PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
AVY vs. SLGN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


AVYSLGN
YTD Return11.34%4.69%
1Y Return32.20%-8.19%
3Y Return (Ann)8.58%4.65%
5Y Return (Ann)16.69%11.38%
10Y Return (Ann)18.53%8.32%
Sharpe Ratio1.62-0.26
Daily Std Dev20.13%26.85%
Max Drawdown-73.03%-86.14%
Current Drawdown0.00%-12.80%

Fundamentals


AVYSLGN
Market Cap$17.36B$4.81B
EPS$6.21$2.98
PE Ratio34.7215.17
PEG Ratio2.372.21
Revenue (TTM)$8.36B$5.99B
Gross Profit (TTM)$2.40B$1.05B
EBITDA (TTM)$1.27B$867.08M

Correlation

0.35
-1.001.00

The correlation between AVY and SLGN is 0.35, 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.

Performance

AVY vs. SLGN - Performance Comparison

In the year-to-date period, AVY achieves a 11.34% return, which is significantly higher than SLGN's 4.69% return. Over the past 10 years, AVY has outperformed SLGN with an annualized return of 18.53%, while SLGN has yielded a comparatively lower 8.32% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


1,000.00%1,500.00%2,000.00%OctoberNovemberDecember2024FebruaryMarch
957.95%
2,125.31%
AVY
SLGN

Compare stocks, funds, or ETFs


Avery Dennison Corporation

Silgan Holdings Inc.

Risk-Adjusted Performance

AVY vs. SLGN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Avery Dennison Corporation (AVY) and Silgan Holdings Inc. (SLGN). 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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
AVY
Avery Dennison Corporation
1.62
SLGN
Silgan Holdings Inc.
-0.26

AVY vs. SLGN - Sharpe Ratio Comparison

The current AVY Sharpe Ratio is 1.62, which is higher than the SLGN Sharpe Ratio of -0.26. The chart below compares the 12-month rolling Sharpe Ratio of AVY and SLGN.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.50OctoberNovemberDecember2024FebruaryMarch
1.62
-0.26
AVY
SLGN

Dividends

AVY vs. SLGN - Dividend Comparison

AVY's dividend yield for the trailing twelve months is around 1.44%, less than SLGN's 1.55% yield.


TTM20232022202120202019201820172016201520142013
AVY
Avery Dennison Corporation
1.44%1.57%1.62%1.23%1.52%1.73%2.24%1.53%2.28%2.33%2.58%2.27%
SLGN
Silgan Holdings Inc.
1.55%1.59%1.23%1.31%1.29%1.42%1.69%1.22%1.33%1.19%1.12%1.17%

Drawdowns

AVY vs. SLGN - Drawdown Comparison

The maximum AVY drawdown since its inception was -73.03%, smaller than the maximum SLGN drawdown of -86.14%. The drawdown chart below compares losses from any high point along the way for AVY and SLGN


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch0
-12.80%
AVY
SLGN

Volatility

AVY vs. SLGN - Volatility Comparison

The current volatility for Avery Dennison Corporation (AVY) is 3.78%, while Silgan Holdings Inc. (SLGN) has a volatility of 4.71%. This indicates that AVY experiences smaller price fluctuations and is considered to be less risky than SLGN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%OctoberNovemberDecember2024FebruaryMarch
3.78%
4.71%
AVY
SLGN