PortfoliosLab logoPortfoliosLab logo
CW vs. AJG
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CW vs. AJG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Curtiss-Wright Corporation (CW) and Arthur J. Gallagher & Co. (AJG). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, CW achieves a 38.43% return, which is significantly higher than AJG's -16.10% return. Over the past 10 years, CW has outperformed AJG with an annualized return of 25.25%, while AJG has yielded a comparatively lower 18.45% annualized return.


CW

1D
0.64%
1M
7.03%
YTD
38.43%
6M
39.42%
1Y
61.45%
3Y*
63.27%
5Y*
43.89%
10Y*
25.25%

AJG

1D
-1.35%
1M
8.26%
YTD
-16.10%
6M
-15.25%
1Y
-31.10%
3Y*
1.26%
5Y*
9.90%
10Y*
18.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CW vs. AJG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CW
Curtiss-Wright Corporation
38.43%55.66%59.73%33.98%21.03%19.86%-16.83%38.70%-15.79%24.56%
AJG
Arthur J. Gallagher & Co.
-16.10%-8.03%27.34%20.51%12.44%39.02%32.12%31.79%19.19%25.04%

Correlation

The correlation between CW and AJG is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.06

Correlation (3Y)
Calculated over the trailing 3-year period

0.15

Correlation (5Y)
Calculated over the trailing 5-year period

0.29

Correlation (10Y)
Calculated over the trailing 10-year period

0.36

Correlation (All Time)
Calculated using the full available price history since Nov 5, 1987

0.29

The correlation between CW and AJG shifts across timeframes, from -0.06 (1 year) to 0.36 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS

CW:

$13.64

AJG:

$5.74

PE Ratio

CW:

55.91

AJG:

37.60

PEG Ratio

CW:

3.05

AJG:

3.90

PS Ratio

CW:

7.92

AJG:

4.03

Total Revenue (TTM)

CW:

$3.61B

AJG:

$13.94B

Gross Profit (TTM)

CW:

$1.34B

AJG:

$7.63B

EBITDA (TTM)

CW:

$745.31M

AJG:

$3.66B

Compare stocks, funds, or ETFs

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


Return for Risk

CW vs. AJG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CW
CW Risk / Return Rank: 8787
Overall Rank
CW Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
CW Sortino Ratio Rank: 8383
Sortino Ratio Rank
CW Omega Ratio Rank: 8383
Omega Ratio Rank
CW Calmar Ratio Rank: 9292
Calmar Ratio Rank
CW Martin Ratio Rank: 9292
Martin Ratio Rank

AJG
AJG Risk / Return Rank: 88
Overall Rank
AJG Sharpe Ratio Rank: 33
Sharpe Ratio Rank
AJG Sortino Ratio Rank: 66
Sortino Ratio Rank
AJG Omega Ratio Rank: 66
Omega Ratio Rank
AJG Calmar Ratio Rank: 1313
Calmar Ratio Rank
AJG Martin Ratio Rank: 1212
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CW vs. AJG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Curtiss-Wright Corporation (CW) and Arthur J. Gallagher & Co. (AJG). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CWAJGDifference
Sharpe ratioReturn per unit of total volatility

+3.00

Sortino ratioReturn per unit of downside risk

+3.93

Omega ratioGain probability vs. loss probability

1.31

0.81

+0.51

Calmar ratioReturn relative to maximum drawdown

4.76

-0.77

+5.53

Martin ratioReturn relative to average drawdown

13.83

-1.30

+15.13

CW vs. AJG - Sharpe Ratio Comparison

The current CW Sharpe Ratio is 1.87, which is higher than the AJG Sharpe Ratio of -1.12. The chart below compares the historical Sharpe Ratios of CW and AJG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

CW vs. AJG - Drawdown Comparison

The maximum CW drawdown since its inception was -59.19%, roughly equal to the maximum AJG drawdown of -57.49%. Use the drawdown chart below to compare losses from any high point for CW and AJG.


