CAE.TO vs. BWXT

Last updated Apr 2, 2026

Compare and contrast key facts about CAE Inc. (CAE.TO) and BWX Technologies, Inc. (BWXT).

Performance

CAE.TO vs. BWXT - Performance Comparison

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

CAE.TO vs. BWXT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CAE.TO CAE Inc.	-11.62%	14.36%	27.62%	9.20%	-17.93%	-9.53%	2.97%	38.82%	9.03%	26.35%
BWXT BWX Technologies, Inc.	24.86%	49.20%	59.11%	30.92%	32.09%	-20.13%	-3.21%	56.39%	-30.69%	43.81%

Different Trading Currencies

CAE.TO is traded in CAD, while BWXT is traded in USD. To make them comparable, the BWXT values have been converted to CAD using the latest available exchange rates.

Fundamentals

Market Cap CAE.TO : CA$11.90B BWXT : $19.55B
EPS CAE.TO : CA$1.17 BWXT : $3.59
PE Ratio CAE.TO : 31.57 BWXT : 59.21
PEG Ratio CAE.TO : 1.88 BWXT : 15.65
PS Ratio CAE.TO : 2.44 BWXT : 6.11
PB Ratio CAE.TO : 2.30 BWXT : 15.85
Total Revenue (TTM) CAE.TO : CA$4.86B BWXT : $3.20B
Gross Profit (TTM) CAE.TO : CA$1.38B BWXT : $1.58B
EBITDA (TTM) CAE.TO : CA$1.06B BWXT : $404.46M

Returns By Period

In the year-to-date period, CAE.TO achieves a -11.62% return, which is significantly lower than BWXT's 24.86% return. Over the past 10 years, CAE.TO has underperformed BWXT with an annualized return of 10.12%, while BWXT has yielded a comparatively higher 22.42% annualized return.

CAE.TO

• 1D: 1.85%
• 1M: -9.83%
• YTD: -11.62%
• 6M: -8.55%
• 1Y: 4.83%
• 3Y*: 6.48%
• 5Y*: 0.39%
• 10Y*: 10.12%

BWXT

• 1D: 3.92%
• 1M: 0.05%
• YTD: 24.86%
• 6M: 13.69%
• 1Y: 107.10%
• 3Y*: 52.82%
• 5Y*: 30.19%
• 10Y*: 22.42%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

CAE.TO vs. BWXT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CAE.TO

CAE.TO Risk / Return Rank: 43
CAE.TO Sharpe Ratio Rank: 46
CAE.TO Sortino Ratio Rank: 40
CAE.TO Omega Ratio Rank: 39
CAE.TO Calmar Ratio Rank: 44
CAE.TO Martin Ratio Rank: 46

BWXT

BWXT Risk / Return Rank: 93
BWXT Sharpe Ratio Rank: 94
BWXT Sortino Ratio Rank: 91
BWXT Omega Ratio Rank: 92
BWXT Calmar Ratio Rank: 94
BWXT Martin Ratio Rank: 93

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CAE.TO vs. BWXT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CAE Inc. (CAE.TO) 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.

	CAE.TO	BWXT	Difference
Sharpe ratio Return per unit of total volatility	0.15	2.36	-2.21
Sortino ratio Return per unit of downside risk	0.44	2.89	-2.45
Omega ratio Gain probability vs. loss probability	1.05	1.41	-0.35
Calmar ratio Return relative to maximum drawdown	0.17	4.67	-4.50
Martin ratio Return relative to average drawdown	0.48	12.14	-11.66
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CAE.TO vs. BWXT - Sharpe Ratio Comparison

The current CAE.TO Sharpe Ratio is 0.15, which is lower than the BWXT Sharpe Ratio of 2.36. The chart below compares the historical Sharpe Ratios of CAE.TO 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.

Sharpe Ratios by Period

	CAE.TO	BWXT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.15	2.36	-2.21
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.01	0.98	-0.96
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.29	0.76	-0.47
Sharpe Ratio (All Time) Calculated using the full available price history	0.20	0.76	-0.56

Correlation

The correlation between CAE.TO and BWXT is 0.25, 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.

Dividends

CAE.TO vs. BWXT - Dividend Comparison

CAE.TO has not paid dividends to shareholders, while BWXT's dividend yield for the trailing twelve months is around 0.48%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CAE.TO CAE Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.31%	1.22%	1.51%	1.46%	1.65%	1.89%
BWXT BWX Technologies, Inc.	0.48%	0.58%	0.86%	1.20%	1.52%	1.75%	1.26%	1.10%	1.67%	0.69%	0.91%	30.37%

Drawdowns

CAE.TO vs. BWXT - Drawdown Comparison

The maximum CAE.TO drawdown since its inception was -80.68%, which is greater than BWXT's maximum drawdown of -44.64%. Use the drawdown chart below to compare losses from any high point for CAE.TO and BWXT.

Drawdown Indicators

	CAE.TO	BWXT	Difference
Max Drawdown Largest peak-to-trough decline	-80.68%	-47.88%	-32.80%
Max Drawdown (1Y) Largest decline over 1 year	-25.08%	-22.01%	-3.07%
Max Drawdown (5Y) Largest decline over 5 years	-50.05%	-36.48%	-13.57%
Max Drawdown (10Y) Largest decline over 10 years	-64.91%	-47.74%	-17.17%
Current Drawdown Current decline from peak	-22.17%	-4.20%	-17.97%
Average Drawdown Average peak-to-trough decline	-25.25%	-13.20%	-12.05%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.92%	8.47%	+0.45%

Volatility

CAE.TO vs. BWXT - Volatility Comparison

The current volatility for CAE Inc. (CAE.TO) is 12.21%, while BWX Technologies, Inc. (BWXT) has a volatility of 18.28%. This indicates that CAE.TO experiences smaller price fluctuations and is considered to be less risky than BWXT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CAE.TO	BWXT	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.21%	18.28%	-6.07%
Volatility (6M) Calculated over the trailing 6-month period	21.67%	34.29%	-12.62%
Volatility (1Y) Calculated over the trailing 1-year period	32.30%	45.64%	-13.34%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	33.91%	31.10%	+2.81%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	35.07%	29.40%	+5.67%

Financials