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BDC vs. APH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

BDC vs. APH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Belden Inc. (BDC) and Amphenol Corporation (APH). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
25.44%
5.24%
BDC
APH

Returns By Period

In the year-to-date period, BDC achieves a 53.42% return, which is significantly higher than APH's 41.87% return. Over the past 10 years, BDC has underperformed APH with an annualized return of 5.35%, while APH has yielded a comparatively higher 19.52% annualized return.


BDC

YTD

53.42%

1M

-1.30%

6M

25.44%

1Y

72.08%

5Y (annualized)

17.98%

10Y (annualized)

5.35%

APH

YTD

41.87%

1M

3.59%

6M

5.24%

1Y

57.13%

5Y (annualized)

23.59%

10Y (annualized)

19.52%

Fundamentals


BDCAPH
Market Cap$4.77B$84.25B
EPS$4.31$1.74
PE Ratio27.4540.16
PEG Ratio2.142.20
Total Revenue (TTM)$2.35B$14.23B
Gross Profit (TTM)$860.54M$4.76B
EBITDA (TTM)$346.76M$3.50B

Key characteristics


BDCAPH
Sharpe Ratio2.212.25
Sortino Ratio3.252.60
Omega Ratio1.401.41
Calmar Ratio2.253.36
Martin Ratio16.3611.14
Ulcer Index4.55%5.15%
Daily Std Dev33.80%25.53%
Max Drawdown-85.69%-63.41%
Current Drawdown-9.97%-5.50%

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Correlation

-0.50.00.51.00.4

The correlation between BDC and APH is 0.45, 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.

Risk-Adjusted Performance

BDC vs. APH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Belden Inc. (BDC) and Amphenol Corporation (APH). 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 BDC, currently valued at 2.21, compared to the broader market-4.00-2.000.002.004.002.212.25
The chart of Sortino ratio for BDC, currently valued at 3.25, compared to the broader market-4.00-2.000.002.004.003.252.60
The chart of Omega ratio for BDC, currently valued at 1.40, compared to the broader market0.501.001.502.001.401.41
The chart of Calmar ratio for BDC, currently valued at 2.25, compared to the broader market0.002.004.006.002.253.36
The chart of Martin ratio for BDC, currently valued at 16.36, compared to the broader market-10.000.0010.0020.0030.0016.3611.14
BDC
APH

The current BDC Sharpe Ratio is 2.21, which is comparable to the APH Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of BDC and APH, 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 Ratio0.001.002.003.004.005.00JuneJulyAugustSeptemberOctoberNovember
2.21
2.25
BDC
APH

Dividends

BDC vs. APH - Dividend Comparison

BDC's dividend yield for the trailing twelve months is around 0.17%, less than APH's 0.71% yield.


TTM20232022202120202019201820172016201520142013
BDC
Belden Inc.
0.17%0.26%0.28%0.30%0.48%0.36%0.50%0.26%0.27%0.42%0.25%0.28%
APH
Amphenol Corporation
0.71%0.86%1.06%0.73%0.80%0.89%1.09%0.80%0.86%1.01%0.84%0.68%

Drawdowns

BDC vs. APH - Drawdown Comparison

The maximum BDC drawdown since its inception was -85.69%, which is greater than APH's maximum drawdown of -63.41%. Use the drawdown chart below to compare losses from any high point for BDC and APH. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-9.97%
-5.50%
BDC
APH

Volatility

BDC vs. APH - Volatility Comparison

Belden Inc. (BDC) has a higher volatility of 12.70% compared to Amphenol Corporation (APH) at 7.50%. This indicates that BDC's price experiences larger fluctuations and is considered to be riskier than APH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JuneJulyAugustSeptemberOctoberNovember
12.70%
7.50%
BDC
APH

Financials

BDC vs. APH - Financials Comparison

This section allows you to compare key financial metrics between Belden Inc. and Amphenol 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