Loading charts...

Drawdown Indicators


CWAJGDifference

Max Drawdown

Largest peak-to-trough decline

-59.19%

-57.49%

-1.70%

Max Drawdown (1Y)

Largest decline over 1 year

-12.97%

-40.64%

+27.67%

Max Drawdown (3Y)

Largest decline over 3 years

-27.21%

-44.40%

+17.19%

Max Drawdown (5Y)

Largest decline over 5 years

-27.21%

-44.40%

+17.19%

Max Drawdown (10Y)

Largest decline over 10 years

-48.73%

-44.40%

-4.33%

Current Drawdown

Current decline from peak

0.00%

-37.32%

+37.32%

Average Drawdown

Average peak-to-trough decline

-13.89%

-12.84%

-1.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.46%

23.96%

-19.50%

Volatility

CW vs. AJG - Volatility Comparison

Curtiss-Wright Corporation (CW) has a higher volatility of 10.42% compared to Arthur J. Gallagher & Co. (AJG) at 8.23%. This indicates that CW's price experiences larger fluctuations and is considered to be riskier than AJG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


CWAJGDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.42%

8.23%

+2.19%

Volatility (6M)

Calculated over the trailing 6-month period

25.90%

22.31%

+3.59%

Volatility (1Y)

Calculated over the trailing 1-year period

33.02%

27.80%

+5.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.89%

23.00%

+4.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.32%

23.09%

+7.23%

Dividends

CW vs. AJG - Dividend Comparison

CW's dividend yield for the trailing twelve months is around 0.16%, less than AJG's 1.25% yield.


PositionTTM20252024202320222021202020192018201720162015
AJG
Arthur J. Gallagher & Co.
1.25%1.00%0.85%0.98%1.08%1.13%1.46%1.81%2.23%2.47%2.93%3.62%
CW
Curtiss-Wright Corporation
0.16%0.17%0.23%0.35%0.45%0.51%0.58%0.47%0.59%0.46%0.53%0.76%

Financials

CW vs. AJG - Financials Comparison

This section allows you to compare key financial metrics between Curtiss-Wright Corporation and Arthur J. Gallagher & Co.. 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


500.00M1.00B1.50B2.00B2.50B3.00B3.50B4.00B20222023202420252026
913.69M
3.63B
(CW) Total Revenue
(AJG) Total Revenue
Values in USD except per share items

CW vs. AJG - Profitability Comparison

The chart below illustrates the profitability comparison between Curtiss-Wright Corporation and Arthur J. Gallagher & Co. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%40.0%50.0%60.0%70.0%80.0%90.0%20222023202420252026
36.3%
39.1%
Portfolio components
CW - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Curtiss-Wright Corporation reported a gross profit of 331.48M and revenue of 913.69M. Therefore, the gross margin over that period was 36.3%.

AJG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Arthur J. Gallagher & Co. reported a gross profit of 1.42B and revenue of 3.63B. Therefore, the gross margin over that period was 39.1%.

CW - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Curtiss-Wright Corporation reported an operating income of 160.42M and revenue of 913.69M, resulting in an operating margin of 17.6%.

AJG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Arthur J. Gallagher & Co. reported an operating income of 341.00M and revenue of 3.63B, resulting in an operating margin of 9.4%.

CW - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Curtiss-Wright Corporation reported a net income of 128.19M and revenue of 913.69M, resulting in a net margin of 14.0%.

AJG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Arthur J. Gallagher & Co. reported a net income of 151.00M and revenue of 3.63B, resulting in a net margin of 4.2%.


Frequently Asked Questions


CW and AJG have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CW has higher volatility (10.42%) compared to AJG (8.23%). In terms of maximum drawdown, CW dropped -59.19% vs AJG's -57.49%.

CW currently has the higher Sharpe Ratio (1.87 vs -1.12), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for CW and AJG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer