin ratio for AVY, currently valued at 1.40, compared to the broader market0.0010.0020.0030.001.408.18
AVY
HUBB

The current AVY Sharpe Ratio is 0.41, which is lower than the HUBB Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of AVY and HUBB, 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 Ratio0.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
0.41
1.90
AVY
HUBB

Dividends

AVY vs. HUBB - Dividend Comparison

AVY's dividend yield for the trailing twelve months is around 1.69%, more than HUBB's 1.07% yield.


TTM20232022202120202019201820172016201520142013
AVY
Avery Dennison Corporation
1.69%1.57%1.62%1.23%1.52%1.73%2.24%1.53%2.28%2.33%2.58%2.27%
HUBB
Hubbell Incorporated
1.07%1.39%1.82%1.92%2.37%2.32%3.17%2.12%2.22%0.00%0.00%0.00%

Drawdowns

AVY vs. HUBB - Drawdown Comparison

The maximum AVY drawdown since its inception was -73.03%, which is greater than HUBB's maximum drawdown of -41.63%. Use the drawdown chart below to compare losses from any high point for AVY and HUBB. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-12.69%
-3.31%
AVY
HUBB

Volatility

AVY vs. HUBB - Volatility Comparison

The current volatility for Avery Dennison Corporation (AVY) is 3.53%, while Hubbell Incorporated (HUBB) has a volatility of 10.76%. This indicates that AVY experiences smaller price fluctuations and is considered to be less risky than HUBB 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%JuneJulyAugustSeptemberOctoberNovember
3.53%
10.76%
AVY
HUBB

Financials

AVY vs. HUBB - Financials Comparison

This section allows you to compare key financial metrics between Avery Dennison Corporation and Hubbell 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items