BWXT vs. CDRE

In the year-to-date period, BWXT achieves a -1.92% return, which is significantly higher than CDRE's -5.50% return.

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This table presents a comparison of risk-adjusted performance metrics for BWX Technologies, Inc. (BWXT) and Cadre Holdings, Inc. (CDRE). 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 BWXT Sharpe Ratio is 0.49, which is higher than the CDRE Sharpe Ratio of -0.22. The chart below compares the historical Sharpe Ratios of BWXT and CDRE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

BWXT's dividend yield for the trailing twelve months is around 0.89%, less than CDRE's 1.18% yield.

The maximum BWXT drawdown since its inception was -47.88%, which is greater than CDRE's maximum drawdown of -39.47%. Use the drawdown chart below to compare losses from any high point for BWXT and CDRE. For additional features, visit the drawdowns tool.

BWX Technologies, Inc. (BWXT) has a higher volatility of 17.02% compared to Cadre Holdings, Inc. (CDRE) at 13.58%. This indicates that BWXT's price experiences larger fluctuations and is considered to be riskier than CDRE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between BWX Technologies, Inc. and Cadre Holdings, 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.