PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
AVY vs. NDSN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

AVY vs. NDSN - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-11.39%
8.18%
AVY
NDSN

Returns By Period

In the year-to-date period, AVY achieves a -0.12% return, which is significantly higher than NDSN's -2.08% return. Over the past 10 years, AVY has outperformed NDSN with an annualized return of 17.28%, while NDSN has yielded a comparatively lower 13.61% annualized return.


AVY

YTD

-0.12%

1M

-6.03%

6M

-11.39%

1Y

6.83%

5Y (annualized)

10.91%

10Y (annualized)

17.28%

NDSN

YTD

-2.08%

1M

2.18%

6M

8.18%

1Y

11.40%

5Y (annualized)

10.42%

10Y (annualized)

13.61%

Fundamentals


AVYNDSN
Market Cap$16.04B$14.44B
EPS$8.32$8.21
PE Ratio23.9930.76
PEG Ratio1.192.36
Total Revenue (TTM)$8.68B$1.95B
Gross Profit (TTM)$2.52B$1.08B
EBITDA (TTM)$1.40B$597.41M

Key characteristics


AVYNDSN
Sharpe Ratio0.410.52
Sortino Ratio0.660.85
Omega Ratio1.081.11
Calmar Ratio0.510.58
Martin Ratio1.401.20
Ulcer Index5.00%9.26%
Daily Std Dev17.29%21.40%
Max Drawdown-73.03%-73.62%
Current Drawdown-12.69%-7.49%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Correlation

-0.50.00.51.00.4

The correlation between AVY and NDSN is 0.39, 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

AVY vs. NDSN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Avery Dennison Corporation (AVY) and Nordson Corporation (NDSN). 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-4.00-2.000.002.004.000.410.52
The chart of Sortino ratio for AVY, currently valued at 0.66, compared to the broader market-4.00-2.000.002.004.000.660.85
The chart of Omega ratio for AVY, currently valued at 1.08, compared to the broader market0.501.001.502.001.081.11
The chart of Calmar ratio for AVY, currently valued at 0.51, compared to the broader market0.002.004.006.000.510.58
The chart of Martin ratio for AVY, currently valued at 1.40, compared to the broader market0.0010.0020.0030.001.401.20
AVY
NDSN

The current AVY Sharpe Ratio is 0.41, which is comparable to the NDSN Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of AVY and NDSN, 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 Ratio0.000.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
0.41
0.52
AVY
NDSN

Dividends

AVY vs. NDSN - Dividend Comparison

AVY's dividend yield for the trailing twelve months is around 1.69%, more than NDSN's 1.10% 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%
NDSN
Nordson Corporation
1.10%1.01%0.98%0.71%0.77%0.90%1.09%0.78%0.91%1.43%1.03%0.89%

Drawdowns

AVY vs. NDSN - Drawdown Comparison

The maximum AVY drawdown since its inception was -73.03%, roughly equal to the maximum NDSN drawdown of -73.62%. Use the drawdown chart below to compare losses from any high point for AVY and NDSN. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-12.69%
-7.49%
AVY
NDSN

Volatility

AVY vs. NDSN - Volatility Comparison

The current volatility for Avery Dennison Corporation (AVY) is 3.53%, while Nordson Corporation (NDSN) has a volatility of 6.38%. This indicates that AVY experiences smaller price fluctuations and is considered to be less risky than NDSN 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%JuneJulyAugustSeptemberOctoberNovember
3.53%
6.38%
AVY
NDSN

Financials

AVY vs. NDSN - Financials Comparison

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