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CLF vs. WAB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CLF and WAB is 0.42, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

CLF vs. WAB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cleveland-Cliffs Inc. (CLF) and Westinghouse Air Brake Technologies Corporation (WAB). The values are adjusted to include any dividend payments, if applicable.

0.00%500.00%1,000.00%1,500.00%2,000.00%2,500.00%3,000.00%3,500.00%NovemberDecember2025FebruaryMarchApril
186.80%
2,725.49%
CLF
WAB

Key characteristics

Sharpe Ratio

CLF:

-0.94

WAB:

0.83

Sortino Ratio

CLF:

-1.57

WAB:

1.29

Omega Ratio

CLF:

0.82

WAB:

1.19

Calmar Ratio

CLF:

-0.62

WAB:

1.04

Martin Ratio

CLF:

-1.62

WAB:

3.24

Ulcer Index

CLF:

35.40%

WAB:

7.56%

Daily Std Dev

CLF:

61.21%

WAB:

27.77%

Max Drawdown

CLF:

-98.78%

WAB:

-71.84%

Current Drawdown

CLF:

-91.94%

WAB:

-12.19%

Fundamentals

Market Cap

CLF:

$3.91B

WAB:

$31.72B

EPS

CLF:

-$1.57

WAB:

$6.39

PEG Ratio

CLF:

-0.22

WAB:

3.92

PS Ratio

CLF:

0.20

WAB:

3.02

PB Ratio

CLF:

0.59

WAB:

3.04

Total Revenue (TTM)

CLF:

$13.99B

WAB:

$10.50B

Gross Profit (TTM)

CLF:

-$154.00M

WAB:

$3.31B

EBITDA (TTM)

CLF:

$145.00M

WAB:

$1.91B

Returns By Period

In the year-to-date period, CLF achieves a -15.85% return, which is significantly lower than WAB's -2.81% return. Over the past 10 years, CLF has underperformed WAB with an annualized return of 3.48%, while WAB has yielded a comparatively higher 7.58% annualized return.


CLF

YTD

-15.85%

1M

-7.16%

6M

-39.48%

1Y

-55.76%

5Y*

13.50%

10Y*

3.48%

WAB

YTD

-2.81%

1M

1.23%

6M

-2.28%

1Y

12.50%

5Y*

27.62%

10Y*

7.58%

*Annualized

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Risk-Adjusted Performance

CLF vs. WAB — Risk-Adjusted Performance Rank

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

CLF
The Risk-Adjusted Performance Rank of CLF is 88
Overall Rank
The Sharpe Ratio Rank of CLF is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of CLF is 55
Sortino Ratio Rank
The Omega Ratio Rank of CLF is 88
Omega Ratio Rank
The Calmar Ratio Rank of CLF is 1313
Calmar Ratio Rank
The Martin Ratio Rank of CLF is 55
Martin Ratio Rank

WAB
The Risk-Adjusted Performance Rank of WAB is 7979
Overall Rank
The Sharpe Ratio Rank of WAB is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of WAB is 7474
Sortino Ratio Rank
The Omega Ratio Rank of WAB is 7676
Omega Ratio Rank
The Calmar Ratio Rank of WAB is 8585
Calmar Ratio Rank
The Martin Ratio Rank of WAB is 8181
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CLF vs. WAB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cleveland-Cliffs Inc. (CLF) and Westinghouse Air Brake Technologies Corporation (WAB). 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 chart of Sharpe ratio for CLF, currently valued at -0.94, compared to the broader market-2.00-1.000.001.002.003.00
CLF: -0.94
WAB: 0.83
The chart of Sortino ratio for CLF, currently valued at -1.57, compared to the broader market-6.00-4.00-2.000.002.004.00
CLF: -1.57
WAB: 1.29
The chart of Omega ratio for CLF, currently valued at 0.82, compared to the broader market0.501.001.502.00
CLF: 0.82
WAB: 1.19
The chart of Calmar ratio for CLF, currently valued at -0.62, compared to the broader market0.001.002.003.004.005.00
CLF: -0.62
WAB: 1.04
The chart of Martin ratio for CLF, currently valued at -1.62, compared to the broader market-5.000.005.0010.0015.0020.00
CLF: -1.62
WAB: 3.24

The current CLF Sharpe Ratio is -0.94, which is lower than the WAB Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of CLF and WAB, 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 Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.94
0.83
CLF
WAB

Dividends

CLF vs. WAB - Dividend Comparison

CLF has not paid dividends to shareholders, while WAB's dividend yield for the trailing twelve months is around 0.46%.


TTM20242023202220212020201920182017201620152014
CLF
Cleveland-Cliffs Inc.
0.00%0.00%0.00%0.00%0.00%0.82%3.10%0.00%0.00%0.00%0.00%8.40%
WAB
Westinghouse Air Brake Technologies Corporation
0.46%0.42%0.54%0.60%0.52%0.66%0.62%0.68%0.54%0.43%0.39%0.23%

Drawdowns

CLF vs. WAB - Drawdown Comparison

The maximum CLF drawdown since its inception was -98.78%, which is greater than WAB's maximum drawdown of -71.84%. Use the drawdown chart below to compare losses from any high point for CLF and WAB. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-91.94%
-12.19%
CLF
WAB

Volatility

CLF vs. WAB - Volatility Comparison

Cleveland-Cliffs Inc. (CLF) has a higher volatility of 31.70% compared to Westinghouse Air Brake Technologies Corporation (WAB) at 17.06%. This indicates that CLF's price experiences larger fluctuations and is considered to be riskier than WAB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
31.70%
17.06%
CLF
WAB

Financials

CLF vs. WAB - Financials Comparison

This section allows you to compare key financial metrics between Cleveland-Cliffs Inc. and Westinghouse Air Brake Technologies Corporation. 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