PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
BDC vs. APH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

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.


-0.50.00.51.0
Correlation: 0.4

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.

0.00%10,000.00%20,000.00%30,000.00%40,000.00%NovemberDecember2025FebruaryMarchApril
2,105.98%
37,164.52%
BDC
APH

Key characteristics

Sharpe Ratio

BDC:

0.29

APH:

0.47

Sortino Ratio

BDC:

0.67

APH:

0.79

Omega Ratio

BDC:

1.08

APH:

1.12

Calmar Ratio

BDC:

0.39

APH:

0.72

Martin Ratio

BDC:

0.99

APH:

1.85

Ulcer Index

BDC:

9.43%

APH:

8.44%

Daily Std Dev

BDC:

32.48%

APH:

33.15%

Max Drawdown

BDC:

-85.69%

APH:

-63.42%

Current Drawdown

BDC:

-23.02%

APH:

-15.67%

Fundamentals

Market Cap

BDC:

$4.07B

APH:

$80.02B

EPS

BDC:

$4.80

APH:

$1.92

PE Ratio

BDC:

21.06

APH:

34.41

PEG Ratio

BDC:

2.14

APH:

2.37

Total Revenue (TTM)

BDC:

$1.93B

APH:

$11.97B

Gross Profit (TTM)

BDC:

$710.69M

APH:

$4.05B

EBITDA (TTM)

BDC:

$268.54M

APH:

$2.99B

Returns By Period

In the year-to-date period, BDC achieves a -10.19% return, which is significantly lower than APH's -4.62% return. Over the past 10 years, BDC has underperformed APH with an annualized return of 1.16%, while APH has yielded a comparatively higher 17.39% annualized return.


BDC

YTD

-10.19%

1M

-8.09%

6M

-12.86%

1Y

11.56%

5Y*

24.25%

10Y*

1.16%

APH

YTD

-4.62%

1M

-0.54%

6M

4.35%

1Y

16.91%

5Y*

32.32%

10Y*

17.39%

*Annualized

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

BDC vs. APH — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BDC
The Risk-Adjusted Performance Rank of BDC is 6262
Overall Rank
The Sharpe Ratio Rank of BDC is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of BDC is 5858
Sortino Ratio Rank
The Omega Ratio Rank of BDC is 5555
Omega Ratio Rank
The Calmar Ratio Rank of BDC is 7070
Calmar Ratio Rank
The Martin Ratio Rank of BDC is 6464
Martin Ratio Rank

APH
The Risk-Adjusted Performance Rank of APH is 6969
Overall Rank
The Sharpe Ratio Rank of APH is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of APH is 6161
Sortino Ratio Rank
The Omega Ratio Rank of APH is 6363
Omega Ratio Rank
The Calmar Ratio Rank of APH is 7979
Calmar Ratio Rank
The Martin Ratio Rank of APH is 7272
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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 0.29, compared to the broader market-2.00-1.000.001.002.003.00
BDC: 0.29
APH: 0.47
The chart of Sortino ratio for BDC, currently valued at 0.67, compared to the broader market-6.00-4.00-2.000.002.004.00
BDC: 0.67
APH: 0.79
The chart of Omega ratio for BDC, currently valued at 1.08, compared to the broader market0.501.001.502.00
BDC: 1.08
APH: 1.12
The chart of Calmar ratio for BDC, currently valued at 0.39, compared to the broader market0.001.002.003.004.005.00
BDC: 0.39
APH: 0.72
The chart of Martin ratio for BDC, currently valued at 0.99, compared to the broader market-5.000.005.0010.0015.0020.00
BDC: 0.99
APH: 1.85

The current BDC Sharpe Ratio is 0.29, which is lower than the APH Sharpe Ratio of 0.47. 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 Ratio0.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.29
0.47
BDC
APH

Dividends

BDC vs. APH - Dividend Comparison

BDC's dividend yield for the trailing twelve months is around 0.20%, less than APH's 0.92% yield.


TTM20242023202220212020201920182017201620152014
BDC
Belden Inc.
0.20%0.18%0.26%0.28%0.30%0.48%0.36%0.50%0.26%0.27%0.42%0.25%
APH
Amphenol Corporation
0.92%0.79%0.86%1.06%0.73%0.80%0.89%1.09%0.80%0.86%1.01%0.84%

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 -63.42%. Use the drawdown chart below to compare losses from any high point for BDC and APH. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-23.02%
-15.67%
BDC
APH

Volatility

BDC vs. APH - Volatility Comparison

The current volatility for Belden Inc. (BDC) is 9.60%, while Amphenol Corporation (APH) has a volatility of 10.95%. This indicates that BDC experiences smaller price fluctuations and is considered to be less risky than APH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%NovemberDecember2025FebruaryMarchApril
9.60%
10.95%
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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab