BWXT vs. CODA

In the year-to-date period, BWXT achieves a -3.32% return, which is significantly lower than CODA's 0.00% return. Over the past 10 years, BWXT has underperformed CODA with an annualized return of 18.66%, while CODA has yielded a comparatively higher 26.83% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for BWX Technologies, Inc. (BWXT) and Coda Octopus Group, Inc. (CODA). 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 0.76, which is comparable to the CODA Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of BWXT and CODA, 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%, while CODA has not paid dividends to shareholders.

The maximum BWXT drawdown since its inception was -47.88%, smaller than the maximum CODA drawdown of -99.44%. Use the drawdown chart below to compare losses from any high point for BWXT and CODA. For additional features, visit the drawdowns tool.

BWX Technologies, Inc. (BWXT) has a higher volatility of 15.26% compared to Coda Octopus Group, Inc. (CODA) at 11.25%. This indicates that BWXT's price experiences larger fluctuations and is considered to be riskier than CODA 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 Coda Octopus Group, 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.