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

Correlation

The correlation between BERY and APH is 0.43, 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.


-0.50.00.51.00.4

Performance

BERY vs. APH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Berry Global Group, Inc. (BERY) 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%JulyAugustSeptemberOctoberNovemberDecember
16.67%
2.92%
BERY
APH

Key characteristics

Sharpe Ratio

BERY:

0.19

APH:

1.65

Sortino Ratio

BERY:

0.42

APH:

2.02

Omega Ratio

BERY:

1.06

APH:

1.31

Calmar Ratio

BERY:

0.21

APH:

2.55

Martin Ratio

BERY:

0.51

APH:

8.37

Ulcer Index

BERY:

9.44%

APH:

5.19%

Daily Std Dev

BERY:

24.57%

APH:

26.41%

Max Drawdown

BERY:

-55.78%

APH:

-63.41%

Current Drawdown

BERY:

-10.19%

APH:

-6.76%

Fundamentals

Market Cap

BERY:

$7.68B

APH:

$89.53B

EPS

BERY:

$4.38

APH:

$1.75

PE Ratio

BERY:

15.22

APH:

42.43

PEG Ratio

BERY:

1.19

APH:

2.32

Total Revenue (TTM)

BERY:

$12.26B

APH:

$14.23B

Gross Profit (TTM)

BERY:

$2.14B

APH:

$4.76B

EBITDA (TTM)

BERY:

$1.71B

APH:

$3.50B

Returns By Period

In the year-to-date period, BERY achieves a 6.40% return, which is significantly lower than APH's 42.62% return. Over the past 10 years, BERY has underperformed APH with an annualized return of 9.18%, while APH has yielded a comparatively higher 18.87% annualized return.


BERY

YTD

6.40%

1M

-3.15%

6M

17.11%

1Y

4.27%

5Y*

9.04%

10Y*

9.18%

APH

YTD

42.62%

1M

0.53%

6M

1.01%

1Y

43.46%

5Y*

22.48%

10Y*

18.87%

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

BERY vs. APH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Berry Global Group, Inc. (BERY) 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 BERY, currently valued at 0.19, compared to the broader market-4.00-2.000.002.000.191.65
The chart of Sortino ratio for BERY, currently valued at 0.42, compared to the broader market-4.00-2.000.002.004.000.422.02
The chart of Omega ratio for BERY, currently valued at 1.06, compared to the broader market0.501.001.502.001.061.31
The chart of Calmar ratio for BERY, currently valued at 0.21, compared to the broader market0.002.004.006.000.212.55
The chart of Martin ratio for BERY, currently valued at 0.51, compared to the broader market0.0010.0020.000.518.37
BERY
APH

The current BERY Sharpe Ratio is 0.19, which is lower than the APH Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of BERY 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.19
1.65
BERY
APH

Dividends

BERY vs. APH - Dividend Comparison

BERY's dividend yield for the trailing twelve months is around 1.72%, more than APH's 0.78% yield.


TTM20232022202120202019201820172016201520142013
BERY
Berry Global Group, Inc.
1.72%1.59%0.45%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
APH
Amphenol Corporation
0.78%0.86%1.06%0.73%0.80%0.89%1.09%0.80%0.86%1.01%0.84%0.68%

Drawdowns

BERY vs. APH - Drawdown Comparison

The maximum BERY drawdown since its inception was -55.78%, smaller than the maximum APH drawdown of -63.41%. Use the drawdown chart below to compare losses from any high point for BERY and APH. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.19%
-6.76%
BERY
APH

Volatility

BERY vs. APH - Volatility Comparison

The current volatility for Berry Global Group, Inc. (BERY) is 7.21%, while Amphenol Corporation (APH) has a volatility of 8.27%. This indicates that BERY 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
7.21%
8.27%
BERY
APH

Financials

BERY vs. APH - Financials Comparison

This section allows you to compare key financial metrics between Berry Global Group, 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 © 2024 PortfoliosLab