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CTRA vs. AOS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CTRA and AOS is 0.22, 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.


-0.50.00.51.00.2

Performance

CTRA vs. AOS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Coterra Energy Inc. (CTRA) and A. O. Smith Corporation (AOS). The values are adjusted to include any dividend payments, if applicable.

-15.00%-10.00%-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-10.46%
-17.77%
CTRA
AOS

Key characteristics

Sharpe Ratio

CTRA:

-0.20

AOS:

-0.59

Sortino Ratio

CTRA:

-0.13

AOS:

-0.66

Omega Ratio

CTRA:

0.98

AOS:

0.91

Calmar Ratio

CTRA:

-0.16

AOS:

-0.56

Martin Ratio

CTRA:

-0.50

AOS:

-1.38

Ulcer Index

CTRA:

9.49%

AOS:

10.14%

Daily Std Dev

CTRA:

23.23%

AOS:

23.83%

Max Drawdown

CTRA:

-74.41%

AOS:

-66.52%

Current Drawdown

CTRA:

-25.72%

AOS:

-24.98%

Fundamentals

Market Cap

CTRA:

$18.06B

AOS:

$10.27B

EPS

CTRA:

$1.65

AOS:

$3.79

PE Ratio

CTRA:

14.86

AOS:

18.68

PEG Ratio

CTRA:

44.67

AOS:

2.00

Total Revenue (TTM)

CTRA:

$5.45B

AOS:

$3.89B

Gross Profit (TTM)

CTRA:

$1.80B

AOS:

$1.49B

EBITDA (TTM)

CTRA:

$3.52B

AOS:

$818.50M

Returns By Period

In the year-to-date period, CTRA achieves a -4.19% return, which is significantly higher than AOS's -15.64% return. Over the past 10 years, CTRA has underperformed AOS with an annualized return of 0.33%, while AOS has yielded a comparatively higher 11.27% annualized return.


CTRA

YTD

-4.19%

1M

-9.97%

6M

-10.46%

1Y

-3.09%

5Y*

11.76%

10Y*

0.33%

AOS

YTD

-15.64%

1M

-4.16%

6M

-17.77%

1Y

-13.32%

5Y*

9.69%

10Y*

11.27%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

CTRA vs. AOS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Coterra Energy Inc. (CTRA) and A. O. Smith Corporation (AOS). 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 CTRA, currently valued at -0.20, compared to the broader market-4.00-2.000.002.00-0.20-0.59
The chart of Sortino ratio for CTRA, currently valued at -0.13, compared to the broader market-4.00-2.000.002.004.00-0.13-0.66
The chart of Omega ratio for CTRA, currently valued at 0.98, compared to the broader market0.501.001.502.000.980.91
The chart of Calmar ratio for CTRA, currently valued at -0.16, compared to the broader market0.002.004.006.00-0.16-0.56
The chart of Martin ratio for CTRA, currently valued at -0.50, compared to the broader market0.0010.0020.00-0.50-1.38
CTRA
AOS

The current CTRA Sharpe Ratio is -0.20, which is higher than the AOS Sharpe Ratio of -0.59. The chart below compares the historical Sharpe Ratios of CTRA and AOS, 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 Ratio-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
-0.20
-0.59
CTRA
AOS

Dividends

CTRA vs. AOS - Dividend Comparison

CTRA's dividend yield for the trailing twelve months is around 3.55%, more than AOS's 1.90% yield.


TTM20232022202120202019201820172016201520142013
CTRA
Coterra Energy Inc.
3.55%4.58%10.13%5.89%2.46%2.01%1.12%0.59%0.34%0.45%0.27%0.15%
AOS
A. O. Smith Corporation
1.90%1.84%1.99%1.23%1.79%1.89%1.78%0.91%1.01%0.99%1.06%0.85%

Drawdowns

CTRA vs. AOS - Drawdown Comparison

The maximum CTRA drawdown since its inception was -74.41%, which is greater than AOS's maximum drawdown of -66.52%. Use the drawdown chart below to compare losses from any high point for CTRA and AOS. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-25.72%
-24.98%
CTRA
AOS

Volatility

CTRA vs. AOS - Volatility Comparison

Coterra Energy Inc. (CTRA) has a higher volatility of 7.54% compared to A. O. Smith Corporation (AOS) at 6.00%. This indicates that CTRA's price experiences larger fluctuations and is considered to be riskier than AOS 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%JulyAugustSeptemberOctoberNovemberDecember
7.54%
6.00%
CTRA
AOS

Financials

CTRA vs. AOS - Financials Comparison

This section allows you to compare key financial metrics between Coterra Energy Inc. and A. O. Smith 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
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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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