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BA.L vs. AVAV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


BA.LAVAV
YTD Return21.88%18.44%
1Y Return40.77%65.44%
3Y Return (Ann)44.89%7.92%
5Y Return (Ann)28.49%16.93%
10Y Return (Ann)17.64%14.33%
Sharpe Ratio2.221.28
Daily Std Dev18.31%50.56%
Max Drawdown-84.49%-61.02%
Current Drawdown-1.13%-18.09%

Fundamentals


BA.LAVAV
Market Cap£41.25B$4.19B
EPS£0.61-$4.42
PE Ratio22.351.54K
PEG Ratio3.891.72
Revenue (TTM)£23.08B$705.78M
Gross Profit (TTM)£14.06B$173.51M
EBITDA (TTM)£2.82B$129.56M

Correlation

0.20
-1.001.00

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.


200.00%300.00%400.00%500.00%600.00%700.00%OctoberNovemberDecember2024FebruaryMarch
330.37%
523.82%
BA.L
AVAV

Compare stocks, funds, or ETFs


BAE Systems plc

AeroVironment, Inc.

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
BA.L
BAE Systems plc
2.26
AVAV
AeroVironment, Inc.
0.95

BA.L vs. AVAV - Sharpe Ratio Comparison

The current BA.L Sharpe Ratio is 2.26, which is higher than the AVAV Sharpe Ratio of 0.95. The chart below compares the 12-month rolling Sharpe Ratio of BA.L and AVAV.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
2.26
0.95
BA.L
AVAV

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.


TTM20232022202120202019201820172016201520142013
BA.L
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%
AVAV
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


-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-1.21%
-18.09%
BA.L
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.


5.00%10.00%15.00%20.00%25.00%30.00%OctoberNovemberDecember2024FebruaryMarch
4.00%
29.08%
BA.L
AVAV