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CVU vs. DCO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CVU and DCO is 0.09, 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.


-0.50.00.51.00.1

Performance

CVU vs. DCO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CPI Aerostructures, Inc. (CVU) and Ducommun Incorporated (DCO). The values are adjusted to include any dividend payments, if applicable.

0.00%20.00%40.00%60.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
67.32%
8.94%
CVU
DCO

Key characteristics

Sharpe Ratio

CVU:

1.09

DCO:

0.63

Sortino Ratio

CVU:

1.80

DCO:

1.17

Omega Ratio

CVU:

1.22

DCO:

1.15

Calmar Ratio

CVU:

0.53

DCO:

0.78

Martin Ratio

CVU:

4.56

DCO:

4.28

Ulcer Index

CVU:

10.67%

DCO:

4.74%

Daily Std Dev

CVU:

44.51%

DCO:

32.47%

Max Drawdown

CVU:

-96.90%

DCO:

-97.54%

Current Drawdown

CVU:

-86.13%

DCO:

-10.02%

Fundamentals

Market Cap

CVU:

$47.45M

DCO:

$950.16M

EPS

CVU:

$1.37

DCO:

$2.00

PE Ratio

CVU:

2.66

DCO:

32.15

PEG Ratio

CVU:

0.52

DCO:

3.34

Total Revenue (TTM)

CVU:

$82.81M

DCO:

$781.49M

Gross Profit (TTM)

CVU:

$16.98M

DCO:

$192.50M

EBITDA (TTM)

CVU:

$6.37M

DCO:

$70.53M

Returns By Period

In the year-to-date period, CVU achieves a 41.03% return, which is significantly higher than DCO's 19.57% return. Over the past 10 years, CVU has underperformed DCO with an annualized return of -10.52%, while DCO has yielded a comparatively higher 8.90% annualized return.


CVU

YTD

41.03%

1M

2.94%

6M

65.24%

1Y

48.65%

5Y*

-10.28%

10Y*

-10.52%

DCO

YTD

19.57%

1M

-6.08%

6M

9.90%

1Y

20.29%

5Y*

4.31%

10Y*

8.90%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

CVU vs. DCO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CPI Aerostructures, Inc. (CVU) and Ducommun Incorporated (DCO). 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 CVU, currently valued at 1.09, compared to the broader market-4.00-2.000.002.001.090.63
The chart of Sortino ratio for CVU, currently valued at 1.80, compared to the broader market-4.00-2.000.002.004.001.801.17
The chart of Omega ratio for CVU, currently valued at 1.22, compared to the broader market0.501.001.502.001.221.15
The chart of Calmar ratio for CVU, currently valued at 0.53, compared to the broader market0.002.004.006.000.530.78
The chart of Martin ratio for CVU, currently valued at 4.56, compared to the broader market0.0010.0020.004.564.28
CVU
DCO

The current CVU Sharpe Ratio is 1.09, which is higher than the DCO Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of CVU and DCO, 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-1.00-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
1.09
0.63
CVU
DCO

Dividends

CVU vs. DCO - Dividend Comparison

Neither CVU nor DCO has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CVU vs. DCO - Drawdown Comparison

The maximum CVU drawdown since its inception was -96.90%, roughly equal to the maximum DCO drawdown of -97.54%. Use the drawdown chart below to compare losses from any high point for CVU and DCO. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-86.13%
-10.02%
CVU
DCO

Volatility

CVU vs. DCO - Volatility Comparison

The current volatility for CPI Aerostructures, Inc. (CVU) is 11.56%, while Ducommun Incorporated (DCO) has a volatility of 12.63%. This indicates that CVU experiences smaller price fluctuations and is considered to be less risky than DCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
11.56%
12.63%
CVU
DCO

Financials

CVU vs. DCO - Financials Comparison

This section allows you to compare key financial metrics between CPI Aerostructures, Inc. and Ducommun 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.


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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