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B vs. A
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


BA
YTD Return11.44%-0.93%
1Y Return-11.56%2.78%
3Y Return (Ann)-9.65%1.73%
5Y Return (Ann)-7.55%12.45%
10Y Return (Ann)0.85%14.25%
Sharpe Ratio-0.270.11
Daily Std Dev44.21%26.08%
Max Drawdown-76.97%-93.18%
Current Drawdown-45.37%-21.90%

Fundamentals


BA
Market Cap$1.75B$40.37B
EPS$0.31$4.17
PE Ratio111.1933.03
PEG Ratio2.062.70
Revenue (TTM)$1.55B$6.74B
Gross Profit (TTM)$425.06M$3.47B
EBITDA (TTM)$305.21M$1.64B

Correlation

-0.50.00.51.00.4

The correlation between B and A is 0.42, 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

B vs. A - Performance Comparison

In the year-to-date period, B achieves a 11.44% return, which is significantly higher than A's -0.93% return. Over the past 10 years, B has underperformed A with an annualized return of 0.85%, while A has yielded a comparatively higher 14.25% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


300.00%400.00%500.00%600.00%December2024FebruaryMarchAprilMay
593.58%
416.00%
B
A

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Barnes Group Inc.

Agilent Technologies, Inc.

Risk-Adjusted Performance

B vs. A - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Barnes Group Inc. (B) and Agilent Technologies, Inc. (A). 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.


B
Sharpe ratio
The chart of Sharpe ratio for B, currently valued at -0.27, compared to the broader market-2.00-1.000.001.002.003.004.00-0.27
Sortino ratio
The chart of Sortino ratio for B, currently valued at -0.04, compared to the broader market-4.00-2.000.002.004.006.00-0.04
Omega ratio
The chart of Omega ratio for B, currently valued at 0.99, compared to the broader market0.501.001.500.99
Calmar ratio
The chart of Calmar ratio for B, currently valued at -0.17, compared to the broader market0.002.004.006.00-0.17
Martin ratio
The chart of Martin ratio for B, currently valued at -0.56, compared to the broader market-10.000.0010.0020.0030.00-0.56
A
Sharpe ratio
The chart of Sharpe ratio for A, currently valued at 0.11, compared to the broader market-2.00-1.000.001.002.003.004.000.11
Sortino ratio
The chart of Sortino ratio for A, currently valued at 0.35, compared to the broader market-4.00-2.000.002.004.006.000.35
Omega ratio
The chart of Omega ratio for A, currently valued at 1.04, compared to the broader market0.501.001.501.04
Calmar ratio
The chart of Calmar ratio for A, currently valued at 0.07, compared to the broader market0.002.004.006.000.07
Martin ratio
The chart of Martin ratio for A, currently valued at 0.28, compared to the broader market-10.000.0010.0020.0030.000.28

B vs. A - Sharpe Ratio Comparison

The current B Sharpe Ratio is -0.27, which is lower than the A Sharpe Ratio of 0.11. The chart below compares the 12-month rolling Sharpe Ratio of B and A.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.50December2024FebruaryMarchAprilMay
-0.27
0.11
B
A

Dividends

B vs. A - Dividend Comparison

B's dividend yield for the trailing twelve months is around 1.77%, more than A's 0.67% yield.


TTM20232022202120202019201820172016201520142013
B
Barnes Group Inc.
1.77%1.96%1.57%1.37%1.26%1.03%1.16%0.87%1.08%1.36%1.22%1.10%
A
Agilent Technologies, Inc.
0.67%0.66%0.71%0.49%0.46%0.79%0.91%0.81%1.05%1.23%0.69%0.86%

Drawdowns

B vs. A - Drawdown Comparison

The maximum B drawdown since its inception was -76.97%, smaller than the maximum A drawdown of -93.18%. Use the drawdown chart below to compare losses from any high point for B and A. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%December2024FebruaryMarchAprilMay
-45.37%
-21.90%
B
A

Volatility

B vs. A - Volatility Comparison

Barnes Group Inc. (B) has a higher volatility of 12.48% compared to Agilent Technologies, Inc. (A) at 8.06%. This indicates that B's price experiences larger fluctuations and is considered to be riskier than A based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%December2024FebruaryMarchAprilMay
12.48%
8.06%
B
A

Financials

B vs. A - Financials Comparison

This section allows you to compare key financial metrics between Barnes Group Inc. and Agilent Technologies, 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