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BA vs. EADSY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BA and EADSY is 0.33, 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.


-0.50.00.51.00.3

Performance

BA vs. EADSY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Boeing Company (BA) and Airbus Group NV (EADSY). The values are adjusted to include any dividend payments, if applicable.

-25.00%-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
0.42%
2.07%
BA
EADSY

Key characteristics

Sharpe Ratio

BA:

-0.96

EADSY:

0.29

Sortino Ratio

BA:

-1.28

EADSY:

0.57

Omega Ratio

BA:

0.85

EADSY:

1.07

Calmar Ratio

BA:

-0.48

EADSY:

0.29

Martin Ratio

BA:

-1.00

EADSY:

0.52

Ulcer Index

BA:

32.91%

EADSY:

13.81%

Daily Std Dev

BA:

34.21%

EADSY:

24.88%

Max Drawdown

BA:

-88.95%

EADSY:

-68.25%

Current Drawdown

BA:

-58.86%

EADSY:

-11.30%

Fundamentals

Market Cap

BA:

$129.46B

EADSY:

$130.83B

EPS

BA:

-$12.94

EADSY:

$1.09

PEG Ratio

BA:

6.53

EADSY:

1.05

Total Revenue (TTM)

BA:

$73.29B

EADSY:

$67.40B

Gross Profit (TTM)

BA:

$2.30B

EADSY:

$10.12B

EBITDA (TTM)

BA:

-$3.89B

EADSY:

$6.93B

Returns By Period

In the year-to-date period, BA achieves a -32.08% return, which is significantly lower than EADSY's 6.67% return. Over the past 10 years, BA has underperformed EADSY with an annualized return of 4.68%, while EADSY has yielded a comparatively higher 14.27% annualized return.


BA

YTD

-32.08%

1M

21.59%

6M

0.42%

1Y

-31.97%

5Y*

-11.52%

10Y*

4.68%

EADSY

YTD

6.67%

1M

11.37%

6M

2.07%

1Y

8.86%

5Y*

3.71%

10Y*

14.27%

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

BA vs. EADSY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Boeing Company (BA) and Airbus Group NV (EADSY). 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 BA, currently valued at -0.96, compared to the broader market-4.00-2.000.002.00-0.960.29
The chart of Sortino ratio for BA, currently valued at -1.28, compared to the broader market-4.00-2.000.002.004.00-1.280.57
The chart of Omega ratio for BA, currently valued at 0.85, compared to the broader market0.501.001.502.000.851.07
The chart of Calmar ratio for BA, currently valued at -0.48, compared to the broader market0.002.004.006.00-0.480.29
The chart of Martin ratio for BA, currently valued at -1.00, compared to the broader market0.0010.0020.00-1.000.52
BA
EADSY

The current BA Sharpe Ratio is -0.96, which is lower than the EADSY Sharpe Ratio of 0.29. The chart below compares the historical Sharpe Ratios of BA and EADSY, 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-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.96
0.29
BA
EADSY

Dividends

BA vs. EADSY - Dividend Comparison

BA has not paid dividends to shareholders, while EADSY's dividend yield for the trailing twelve months is around 1.87%.


TTM20232022202120202019201820172016201520142013
BA
The Boeing Company
0.00%0.00%0.00%0.00%0.96%2.52%2.12%1.93%2.80%2.52%2.25%1.42%
EADSY
Airbus Group NV
1.87%1.24%1.40%0.00%1.83%1.26%1.92%1.47%2.21%2.03%3.61%1.00%

Drawdowns

BA vs. EADSY - Drawdown Comparison

The maximum BA drawdown since its inception was -88.95%, which is greater than EADSY's maximum drawdown of -68.25%. Use the drawdown chart below to compare losses from any high point for BA and EADSY. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-58.86%
-11.30%
BA
EADSY

Volatility

BA vs. EADSY - Volatility Comparison

The Boeing Company (BA) and Airbus Group NV (EADSY) have volatilities of 8.13% and 7.88%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
8.13%
7.88%
BA
EADSY

Financials

BA vs. EADSY - Financials Comparison

This section allows you to compare key financial metrics between The Boeing Company and Airbus Group NV. 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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