CMI vs. TROW
Compare and contrast key facts about Cummins Inc. (CMI) and T. Rowe Price Group, Inc. (TROW).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CMI or TROW.
Key characteristics
| CMI | TROW | |
|---|---|---|
| YTD Return | 54.62% | 15.00% |
| 1Y Return | 66.81% | 27.41% |
| 3Y Return (Ann) | 18.67% | -14.36% |
| 5Y Return (Ann) | 17.54% | 3.68% |
| 10Y Return (Ann) | 12.79% | 7.65% |
| Sharpe Ratio | 2.77 | 1.24 |
| Sortino Ratio | 3.83 | 1.80 |
| Omega Ratio | 1.48 | 1.22 |
| Calmar Ratio | 4.47 | 0.55 |
| Martin Ratio | 15.88 | 4.57 |
| Ulcer Index | 4.24% | 6.39% |
| Daily Std Dev | 24.28% | 23.55% |
| Max Drawdown | -75.66% | -67.43% |
| Current Drawdown | -0.71% | -39.05% |
Fundamentals
| CMI | TROW | |
|---|---|---|
| Market Cap | $48.71B | $26.23B |
| EPS | $15.27 | $9.13 |
| PE Ratio | 23.25 | 12.93 |
| PEG Ratio | 0.71 | 3.90 |
| Total Revenue (TTM) | $34.20B | $6.91B |
| Gross Profit (TTM) | $8.41B | $5.83B |
| EBITDA (TTM) | $1.96B | $2.81B |
Correlation
The correlation between CMI and TROW is 0.40, 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.
Performance
CMI vs. TROW - Performance Comparison
In the year-to-date period, CMI achieves a 54.62% return, which is significantly higher than TROW's 15.00% return. Over the past 10 years, CMI has outperformed TROW with an annualized return of 12.79%, while TROW has yielded a comparatively lower 7.65% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
CMI vs. TROW - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Cummins Inc. (CMI) and T. Rowe Price Group, Inc. (TROW). 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.
Dividends
CMI vs. TROW - Dividend Comparison
CMI's dividend yield for the trailing twelve months is around 1.89%, less than TROW's 4.12% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CMI Cummins Inc. | 1.89% | 2.71% | 2.49% | 2.57% | 2.33% | 2.74% | 3.32% | 2.38% | 2.93% | 3.99% | 1.95% | 1.60% |
TROW T. Rowe Price Group, Inc. | 4.12% | 4.53% | 4.40% | 3.72% | 2.38% | 2.50% | 3.03% | 2.17% | 2.87% | 5.71% | 2.05% | 1.81% |
Drawdowns
CMI vs. TROW - Drawdown Comparison
The maximum CMI drawdown since its inception was -75.66%, which is greater than TROW's maximum drawdown of -67.43%. Use the drawdown chart below to compare losses from any high point for CMI and TROW. For additional features, visit the drawdowns tool.
Volatility
CMI vs. TROW - Volatility Comparison
Cummins Inc. (CMI) has a higher volatility of 9.69% compared to T. Rowe Price Group, Inc. (TROW) at 8.77%. This indicates that CMI's price experiences larger fluctuations and is considered to be riskier than TROW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
CMI vs. TROW - Financials Comparison
This section allows you to compare key financial metrics between Cummins Inc. and T. Rowe Price 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.
Total Revenue: Total amount of money received from sales and other business activities