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

Performance

CR vs. BMI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Crane Co. (CR) and Badger Meter, Inc. (BMI). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
16.77%
8.63%
CR
BMI

Returns By Period

In the year-to-date period, CR achieves a 45.56% return, which is significantly higher than BMI's 38.62% return.


CR

YTD

45.56%

1M

7.15%

6M

16.77%

1Y

62.19%

5Y (annualized)

N/A

10Y (annualized)

N/A

BMI

YTD

38.62%

1M

2.56%

6M

8.63%

1Y

44.47%

5Y (annualized)

30.05%

10Y (annualized)

23.99%

Fundamentals


CRBMI
Market Cap$9.93B$6.26B
EPS$4.53$4.03
PE Ratio38.3052.85
PEG Ratio2.122.29
Total Revenue (TTM)$2.28B$803.82M
Gross Profit (TTM)$533.30M$317.89M
EBITDA (TTM)$415.10M$184.33M

Key characteristics


CRBMI
Sharpe Ratio2.061.47
Sortino Ratio2.672.37
Omega Ratio1.351.30
Calmar Ratio5.032.60
Martin Ratio16.299.43
Ulcer Index3.87%4.74%
Daily Std Dev30.69%30.54%
Max Drawdown-15.63%-68.22%
Current Drawdown-4.21%-7.28%

Compare stocks, funds, or ETFs

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


Correlation

-0.50.00.51.00.5

The correlation between CR and BMI is 0.45, 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.

Risk-Adjusted Performance

CR vs. BMI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Crane Co. (CR) and Badger Meter, Inc. (BMI). 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 CR, currently valued at 2.06, compared to the broader market-4.00-2.000.002.004.002.061.47
The chart of Sortino ratio for CR, currently valued at 2.67, compared to the broader market-4.00-2.000.002.004.002.672.37
The chart of Omega ratio for CR, currently valued at 1.35, compared to the broader market0.501.001.502.001.351.30
The chart of Calmar ratio for CR, currently valued at 5.03, compared to the broader market0.002.004.006.005.032.60
The chart of Martin ratio for CR, currently valued at 16.29, compared to the broader market-10.000.0010.0020.0030.0016.299.43
CR
BMI

The current CR Sharpe Ratio is 2.06, which is higher than the BMI Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of CR and BMI, 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
2.06
1.47
CR
BMI

Dividends

CR vs. BMI - Dividend Comparison

CR's dividend yield for the trailing twelve months is around 0.46%, less than BMI's 0.54% yield.


TTM20232022202120202019201820172016201520142013
CR
Crane Co.
0.46%0.46%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BMI
Badger Meter, Inc.
0.54%0.64%0.78%0.71%0.74%0.99%1.14%1.03%1.16%1.33%1.25%1.28%

Drawdowns

CR vs. BMI - Drawdown Comparison

The maximum CR drawdown since its inception was -15.63%, smaller than the maximum BMI drawdown of -68.22%. Use the drawdown chart below to compare losses from any high point for CR and BMI. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-4.21%
-7.28%
CR
BMI

Volatility

CR vs. BMI - Volatility Comparison

Crane Co. (CR) has a higher volatility of 11.42% compared to Badger Meter, Inc. (BMI) at 10.24%. This indicates that CR's price experiences larger fluctuations and is considered to be riskier than BMI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%JuneJulyAugustSeptemberOctoberNovember
11.42%
10.24%
CR
BMI

Financials

CR vs. BMI - Financials Comparison

This section allows you to compare key financial metrics between Crane Co. and Badger Meter, 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