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CSWI vs. CTVA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CSWI and CTVA is 0.38, 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.


-0.50.00.51.00.4

Performance

CSWI vs. CTVA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CSW Industrials, Inc. (CSWI) and Corteva, Inc. (CTVA). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
479.67%
113.37%
CSWI
CTVA

Key characteristics

Sharpe Ratio

CSWI:

2.45

CTVA:

0.83

Sortino Ratio

CSWI:

3.18

CTVA:

1.61

Omega Ratio

CSWI:

1.41

CTVA:

1.20

Calmar Ratio

CSWI:

4.52

CTVA:

0.75

Martin Ratio

CSWI:

19.43

CTVA:

4.75

Ulcer Index

CSWI:

3.96%

CTVA:

5.22%

Daily Std Dev

CSWI:

31.41%

CTVA:

29.80%

Max Drawdown

CSWI:

-32.32%

CTVA:

-34.76%

Current Drawdown

CSWI:

-17.04%

CTVA:

-12.58%

Fundamentals

Market Cap

CSWI:

$6.54B

CTVA:

$40.25B

EPS

CSWI:

$7.36

CTVA:

$0.96

PE Ratio

CSWI:

52.88

CTVA:

61.01

PEG Ratio

CSWI:

2.65

CTVA:

1.15

Total Revenue (TTM)

CSWI:

$839.93M

CTVA:

$16.64B

Gross Profit (TTM)

CSWI:

$378.94M

CTVA:

$6.94B

EBITDA (TTM)

CSWI:

$209.99M

CTVA:

$2.64B

Returns By Period

In the year-to-date period, CSWI achieves a 73.35% return, which is significantly higher than CTVA's 21.35% return.


CSWI

YTD

73.35%

1M

-13.01%

6M

35.20%

1Y

76.82%

5Y*

36.81%

10Y*

N/A

CTVA

YTD

21.35%

1M

-1.91%

6M

9.25%

1Y

22.97%

5Y*

16.84%

10Y*

N/A

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Risk-Adjusted Performance

CSWI vs. CTVA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CSW Industrials, Inc. (CSWI) and Corteva, Inc. (CTVA). 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 CSWI, currently valued at 2.45, compared to the broader market-4.00-2.000.002.002.450.83
The chart of Sortino ratio for CSWI, currently valued at 3.18, compared to the broader market-4.00-2.000.002.004.003.181.61
The chart of Omega ratio for CSWI, currently valued at 1.41, compared to the broader market0.501.001.502.001.411.20
The chart of Calmar ratio for CSWI, currently valued at 4.52, compared to the broader market0.002.004.006.004.520.75
The chart of Martin ratio for CSWI, currently valued at 19.43, compared to the broader market-5.000.005.0010.0015.0020.0025.0019.434.75
CSWI
CTVA

The current CSWI Sharpe Ratio is 2.45, which is higher than the CTVA Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of CSWI and CTVA, 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 Ratio0.001.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
2.45
0.83
CSWI
CTVA

Dividends

CSWI vs. CTVA - Dividend Comparison

CSWI's dividend yield for the trailing twelve months is around 0.24%, less than CTVA's 1.15% yield.


TTM20232022202120202019
CSWI
CSW Industrials, Inc.
0.24%0.36%0.57%0.48%0.48%0.53%
CTVA
Corteva, Inc.
1.15%1.29%0.99%1.14%1.34%0.88%

Drawdowns

CSWI vs. CTVA - Drawdown Comparison

The maximum CSWI drawdown since its inception was -32.32%, smaller than the maximum CTVA drawdown of -34.76%. Use the drawdown chart below to compare losses from any high point for CSWI and CTVA. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-17.04%
-12.58%
CSWI
CTVA

Volatility

CSWI vs. CTVA - Volatility Comparison

CSW Industrials, Inc. (CSWI) and Corteva, Inc. (CTVA) have volatilities of 8.61% and 8.33%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
8.61%
8.33%
CSWI
CTVA

Financials

CSWI vs. CTVA - Financials Comparison

This section allows you to compare key financial metrics between CSW Industrials, Inc. and Corteva, 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
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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.

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