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CW vs. DCI
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

CW vs. DCI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Curtiss-Wright Corporation (CW) and Donaldson Company, Inc. (DCI). The values are adjusted to include any dividend payments, if applicable.

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CW vs. DCI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CW
Curtiss-Wright Corporation
23.60%55.66%59.73%33.98%21.03%19.86%-16.83%38.70%-15.79%24.56%
DCI
Donaldson Company, Inc.
-4.01%33.71%4.62%12.80%0.96%7.56%-1.41%34.98%-9.95%18.17%

Fundamentals

Market Cap

CW:

$25.32B

DCI:

$10.01B

EPS

CW:

$12.88

DCI:

$3.19

PE Ratio

CW:

52.90

DCI:

26.58

PEG Ratio

CW:

2.89

DCI:

3.08

PS Ratio

CW:

7.32

DCI:

2.68

PB Ratio

CW:

9.99

DCI:

6.35

Total Revenue (TTM)

CW:

$3.50B

DCI:

$3.75B

Gross Profit (TTM)

CW:

$1.30B

DCI:

$1.29B

EBITDA (TTM)

CW:

$749.24M

DCI:

$596.10M

Returns By Period

In the year-to-date period, CW achieves a 23.60% return, which is significantly higher than DCI's -4.01% return. Over the past 10 years, CW has outperformed DCI with an annualized return of 25.22%, while DCI has yielded a comparatively lower 12.01% annualized return.


CW

1D
7.76%
1M
-2.71%
YTD
23.60%
6M
25.55%
1Y
115.06%
3Y*
57.36%
5Y*
42.06%
10Y*
25.22%

DCI

1D
2.74%
1M
-8.51%
YTD
-4.01%
6M
4.30%
1Y
28.40%
3Y*
10.78%
5Y*
9.22%
10Y*
12.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

CW vs. DCI — Risk / Return Rank

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

CW
CW Risk / Return Rank: 9797
Overall Rank
CW Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
CW Sortino Ratio Rank: 9696
Sortino Ratio Rank
CW Omega Ratio Rank: 9595
Omega Ratio Rank
CW Calmar Ratio Rank: 9898
Calmar Ratio Rank
CW Martin Ratio Rank: 9898
Martin Ratio Rank

DCI
DCI Risk / Return Rank: 7272
Overall Rank
DCI Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
DCI Sortino Ratio Rank: 7070
Sortino Ratio Rank
DCI Omega Ratio Rank: 7373
Omega Ratio Rank
DCI Calmar Ratio Rank: 6666
Calmar Ratio Rank
DCI Martin Ratio Rank: 7474
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. DCI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Curtiss-Wright Corporation (CW) and Donaldson Company, Inc. (DCI). 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.


CWDCIDifference

Sharpe ratio

Return per unit of total volatility

3.33

1.02

+2.31

Sortino ratio

Return per unit of downside risk

3.64

1.54

+2.10

Omega ratio

Gain probability vs. loss probability

1.51

1.23

+0.28

Calmar ratio

Return relative to maximum drawdown

8.83

1.13

+7.69

Martin ratio

Return relative to average drawdown

25.72

4.07

+21.64

CW vs. DCI - Sharpe Ratio Comparison

The current CW Sharpe Ratio is 3.33, which is higher than the DCI Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of CW and DCI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CWDCIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.33

1.02

+2.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.53

0.40

+1.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

0.47

+0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.51

+0.08

Correlation

The correlation between CW and DCI is 0.40, 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.


Dividends

CW vs. DCI - Dividend Comparison

CW's dividend yield for the trailing twelve months is around 0.14%, less than DCI's 1.41% yield.


TTM20252024202320222021202020192018201720162015
CW
Curtiss-Wright Corporation
0.14%0.17%0.23%0.35%0.45%0.51%0.58%0.47%0.59%0.46%0.53%0.76%
DCI
Donaldson Company, Inc.
1.41%1.32%1.57%1.50%1.55%1.47%1.50%1.42%1.73%1.45%1.65%2.36%

Drawdowns

CW vs. DCI - Drawdown Comparison

The maximum CW drawdown since its inception was -59.19%, roughly equal to the maximum DCI drawdown of -56.90%. Use the drawdown chart below to compare losses from any high point for CW and DCI.


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Drawdown Indicators


CWDCIDifference

Max Drawdown

Largest peak-to-trough decline

-59.19%

-56.90%

-2.29%

Max Drawdown (1Y)

Largest decline over 1 year

-13.07%

-25.08%

+12.01%

Max Drawdown (5Y)

Largest decline over 5 years

-27.21%

-32.20%

+4.99%

Max Drawdown (10Y)

Largest decline over 10 years

-48.73%

-42.72%

-6.01%

Current Drawdown

Current decline from peak

-6.21%

-23.03%

+16.82%

Average Drawdown

Average peak-to-trough decline

-13.95%

-11.03%

-2.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.49%

6.97%

-2.48%

Volatility

CW vs. DCI - Volatility Comparison

Curtiss-Wright Corporation (CW) has a higher volatility of 15.01% compared to Donaldson Company, Inc. (DCI) at 7.16%. This indicates that CW's price experiences larger fluctuations and is considered to be riskier than DCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CWDCIDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.01%

7.16%

+7.85%

Volatility (6M)

Calculated over the trailing 6-month period

26.50%

20.67%

+5.83%

Volatility (1Y)

Calculated over the trailing 1-year period

34.79%

28.08%

+6.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.60%

23.32%

+4.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.15%

25.86%

+4.29%

Financials

CW vs. DCI - Financials Comparison

This section allows you to compare key financial metrics between Curtiss-Wright Corporation and Donaldson Company, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


600.00M700.00M800.00M900.00M1.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
946.98M
896.30M
(CW) Total Revenue
(DCI) Total Revenue
Values in USD except per share items

CW vs. DCI - Profitability Comparison

The chart below illustrates the profitability comparison between Curtiss-Wright Corporation and Donaldson Company, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

32.0%34.0%36.0%38.0%40.0%AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
37.5%
33.5%
Portfolio components
CW - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Curtiss-Wright Corporation reported a gross profit of 355.44M and revenue of 946.98M. Therefore, the gross margin over that period was 37.5%.

DCI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Donaldson Company, Inc. reported a gross profit of 299.80M and revenue of 896.30M. Therefore, the gross margin over that period was 33.5%.

CW - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Curtiss-Wright Corporation reported an operating income of 186.26M and revenue of 946.98M, resulting in an operating margin of 19.7%.

DCI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Donaldson Company, Inc. reported an operating income of 118.70M and revenue of 896.30M, resulting in an operating margin of 13.2%.

CW - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Curtiss-Wright Corporation reported a net income of 137.00M and revenue of 946.98M, resulting in a net margin of 14.5%.

DCI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Donaldson Company, Inc. reported a net income of 92.50M and revenue of 896.30M, resulting in a net margin of 10.3%.