BA.L vs. AVAV
Compare and contrast key facts about BAE Systems plc (BA.L) and AeroVironment, Inc. (AVAV).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BA.L or AVAV.
Key characteristics
BA.L | AVAV | |
---|---|---|
YTD Return | 21.88% | 18.44% |
1Y Return | 40.77% | 65.44% |
3Y Return (Ann) | 44.89% | 7.92% |
5Y Return (Ann) | 28.49% | 16.93% |
10Y Return (Ann) | 17.64% | 14.33% |
Sharpe Ratio | 2.22 | 1.28 |
Daily Std Dev | 18.31% | 50.56% |
Max Drawdown | -84.49% | -61.02% |
Current Drawdown | -1.13% | -18.09% |
Fundamentals
BA.L | AVAV | |
---|---|---|
Market Cap | £41.25B | $4.19B |
EPS | £0.61 | -$4.42 |
PE Ratio | 22.35 | 1.54K |
PEG Ratio | 3.89 | 1.72 |
Revenue (TTM) | £23.08B | $705.78M |
Gross Profit (TTM) | £14.06B | $173.51M |
EBITDA (TTM) | £2.82B | $129.56M |
Correlation
The correlation between BA.L and AVAV is 0.20, 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
BA.L vs. AVAV - Performance Comparison
In the year-to-date period, BA.L achieves a 21.88% return, which is significantly higher than AVAV's 18.44% return. Over the past 10 years, BA.L has outperformed AVAV with an annualized return of 17.64%, while AVAV has yielded a comparatively lower 14.33% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Risk-Adjusted Performance
BA.L vs. AVAV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BAE Systems plc (BA.L) and AeroVironment, Inc. (AVAV). 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 | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
BAE Systems plc | 2.26 | ||||
AeroVironment, Inc. | 0.95 |
Dividends
BA.L vs. AVAV - Dividend Comparison
BA.L's dividend yield for the trailing twelve months is around 0.02%, while AVAV has not paid dividends to shareholders.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
BAE Systems plc | 0.02% | 0.03% | 0.03% | 0.04% | 0.08% | 0.04% | 0.05% | 0.04% | 0.04% | 0.04% | 0.04% | 0.05% |
AeroVironment, 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% |
Drawdowns
BA.L vs. AVAV - Drawdown Comparison
The maximum BA.L drawdown since its inception was -84.49%, which is greater than AVAV's maximum drawdown of -61.02%. The drawdown chart below compares losses from any high point along the way for BA.L and AVAV
Volatility
BA.L vs. AVAV - Volatility Comparison
The current volatility for BAE Systems plc (BA.L) is 4.00%, while AeroVironment, Inc. (AVAV) has a volatility of 29.08%. This indicates that BA.L experiences smaller price fluctuations and is considered to be less risky than AVAV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.