CW vs. BWXT

In the year-to-date period, CW achieves a -4.61% return, which is significantly lower than BWXT's -1.92% return. Over the past 10 years, CW has underperformed BWXT with an annualized return of 16.88%, while BWXT has yielded a comparatively higher 18.10% annualized return.

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

This table presents a comparison of risk-adjusted performance metrics for Curtiss-Wright Corporation (CW) and BWX Technologies, Inc. (BWXT). 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 CW Sharpe Ratio is 1.03, which is higher than the BWXT Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of CW and BWXT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

CW's dividend yield for the trailing twelve months is around 0.25%, less than BWXT's 0.89% yield.

The maximum CW drawdown since its inception was -59.19%, which is greater than BWXT's maximum drawdown of -47.88%. Use the drawdown chart below to compare losses from any high point for CW and BWXT. For additional features, visit the drawdowns tool.

The current volatility for Curtiss-Wright Corporation (CW) is 15.70%, while BWX Technologies, Inc. (BWXT) has a volatility of 17.02%. This indicates that CW experiences smaller price fluctuations and is considered to be less risky than BWXT 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 Curtiss-Wright Corporation and BWX Technologies, 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.