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AXTA vs. ALB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AXTA and ALB is 0.43, 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.


-0.50.00.51.00.4

Performance

AXTA vs. ALB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Axalta Coating Systems Ltd. (AXTA) and Albemarle Corporation (ALB). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-0.58%
-5.55%
AXTA
ALB

Key characteristics

Sharpe Ratio

AXTA:

0.11

ALB:

-0.64

Sortino Ratio

AXTA:

0.35

ALB:

-0.70

Omega Ratio

AXTA:

1.04

ALB:

0.92

Calmar Ratio

AXTA:

0.15

ALB:

-0.48

Martin Ratio

AXTA:

0.53

ALB:

-1.21

Ulcer Index

AXTA:

5.06%

ALB:

30.33%

Daily Std Dev

AXTA:

24.76%

ALB:

57.72%

Max Drawdown

AXTA:

-63.60%

ALB:

-77.22%

Current Drawdown

AXTA:

-16.69%

ALB:

-72.05%

Fundamentals

Market Cap

AXTA:

$7.94B

ALB:

$11.47B

EPS

AXTA:

$1.48

ALB:

-$16.76

PEG Ratio

AXTA:

2.02

ALB:

8.89

Total Revenue (TTM)

AXTA:

$5.26B

ALB:

$6.50B

Gross Profit (TTM)

AXTA:

$1.73B

ALB:

-$769.26M

EBITDA (TTM)

AXTA:

$1.02B

ALB:

-$2.03B

Returns By Period

In the year-to-date period, AXTA achieves a 1.27% return, which is significantly higher than ALB's -37.69% return. Over the past 10 years, AXTA has underperformed ALB with an annualized return of 2.45%, while ALB has yielded a comparatively higher 5.31% annualized return.


AXTA

YTD

1.27%

1M

-11.55%

6M

-0.58%

1Y

1.18%

5Y*

2.77%

10Y*

2.45%

ALB

YTD

-37.69%

1M

-18.76%

6M

-5.55%

1Y

-38.11%

5Y*

5.91%

10Y*

5.31%

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

AXTA vs. ALB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Axalta Coating Systems Ltd. (AXTA) and Albemarle Corporation (ALB). 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 AXTA, currently valued at 0.11, compared to the broader market-4.00-2.000.002.000.11-0.64
The chart of Sortino ratio for AXTA, currently valued at 0.35, compared to the broader market-4.00-2.000.002.004.000.35-0.70
The chart of Omega ratio for AXTA, currently valued at 1.04, compared to the broader market0.501.001.502.001.040.92
The chart of Calmar ratio for AXTA, currently valued at 0.15, compared to the broader market0.002.004.006.000.15-0.48
The chart of Martin ratio for AXTA, currently valued at 0.53, compared to the broader market-5.000.005.0010.0015.0020.0025.000.53-1.21
AXTA
ALB

The current AXTA Sharpe Ratio is 0.11, which is higher than the ALB Sharpe Ratio of -0.64. The chart below compares the historical Sharpe Ratios of AXTA and ALB, 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 Ratio-1.50-1.00-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.11
-0.64
AXTA
ALB

Dividends

AXTA vs. ALB - Dividend Comparison

AXTA has not paid dividends to shareholders, while ALB's dividend yield for the trailing twelve months is around 1.82%.


TTM20232022202120202019201820172016201520142013
AXTA
Axalta Coating Systems Ltd.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ALB
Albemarle Corporation
1.82%1.11%0.73%0.67%1.04%2.02%1.74%1.00%1.42%2.07%1.83%1.51%

Drawdowns

AXTA vs. ALB - Drawdown Comparison

The maximum AXTA drawdown since its inception was -63.60%, smaller than the maximum ALB drawdown of -77.22%. Use the drawdown chart below to compare losses from any high point for AXTA and ALB. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-16.69%
-72.05%
AXTA
ALB

Volatility

AXTA vs. ALB - Volatility Comparison

The current volatility for Axalta Coating Systems Ltd. (AXTA) is 7.33%, while Albemarle Corporation (ALB) has a volatility of 13.88%. This indicates that AXTA experiences smaller price fluctuations and is considered to be less risky than ALB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
7.33%
13.88%
AXTA
ALB

Financials

AXTA vs. ALB - Financials Comparison

This section allows you to compare key financial metrics between Axalta Coating Systems Ltd. and Albemarle 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
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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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