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BLDP vs. DCI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BLDP and DCI is 0.58, 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.


Performance

BLDP vs. DCI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ballard Power Systems Inc. (BLDP) and Donaldson Company, Inc. (DCI). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

BLDP:

-0.91

DCI:

-0.12

Sortino Ratio

BLDP:

-1.43

DCI:

-0.02

Omega Ratio

BLDP:

0.84

DCI:

1.00

Calmar Ratio

BLDP:

-0.59

DCI:

-0.13

Martin Ratio

BLDP:

-1.20

DCI:

-0.34

Ulcer Index

BLDP:

48.84%

DCI:

9.05%

Daily Std Dev

BLDP:

65.48%

DCI:

23.71%

Max Drawdown

BLDP:

-99.55%

DCI:

-56.90%

Current Drawdown

BLDP:

-99.02%

DCI:

-10.46%

Fundamentals

Market Cap

BLDP:

$425.84M

DCI:

$8.34B

EPS

BLDP:

-$0.91

DCI:

$3.42

PEG Ratio

BLDP:

-3.43K

DCI:

1.72

PS Ratio

BLDP:

6.03

DCI:

2.29

PB Ratio

BLDP:

0.59

DCI:

5.38

Total Revenue (TTM)

BLDP:

$70.66M

DCI:

$2.71B

Gross Profit (TTM)

BLDP:

-$22.61M

DCI:

$960.30M

EBITDA (TTM)

BLDP:

-$288.32M

DCI:

$487.00M

Returns By Period

In the year-to-date period, BLDP achieves a -22.29% return, which is significantly lower than DCI's 3.67% return. Over the past 10 years, BLDP has underperformed DCI with an annualized return of -4.62%, while DCI has yielded a comparatively higher 8.55% annualized return.


BLDP

YTD

-22.29%

1M

4.88%

6M

-13.42%

1Y

-58.25%

3Y*

-43.81%

5Y*

-34.61%

10Y*

-4.62%

DCI

YTD

3.67%

1M

5.63%

6M

-10.21%

1Y

-4.16%

3Y*

11.72%

5Y*

9.64%

10Y*

8.55%

*Annualized

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Ballard Power Systems Inc.

Donaldson Company, Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

BLDP vs. DCI — Risk-Adjusted Performance Rank

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

BLDP
The Risk-Adjusted Performance Rank of BLDP is 1010
Overall Rank
The Sharpe Ratio Rank of BLDP is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of BLDP is 66
Sortino Ratio Rank
The Omega Ratio Rank of BLDP is 99
Omega Ratio Rank
The Calmar Ratio Rank of BLDP is 1313
Calmar Ratio Rank
The Martin Ratio Rank of BLDP is 1717
Martin Ratio Rank

DCI
The Risk-Adjusted Performance Rank of DCI is 4040
Overall Rank
The Sharpe Ratio Rank of DCI is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of DCI is 3535
Sortino Ratio Rank
The Omega Ratio Rank of DCI is 3535
Omega Ratio Rank
The Calmar Ratio Rank of DCI is 4242
Calmar Ratio Rank
The Martin Ratio Rank of DCI is 4343
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.

BLDP vs. DCI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ballard Power Systems Inc. (BLDP) and Donaldson Company, Inc. (DCI). 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.


The current BLDP Sharpe Ratio is -0.91, which is lower than the DCI Sharpe Ratio of -0.12. The chart below compares the historical Sharpe Ratios of BLDP and DCI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

BLDP vs. DCI - Dividend Comparison

BLDP has not paid dividends to shareholders, while DCI's dividend yield for the trailing twelve months is around 1.55%.


TTM20242023202220212020201920182017201620152014
BLDP
Ballard Power Systems 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%
DCI
Donaldson Company, Inc.
1.55%1.57%1.50%1.55%1.47%1.50%1.42%1.73%1.45%1.65%2.36%1.64%

Drawdowns

BLDP vs. DCI - Drawdown Comparison

The maximum BLDP drawdown since its inception was -99.55%, which is greater than DCI's maximum drawdown of -56.90%. Use the drawdown chart below to compare losses from any high point for BLDP and DCI.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

BLDP vs. DCI - Volatility Comparison

Ballard Power Systems Inc. (BLDP) has a higher volatility of 18.51% compared to Donaldson Company, Inc. (DCI) at 7.04%. This indicates that BLDP's price experiences larger fluctuations and is considered to be riskier than DCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

BLDP vs. DCI - Financials Comparison

This section allows you to compare key financial metrics between Ballard Power Systems Inc. and Donaldson Company, Inc.. 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


0.00200.00M400.00M600.00M800.00M1.00B20212022202320242025
15.39M
870.00M
(BLDP) Total Revenue
(DCI) Total Revenue
Values in USD except per share items