PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
CMCO vs. SHYF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CMCO and SHYF is 0.30, 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.


-0.50.00.51.00.3

Performance

CMCO vs. SHYF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbus McKinnon Corporation (CMCO) and The Shyft Group, Inc. (SHYF). The values are adjusted to include any dividend payments, if applicable.

-40.00%-30.00%-20.00%-10.00%0.00%10.00%20.00%SeptemberOctoberNovemberDecember2025February
-43.88%
-20.89%
CMCO
SHYF

Key characteristics

Sharpe Ratio

CMCO:

-1.03

SHYF:

0.05

Sortino Ratio

CMCO:

-1.27

SHYF:

0.53

Omega Ratio

CMCO:

0.75

SHYF:

1.07

Calmar Ratio

CMCO:

-0.83

SHYF:

0.04

Martin Ratio

CMCO:

-2.46

SHYF:

0.16

Ulcer Index

CMCO:

21.84%

SHYF:

19.02%

Daily Std Dev

CMCO:

52.45%

SHYF:

57.62%

Max Drawdown

CMCO:

-95.20%

SHYF:

-94.35%

Current Drawdown

CMCO:

-64.78%

SHYF:

-78.69%

Fundamentals

Market Cap

CMCO:

$540.78M

SHYF:

$390.19M

EPS

CMCO:

$0.32

SHYF:

-$0.08

Total Revenue (TTM)

CMCO:

$981.64M

SHYF:

$786.18M

Gross Profit (TTM)

CMCO:

$325.30M

SHYF:

$157.19M

EBITDA (TTM)

CMCO:

$102.87M

SHYF:

$21.93M

Returns By Period

In the year-to-date period, CMCO achieves a -49.15% return, which is significantly lower than SHYF's -4.86% return. Over the past 10 years, CMCO has underperformed SHYF with an annualized return of -2.62%, while SHYF has yielded a comparatively higher 8.94% annualized return.


CMCO

YTD

-49.15%

1M

-49.08%

6M

-43.88%

1Y

-54.31%

5Y*

-12.52%

10Y*

-2.62%

SHYF

YTD

-4.86%

1M

-10.14%

6M

-20.89%

1Y

-0.99%

5Y*

-8.87%

10Y*

8.94%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

CMCO vs. SHYF — Risk-Adjusted Performance Rank

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

CMCO
The Risk-Adjusted Performance Rank of CMCO is 33
Overall Rank
The Sharpe Ratio Rank of CMCO is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of CMCO is 77
Sortino Ratio Rank
The Omega Ratio Rank of CMCO is 33
Omega Ratio Rank
The Calmar Ratio Rank of CMCO is 44
Calmar Ratio Rank
The Martin Ratio Rank of CMCO is 00
Martin Ratio Rank

SHYF
The Risk-Adjusted Performance Rank of SHYF is 4747
Overall Rank
The Sharpe Ratio Rank of SHYF is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of SHYF is 4747
Sortino Ratio Rank
The Omega Ratio Rank of SHYF is 4646
Omega Ratio Rank
The Calmar Ratio Rank of SHYF is 4949
Calmar Ratio Rank
The Martin Ratio Rank of SHYF is 4848
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.

CMCO vs. SHYF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbus McKinnon Corporation (CMCO) and The Shyft Group, Inc. (SHYF). 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 CMCO, currently valued at -1.03, compared to the broader market-2.000.002.00-1.030.05
The chart of Sortino ratio for CMCO, currently valued at -1.27, compared to the broader market-4.00-2.000.002.004.006.00-1.270.53
The chart of Omega ratio for CMCO, currently valued at 0.75, compared to the broader market0.501.001.502.000.751.07
The chart of Calmar ratio for CMCO, currently valued at -0.83, compared to the broader market0.002.004.006.00-0.830.04
The chart of Martin ratio for CMCO, currently valued at -2.46, compared to the broader market-10.000.0010.0020.0030.00-2.460.16
CMCO
SHYF

The current CMCO Sharpe Ratio is -1.03, which is lower than the SHYF Sharpe Ratio of 0.05. The chart below compares the historical Sharpe Ratios of CMCO and SHYF, 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-1.00-0.500.000.50SeptemberOctoberNovemberDecember2025February
-1.03
0.05
CMCO
SHYF

Dividends

CMCO vs. SHYF - Dividend Comparison

CMCO's dividend yield for the trailing twelve months is around 1.48%, more than SHYF's 1.34% yield.


TTM20242023202220212020201920182017201620152014
CMCO
Columbus McKinnon Corporation
1.48%0.75%0.72%0.83%0.52%0.62%0.57%0.63%0.40%0.59%0.85%0.43%
SHYF
The Shyft Group, Inc.
1.34%1.70%1.64%0.80%0.20%0.35%0.55%1.38%0.63%1.08%3.22%1.90%

Drawdowns

CMCO vs. SHYF - Drawdown Comparison

The maximum CMCO drawdown since its inception was -95.20%, roughly equal to the maximum SHYF drawdown of -94.35%. Use the drawdown chart below to compare losses from any high point for CMCO and SHYF. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%SeptemberOctoberNovemberDecember2025February
-64.78%
-78.69%
CMCO
SHYF

Volatility

CMCO vs. SHYF - Volatility Comparison

Columbus McKinnon Corporation (CMCO) has a higher volatility of 53.64% compared to The Shyft Group, Inc. (SHYF) at 13.62%. This indicates that CMCO's price experiences larger fluctuations and is considered to be riskier than SHYF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%SeptemberOctoberNovemberDecember2025February
53.64%
13.62%
CMCO
SHYF

Financials

CMCO vs. SHYF - Financials Comparison

This section allows you to compare key financial metrics between Columbus McKinnon Corporation and The Shyft 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab