BWA vs. TKR
Compare and contrast key facts about BorgWarner Inc. (BWA) and The Timken Company (TKR).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BWA or TKR.
Key characteristics
| BWA | TKR | |
|---|---|---|
| YTD Return | -3.00% | -5.36% |
| 1Y Return | 2.22% | 1.87% |
| 3Y Return (Ann) | -5.59% | 0.64% |
| 5Y Return (Ann) | -1.05% | 8.78% |
| 10Y Return (Ann) | -2.08% | 8.07% |
| Sharpe Ratio | 0.14 | 0.09 |
| Sortino Ratio | 0.42 | 0.33 |
| Omega Ratio | 1.05 | 1.04 |
| Calmar Ratio | 0.10 | 0.12 |
| Martin Ratio | 0.44 | 0.31 |
| Ulcer Index | 9.35% | 8.39% |
| Daily Std Dev | 30.17% | 29.66% |
| Max Drawdown | -72.15% | -72.45% |
| Current Drawdown | -32.51% | -19.16% |
Fundamentals
| BWA | TKR | |
|---|---|---|
| Market Cap | $7.69B | $5.23B |
| EPS | $4.04 | $4.82 |
| PE Ratio | 8.70 | 15.48 |
| PEG Ratio | 1.37 | 0.95 |
| Total Revenue (TTM) | $14.17B | $4.59B |
| Gross Profit (TTM) | $2.62B | $1.39B |
| EBITDA (TTM) | $1.73B | $734.70M |
Correlation
The correlation between BWA and TKR is 0.48, 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
BWA vs. TKR - Performance Comparison
In the year-to-date period, BWA achieves a -3.00% return, which is significantly higher than TKR's -5.36% return. Over the past 10 years, BWA has underperformed TKR with an annualized return of -2.08%, while TKR has yielded a comparatively higher 8.07% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
BWA vs. TKR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BorgWarner Inc. (BWA) and The Timken Company (TKR). 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.
Dividends
BWA vs. TKR - Dividend Comparison
BWA's dividend yield for the trailing twelve months is around 1.28%, less than TKR's 1.35% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BWA BorgWarner Inc. | 1.28% | 1.45% | 1.69% | 1.51% | 1.76% | 1.57% | 1.96% | 1.16% | 1.34% | 1.20% | 0.93% | 0.45% |
TKR The Timken Company | 1.35% | 1.62% | 1.74% | 1.72% | 1.46% | 1.99% | 2.97% | 2.18% | 2.62% | 3.60% | 2.01% | 1.67% |
Drawdowns
BWA vs. TKR - Drawdown Comparison
The maximum BWA drawdown since its inception was -72.15%, roughly equal to the maximum TKR drawdown of -72.45%. Use the drawdown chart below to compare losses from any high point for BWA and TKR. For additional features, visit the drawdowns tool.
Volatility
BWA vs. TKR - Volatility Comparison
The current volatility for BorgWarner Inc. (BWA) is 7.25%, while The Timken Company (TKR) has a volatility of 17.34%. This indicates that BWA experiences smaller price fluctuations and is considered to be less risky than TKR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
BWA vs. TKR - Financials Comparison
This section allows you to compare key financial metrics between BorgWarner Inc. and The Timken Company. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities