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BMI vs. CHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

BMI vs. CHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Badger Meter, Inc. (BMI) and Church & Dwight Co., Inc. (CHD). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
8.75%
5.15%
BMI
CHD

Returns By Period

In the year-to-date period, BMI achieves a 41.08% return, which is significantly higher than CHD's 19.00% return. Over the past 10 years, BMI has outperformed CHD with an annualized return of 24.19%, while CHD has yielded a comparatively lower 13.10% annualized return.


BMI

YTD

41.08%

1M

6.18%

6M

9.04%

1Y

48.08%

5Y (annualized)

30.44%

10Y (annualized)

24.19%

CHD

YTD

19.00%

1M

7.38%

6M

4.28%

1Y

21.23%

5Y (annualized)

11.42%

10Y (annualized)

13.10%

Fundamentals


BMICHD
Market Cap$6.37B$27.27B
EPS$4.14$2.23
PE Ratio52.3649.91
PEG Ratio2.293.82
Total Revenue (TTM)$803.82M$6.05B
Gross Profit (TTM)$317.89M$2.70B
EBITDA (TTM)$184.33M$987.10M

Key characteristics


BMICHD
Sharpe Ratio1.601.36
Sortino Ratio2.531.92
Omega Ratio1.321.24
Calmar Ratio2.842.13
Martin Ratio10.195.15
Ulcer Index4.78%4.47%
Daily Std Dev30.57%16.93%
Max Drawdown-68.22%-51.52%
Current Drawdown-5.63%0.00%

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Correlation

-0.50.00.51.00.1

The correlation between BMI and CHD is 0.13, 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.

Risk-Adjusted Performance

BMI vs. CHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Badger Meter, Inc. (BMI) and Church & Dwight Co., Inc. (CHD). 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 BMI, currently valued at 1.59, compared to the broader market-4.00-2.000.002.004.001.601.36
The chart of Sortino ratio for BMI, currently valued at 2.53, compared to the broader market-4.00-2.000.002.004.002.531.92
The chart of Omega ratio for BMI, currently valued at 1.32, compared to the broader market0.501.001.502.001.321.24
The chart of Calmar ratio for BMI, currently valued at 2.84, compared to the broader market0.002.004.006.002.842.13
The chart of Martin ratio for BMI, currently valued at 10.19, compared to the broader market-10.000.0010.0020.0030.0010.195.15
BMI
CHD

The current BMI Sharpe Ratio is 1.60, which is comparable to the CHD Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of BMI and CHD, 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 Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.60
1.36
BMI
CHD

Dividends

BMI vs. CHD - Dividend Comparison

BMI's dividend yield for the trailing twelve months is around 0.53%, less than CHD's 1.02% yield.


TTM20232022202120202019201820172016201520142013
BMI
Badger Meter, Inc.
0.41%0.64%0.78%0.71%0.74%0.99%1.14%1.03%1.16%1.33%1.25%1.28%
CHD
Church & Dwight Co., Inc.
1.02%1.15%1.31%0.99%1.10%1.30%1.33%1.51%1.61%1.58%1.57%1.69%

Drawdowns

BMI vs. CHD - Drawdown Comparison

The maximum BMI drawdown since its inception was -68.22%, which is greater than CHD's maximum drawdown of -51.52%. Use the drawdown chart below to compare losses from any high point for BMI and CHD. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-5.63%
0
BMI
CHD

Volatility

BMI vs. CHD - Volatility Comparison

Badger Meter, Inc. (BMI) has a higher volatility of 9.99% compared to Church & Dwight Co., Inc. (CHD) at 6.47%. This indicates that BMI's price experiences larger fluctuations and is considered to be riskier than CHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
9.99%
6.47%
BMI
CHD

Financials

BMI vs. CHD - Financials Comparison

This section allows you to compare key financial metrics between Badger Meter, Inc. and Church & Dwight Co., 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


Values in USD except per share items