CTAS vs. ABM

In the year-to-date period, CTAS achieves a 43.99% return, which is significantly higher than ABM's 25.06% return. Over the past 10 years, CTAS has outperformed ABM with an annualized return of 29.58%, while ABM has yielded a comparatively lower 9.63% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Cintas Corporation (CTAS) and ABM Industries Incorporated (ABM). 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.

The current CTAS Sharpe Ratio is 3.10, which is higher than the ABM Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of CTAS and ABM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

CTAS's dividend yield for the trailing twelve months is around 0.68%, less than ABM's 1.64% yield.

The maximum CTAS drawdown since its inception was -65.32%, which is greater than ABM's maximum drawdown of -59.61%. Use the drawdown chart below to compare losses from any high point for CTAS and ABM. For additional features, visit the drawdowns tool.

The current volatility for Cintas Corporation (CTAS) is 6.43%, while ABM Industries Incorporated (ABM) has a volatility of 7.59%. This indicates that CTAS experiences smaller price fluctuations and is considered to be less risky than ABM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Cintas Corporation and ABM Industries Incorporated. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.