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AXON vs. TDG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AXON and TDG is 0.34, 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.


-0.50.00.51.0
Correlation: 0.3

Performance

AXON vs. TDG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Axon Enterprise, Inc. (AXON) and TransDigm Group Incorporated (TDG). The values are adjusted to include any dividend payments, if applicable.

4,000.00%6,000.00%8,000.00%10,000.00%12,000.00%14,000.00%NovemberDecember2025FebruaryMarchApril
5,109.36%
14,472.84%
AXON
TDG

Key characteristics

Sharpe Ratio

AXON:

1.41

TDG:

0.79

Sortino Ratio

AXON:

2.37

TDG:

1.19

Omega Ratio

AXON:

1.35

TDG:

1.15

Calmar Ratio

AXON:

2.48

TDG:

1.60

Martin Ratio

AXON:

6.70

TDG:

3.29

Ulcer Index

AXON:

11.12%

TDG:

5.95%

Daily Std Dev

AXON:

52.93%

TDG:

24.65%

Max Drawdown

AXON:

-91.78%

TDG:

-62.64%

Current Drawdown

AXON:

-23.99%

TDG:

-3.42%

Fundamentals

Market Cap

AXON:

$41.91B

TDG:

$78.49B

EPS

AXON:

$4.80

TDG:

$28.37

PE Ratio

AXON:

112.44

TDG:

49.33

PEG Ratio

AXON:

2.86

TDG:

4.25

Total Revenue (TTM)

AXON:

$1.62B

TDG:

$6.24B

Gross Profit (TTM)

AXON:

$980.33M

TDG:

$3.67B

EBITDA (TTM)

AXON:

$238.24M

TDG:

$3.15B

Returns By Period

In the year-to-date period, AXON achieves a -9.19% return, which is significantly lower than TDG's 7.59% return. Over the past 10 years, AXON has outperformed TDG with an annualized return of 36.32%, while TDG has yielded a comparatively lower 25.02% annualized return.


AXON

YTD

-9.19%

1M

2.16%

6M

30.03%

1Y

74.60%

5Y*

54.61%

10Y*

36.32%

TDG

YTD

7.59%

1M

1.01%

6M

1.44%

1Y

17.17%

5Y*

41.68%

10Y*

25.02%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

AXON vs. TDG — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AXON
The Risk-Adjusted Performance Rank of AXON is 9191
Overall Rank
The Sharpe Ratio Rank of AXON is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of AXON is 8989
Sortino Ratio Rank
The Omega Ratio Rank of AXON is 9191
Omega Ratio Rank
The Calmar Ratio Rank of AXON is 9595
Calmar Ratio Rank
The Martin Ratio Rank of AXON is 9090
Martin Ratio Rank

TDG
The Risk-Adjusted Performance Rank of TDG is 7878
Overall Rank
The Sharpe Ratio Rank of TDG is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of TDG is 7070
Sortino Ratio Rank
The Omega Ratio Rank of TDG is 6868
Omega Ratio Rank
The Calmar Ratio Rank of TDG is 9191
Calmar Ratio Rank
The Martin Ratio Rank of TDG is 8080
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

AXON vs. TDG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Axon Enterprise, Inc. (AXON) and TransDigm Group Incorporated (TDG). 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 AXON, currently valued at 1.41, compared to the broader market-2.00-1.000.001.002.003.00
AXON: 1.41
TDG: 0.79
The chart of Sortino ratio for AXON, currently valued at 2.37, compared to the broader market-6.00-4.00-2.000.002.004.00
AXON: 2.37
TDG: 1.19
The chart of Omega ratio for AXON, currently valued at 1.35, compared to the broader market0.501.001.502.00
AXON: 1.35
TDG: 1.15
The chart of Calmar ratio for AXON, currently valued at 2.48, compared to the broader market0.001.002.003.004.005.00
AXON: 2.48
TDG: 1.60
The chart of Martin ratio for AXON, currently valued at 6.70, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
AXON: 6.70
TDG: 3.29

The current AXON Sharpe Ratio is 1.41, which is higher than the TDG Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of AXON and TDG, 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 Ratio1.002.003.004.005.00NovemberDecember2025FebruaryMarchApril
1.41
0.79
AXON
TDG

Dividends

AXON vs. TDG - Dividend Comparison

AXON has not paid dividends to shareholders, while TDG's dividend yield for the trailing twelve months is around 5.50%.


TTM20242023202220212020201920182017201620152014
AXON
Axon Enterprise, 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%
TDG
TransDigm Group Incorporated
5.50%5.92%3.46%2.94%0.00%0.00%11.16%0.00%8.01%9.64%0.00%12.73%

Drawdowns

AXON vs. TDG - Drawdown Comparison

The maximum AXON drawdown since its inception was -91.78%, which is greater than TDG's maximum drawdown of -62.64%. Use the drawdown chart below to compare losses from any high point for AXON and TDG. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-23.99%
-3.42%
AXON
TDG

Volatility

AXON vs. TDG - Volatility Comparison

Axon Enterprise, Inc. (AXON) has a higher volatility of 16.10% compared to TransDigm Group Incorporated (TDG) at 5.91%. This indicates that AXON's price experiences larger fluctuations and is considered to be riskier than TDG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
16.10%
5.91%
AXON
TDG

Financials

AXON vs. TDG - Financials Comparison

This section allows you to compare key financial metrics between Axon Enterprise, Inc. and TransDigm Group 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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