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CNHI vs. TEX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


CNHITEX
YTD Return-6.32%4.02%
1Y Return-18.32%38.13%
3Y Return (Ann)-8.43%9.32%
5Y Return (Ann)2.79%13.96%
10Y Return (Ann)1.46%4.44%
Sharpe Ratio-0.570.93
Daily Std Dev30.36%39.43%
Max Drawdown-65.97%-91.96%
Current Drawdown-39.12%-29.46%

Fundamentals


CNHITEX
Market Cap$14.21B$4.01B
EPS$1.76$7.56
PE Ratio6.487.88
PEG Ratio13.111.64
Revenue (TTM)$24.69B$5.21B
Gross Profit (TTM)$5.25B$871.20M
EBITDA (TTM)$3.33B$699.70M

Correlation

-0.50.00.51.00.5

The correlation between CNHI and TEX is 0.54, 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

CNHI vs. TEX - Performance Comparison

In the year-to-date period, CNHI achieves a -6.32% return, which is significantly lower than TEX's 4.02% return. Over the past 10 years, CNHI has underperformed TEX with an annualized return of 1.46%, while TEX has yielded a comparatively higher 4.44% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%20.00%40.00%60.00%80.00%100.00%120.00%NovemberDecember2024FebruaryMarchApril
11.95%
93.12%
CNHI
TEX

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CNH Industrial N.V.

Terex Corporation

Risk-Adjusted Performance

CNHI vs. TEX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CNH Industrial N.V. (CNHI) and Terex Corporation (TEX). 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.


CNHI
Sharpe ratio
The chart of Sharpe ratio for CNHI, currently valued at -0.57, compared to the broader market-2.00-1.000.001.002.003.004.00-0.57
Sortino ratio
The chart of Sortino ratio for CNHI, currently valued at -0.61, compared to the broader market-4.00-2.000.002.004.006.00-0.61
Omega ratio
The chart of Omega ratio for CNHI, currently valued at 0.92, compared to the broader market0.501.001.500.92
Calmar ratio
The chart of Calmar ratio for CNHI, currently valued at -0.36, compared to the broader market0.002.004.006.00-0.36
Martin ratio
The chart of Martin ratio for CNHI, currently valued at -0.84, compared to the broader market0.0010.0020.0030.00-0.84
TEX
Sharpe ratio
The chart of Sharpe ratio for TEX, currently valued at 0.93, compared to the broader market-2.00-1.000.001.002.003.004.000.93
Sortino ratio
The chart of Sortino ratio for TEX, currently valued at 1.50, compared to the broader market-4.00-2.000.002.004.006.001.50
Omega ratio
The chart of Omega ratio for TEX, currently valued at 1.19, compared to the broader market0.501.001.501.19
Calmar ratio
The chart of Calmar ratio for TEX, currently valued at 1.12, compared to the broader market0.002.004.006.001.12
Martin ratio
The chart of Martin ratio for TEX, currently valued at 2.85, compared to the broader market0.0010.0020.0030.002.85

CNHI vs. TEX - Sharpe Ratio Comparison

The current CNHI Sharpe Ratio is -0.57, which is lower than the TEX Sharpe Ratio of 0.93. The chart below compares the 12-month rolling Sharpe Ratio of CNHI and TEX.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00NovemberDecember2024FebruaryMarchApril
-0.57
0.93
CNHI
TEX

Dividends

CNHI vs. TEX - Dividend Comparison

CNHI has not paid dividends to shareholders, while TEX's dividend yield for the trailing twelve months is around 1.11%.


TTM20232022202120202019201820172016201520142013
CNHI
CNH Industrial N.V.
0.00%3.14%1.88%0.69%1.40%1.59%1.61%0.77%1.47%2.73%2.98%0.00%
TEX
Terex Corporation
1.11%1.11%1.22%1.09%0.34%1.48%1.45%0.66%0.89%1.30%0.72%0.12%

Drawdowns

CNHI vs. TEX - Drawdown Comparison

The maximum CNHI drawdown since its inception was -65.97%, smaller than the maximum TEX drawdown of -91.96%. Use the drawdown chart below to compare losses from any high point for CNHI and TEX. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2024FebruaryMarchApril
-39.12%
-8.91%
CNHI
TEX

Volatility

CNHI vs. TEX - Volatility Comparison

CNH Industrial N.V. (CNHI) has a higher volatility of 8.67% compared to Terex Corporation (TEX) at 5.57%. This indicates that CNHI's price experiences larger fluctuations and is considered to be riskier than TEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2024FebruaryMarchApril
8.67%
5.57%
CNHI
TEX

Financials

CNHI vs. TEX - Financials Comparison

This section allows you to compare key financial metrics between CNH Industrial N.V. and Terex 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