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AWI vs. HWM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


AWIHWM
YTD Return57.34%112.73%
1Y Return91.43%138.76%
3Y Return (Ann)12.51%51.56%
5Y Return (Ann)11.56%39.36%
Sharpe Ratio3.674.09
Sortino Ratio5.195.64
Omega Ratio1.651.81
Calmar Ratio3.0014.59
Martin Ratio19.1537.39
Ulcer Index4.77%3.65%
Daily Std Dev24.92%33.35%
Max Drawdown-80.98%-64.81%
Current Drawdown0.00%0.00%

Fundamentals


AWIHWM
Market Cap$6.70B$40.83B
EPS$5.88$2.25
PE Ratio26.1244.37
PEG Ratio1.660.80
Total Revenue (TTM)$1.39B$5.44B
Gross Profit (TTM)$557.20M$1.49B
EBITDA (TTM)$418.70M$1.30B

Correlation

-0.50.00.51.00.4

The correlation between AWI and HWM is 0.45, 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.

Performance

AWI vs. HWM - Performance Comparison

In the year-to-date period, AWI achieves a 57.34% return, which is significantly lower than HWM's 112.73% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
32.42%
41.28%
AWI
HWM

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Risk-Adjusted Performance

AWI vs. HWM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Armstrong World Industries, Inc. (AWI) and Howmet Aerospace Inc. (HWM). 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.


AWI
Sharpe ratio
The chart of Sharpe ratio for AWI, currently valued at 3.67, compared to the broader market-4.00-2.000.002.004.003.67
Sortino ratio
The chart of Sortino ratio for AWI, currently valued at 5.19, compared to the broader market-4.00-2.000.002.004.005.19
Omega ratio
The chart of Omega ratio for AWI, currently valued at 1.65, compared to the broader market0.501.001.502.001.65
Calmar ratio
The chart of Calmar ratio for AWI, currently valued at 3.00, compared to the broader market0.002.004.006.003.00
Martin ratio
The chart of Martin ratio for AWI, currently valued at 19.15, compared to the broader market0.0010.0020.0030.0019.15
HWM
Sharpe ratio
The chart of Sharpe ratio for HWM, currently valued at 4.16, compared to the broader market-4.00-2.000.002.004.004.16
Sortino ratio
The chart of Sortino ratio for HWM, currently valued at 5.70, compared to the broader market-4.00-2.000.002.004.005.70
Omega ratio
The chart of Omega ratio for HWM, currently valued at 1.83, compared to the broader market0.501.001.502.001.83
Calmar ratio
The chart of Calmar ratio for HWM, currently valued at 14.83, compared to the broader market0.002.004.006.0014.83
Martin ratio
The chart of Martin ratio for HWM, currently valued at 38.01, compared to the broader market0.0010.0020.0030.0038.01

AWI vs. HWM - Sharpe Ratio Comparison

The current AWI Sharpe Ratio is 3.67, which is comparable to the HWM Sharpe Ratio of 4.09. The chart below compares the historical Sharpe Ratios of AWI and HWM, 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 Ratio2.002.503.003.504.004.50JuneJulyAugustSeptemberOctoberNovember
3.67
4.16
AWI
HWM

Dividends

AWI vs. HWM - Dividend Comparison

AWI's dividend yield for the trailing twelve months is around 0.75%, more than HWM's 0.20% yield.


TTM20232022202120202019201820172016
AWI
Armstrong World Industries, Inc.
0.75%1.06%1.38%0.74%1.09%0.77%0.30%0.00%0.00%
HWM
Howmet Aerospace Inc.
0.20%0.31%0.25%0.13%0.05%0.39%1.42%0.88%0.49%

Drawdowns

AWI vs. HWM - Drawdown Comparison

The maximum AWI drawdown since its inception was -80.98%, which is greater than HWM's maximum drawdown of -64.81%. Use the drawdown chart below to compare losses from any high point for AWI and HWM. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember00
AWI
HWM

Volatility

AWI vs. HWM - Volatility Comparison

The current volatility for Armstrong World Industries, Inc. (AWI) is 7.27%, while Howmet Aerospace Inc. (HWM) has a volatility of 13.59%. This indicates that AWI experiences smaller price fluctuations and is considered to be less risky than HWM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
7.27%
13.59%
AWI
HWM

Financials

AWI vs. HWM - Financials Comparison

This section allows you to compare key financial metrics between Armstrong World Industries, Inc. and Howmet Aerospace 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