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BYRN vs. BWXT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BYRN and BWXT is 0.06, 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.


-0.50.00.51.00.1

Performance

BYRN vs. BWXT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Byrna Technologies Inc. (BYRN) and BWX Technologies, Inc. (BWXT). The values are adjusted to include any dividend payments, if applicable.

200.00%400.00%600.00%800.00%1,000.00%JulyAugustSeptemberOctoberNovemberDecember
1,082.40%
462.90%
BYRN
BWXT

Key characteristics

Sharpe Ratio

BYRN:

3.91

BWXT:

1.71

Sortino Ratio

BYRN:

4.04

BWXT:

2.33

Omega Ratio

BYRN:

1.46

BWXT:

1.35

Calmar Ratio

BYRN:

4.18

BWXT:

2.88

Martin Ratio

BYRN:

17.89

BWXT:

6.59

Ulcer Index

BYRN:

19.00%

BWXT:

7.61%

Daily Std Dev

BYRN:

86.88%

BWXT:

29.30%

Max Drawdown

BYRN:

-92.51%

BWXT:

-47.88%

Current Drawdown

BYRN:

-1.14%

BWXT:

-15.01%

Fundamentals

Market Cap

BYRN:

$616.37M

BWXT:

$11.14B

EPS

BYRN:

$0.11

BWXT:

$3.02

PE Ratio

BYRN:

249.27

BWXT:

40.35

Total Revenue (TTM)

BYRN:

$57.78M

BWXT:

$2.68B

Gross Profit (TTM)

BYRN:

$35.21M

BWXT:

$669.49M

EBITDA (TTM)

BYRN:

$3.69M

BWXT:

$469.64M

Returns By Period

In the year-to-date period, BYRN achieves a 362.60% return, which is significantly higher than BWXT's 49.01% return. Over the past 10 years, BYRN has outperformed BWXT with an annualized return of 28.61%, while BWXT has yielded a comparatively lower 19.38% annualized return.


BYRN

YTD

362.60%

1M

52.84%

6M

181.52%

1Y

322.29%

5Y*

77.19%

10Y*

28.61%

BWXT

YTD

49.01%

1M

-12.70%

6M

22.32%

1Y

49.07%

5Y*

13.75%

10Y*

19.38%

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Risk-Adjusted Performance

BYRN vs. BWXT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Byrna Technologies Inc. (BYRN) and BWX Technologies, Inc. (BWXT). 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 BYRN, currently valued at 3.91, compared to the broader market-4.00-2.000.002.003.911.71
The chart of Sortino ratio for BYRN, currently valued at 4.04, compared to the broader market-4.00-2.000.002.004.004.042.33
The chart of Omega ratio for BYRN, currently valued at 1.46, compared to the broader market0.501.001.502.001.461.35
The chart of Calmar ratio for BYRN, currently valued at 4.18, compared to the broader market0.002.004.006.004.182.88
The chart of Martin ratio for BYRN, currently valued at 17.89, compared to the broader market-5.000.005.0010.0015.0020.0025.0017.896.59
BYRN
BWXT

The current BYRN Sharpe Ratio is 3.91, which is higher than the BWXT Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of BYRN and BWXT, 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 Ratio0.002.004.006.008.00JulyAugustSeptemberOctoberNovemberDecember
3.91
1.71
BYRN
BWXT

Dividends

BYRN vs. BWXT - Dividend Comparison

BYRN has not paid dividends to shareholders, while BWXT's dividend yield for the trailing twelve months is around 0.85%.


TTM20232022202120202019201820172016201520142013
BYRN
Byrna Technologies Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BWXT
BWX Technologies, Inc.
0.85%1.20%1.52%1.75%1.26%1.10%1.67%0.69%0.91%0.83%1.32%0.99%

Drawdowns

BYRN vs. BWXT - Drawdown Comparison

The maximum BYRN drawdown since its inception was -92.51%, which is greater than BWXT's maximum drawdown of -47.88%. Use the drawdown chart below to compare losses from any high point for BYRN and BWXT. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.14%
-15.01%
BYRN
BWXT

Volatility

BYRN vs. BWXT - Volatility Comparison

Byrna Technologies Inc. (BYRN) has a higher volatility of 24.52% compared to BWX Technologies, Inc. (BWXT) at 7.43%. This indicates that BYRN's price experiences larger fluctuations and is considered to be riskier than BWXT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
24.52%
7.43%
BYRN
BWXT

Financials

BYRN vs. BWXT - Financials Comparison

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