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BWA vs. ATKR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BWA and ATKR is 0.49, 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.


-0.50.00.51.00.5

Performance

BWA vs. ATKR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BorgWarner Inc. (BWA) and Atkore Inc. (ATKR). The values are adjusted to include any dividend payments, if applicable.

-40.00%-30.00%-20.00%-10.00%0.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-3.14%
-37.56%
BWA
ATKR

Key characteristics

Sharpe Ratio

BWA:

-0.25

ATKR:

-1.07

Sortino Ratio

BWA:

-0.16

ATKR:

-1.58

Omega Ratio

BWA:

0.98

ATKR:

0.80

Calmar Ratio

BWA:

-0.18

ATKR:

-0.81

Martin Ratio

BWA:

-0.76

ATKR:

-1.29

Ulcer Index

BWA:

9.81%

ATKR:

36.08%

Daily Std Dev

BWA:

29.98%

ATKR:

43.63%

Max Drawdown

BWA:

-72.15%

ATKR:

-72.33%

Current Drawdown

BWA:

-37.30%

ATKR:

-56.53%

Fundamentals

Market Cap

BWA:

$7.27B

ATKR:

$2.94B

EPS

BWA:

$4.04

ATKR:

$12.69

PE Ratio

BWA:

8.23

ATKR:

6.67

PEG Ratio

BWA:

1.31

ATKR:

1.39

Total Revenue (TTM)

BWA:

$14.17B

ATKR:

$3.20B

Gross Profit (TTM)

BWA:

$2.62B

ATKR:

$1.06B

EBITDA (TTM)

BWA:

$1.89B

ATKR:

$732.83M

Returns By Period

In the year-to-date period, BWA achieves a -9.89% return, which is significantly higher than ATKR's -47.29% return.


BWA

YTD

-9.89%

1M

-3.99%

6M

-3.14%

1Y

-10.04%

5Y*

-2.41%

10Y*

-2.89%

ATKR

YTD

-47.29%

1M

-0.54%

6M

-37.56%

1Y

-46.83%

5Y*

15.75%

10Y*

N/A

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

BWA vs. ATKR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BorgWarner Inc. (BWA) and Atkore Inc. (ATKR). 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 BWA, currently valued at -0.25, compared to the broader market-4.00-2.000.002.00-0.25-1.07
The chart of Sortino ratio for BWA, currently valued at -0.16, compared to the broader market-4.00-2.000.002.004.00-0.16-1.58
The chart of Omega ratio for BWA, currently valued at 0.98, compared to the broader market0.501.001.502.000.980.80
The chart of Calmar ratio for BWA, currently valued at -0.21, compared to the broader market0.002.004.006.00-0.21-0.81
The chart of Martin ratio for BWA, currently valued at -0.76, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.76-1.29
BWA
ATKR

The current BWA Sharpe Ratio is -0.25, which is higher than the ATKR Sharpe Ratio of -1.07. The chart below compares the historical Sharpe Ratios of BWA and ATKR, 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 Ratio-1.00-0.500.00JulyAugustSeptemberOctoberNovemberDecember
-0.25
-1.07
BWA
ATKR

Dividends

BWA vs. ATKR - Dividend Comparison

BWA's dividend yield for the trailing twelve months is around 1.38%, less than ATKR's 1.53% yield.


TTM20232022202120202019201820172016201520142013
BWA
BorgWarner Inc.
1.38%1.45%1.69%1.51%1.76%1.57%1.96%1.16%1.34%1.20%0.93%0.45%
ATKR
Atkore Inc.
1.53%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

BWA vs. ATKR - Drawdown Comparison

The maximum BWA drawdown since its inception was -72.15%, roughly equal to the maximum ATKR drawdown of -72.33%. Use the drawdown chart below to compare losses from any high point for BWA and ATKR. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-30.79%
-56.53%
BWA
ATKR

Volatility

BWA vs. ATKR - Volatility Comparison

The current volatility for BorgWarner Inc. (BWA) is 9.12%, while Atkore Inc. (ATKR) has a volatility of 10.92%. This indicates that BWA experiences smaller price fluctuations and is considered to be less risky than ATKR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
9.12%
10.92%
BWA
ATKR

Financials

BWA vs. ATKR - Financials Comparison

This section allows you to compare key financial metrics between BorgWarner Inc. and Atkore 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
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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.

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