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CW vs. DCI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CW and DCI is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

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.

14,000.00%16,000.00%18,000.00%20,000.00%22,000.00%NovemberDecember2025FebruaryMarchApril
17,494.01%
18,352.45%
CW
DCI

Key characteristics

Sharpe Ratio

CW:

1.03

DCI:

-0.35

Sortino Ratio

CW:

1.46

DCI:

-0.33

Omega Ratio

CW:

1.22

DCI:

0.96

Calmar Ratio

CW:

1.25

DCI:

-0.34

Martin Ratio

CW:

3.67

DCI:

-0.97

Ulcer Index

CW:

9.24%

DCI:

8.35%

Daily Std Dev

CW:

32.98%

DCI:

23.20%

Max Drawdown

CW:

-59.19%

DCI:

-56.90%

Current Drawdown

CW:

-13.04%

DCI:

-15.58%

Fundamentals

Market Cap

CW:

$12.75B

DCI:

$7.84B

EPS

CW:

$10.54

DCI:

$3.42

PE Ratio

CW:

32.09

DCI:

19.18

PEG Ratio

CW:

2.71

DCI:

1.63

PS Ratio

CW:

4.09

DCI:

2.16

PB Ratio

CW:

5.20

DCI:

5.09

Total Revenue (TTM)

CW:

$2.41B

DCI:

$3.63B

Gross Profit (TTM)

CW:

$899.79M

DCI:

$1.29B

EBITDA (TTM)

CW:

$538.04M

DCI:

$653.00M

Returns By Period

In the year-to-date period, CW achieves a -4.61% return, which is significantly lower than DCI's -2.25% return. Over the past 10 years, CW has outperformed DCI with an annualized return of 16.88%, while DCI has yielded a comparatively lower 7.41% annualized return.


CW

YTD

-4.61%

1M

3.97%

6M

-2.02%

1Y

33.53%

5Y*

28.75%

10Y*

16.88%

DCI

YTD

-2.25%

1M

-4.61%

6M

-11.75%

1Y

-7.87%

5Y*

10.17%

10Y*

7.41%

*Annualized

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Risk-Adjusted Performance

CW vs. DCI — Risk-Adjusted Performance Rank

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

CW
The Risk-Adjusted Performance Rank of CW is 8282
Overall Rank
The Sharpe Ratio Rank of CW is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of CW is 7878
Sortino Ratio Rank
The Omega Ratio Rank of CW is 7979
Omega Ratio Rank
The Calmar Ratio Rank of CW is 8888
Calmar Ratio Rank
The Martin Ratio Rank of CW is 8282
Martin Ratio Rank

DCI
The Risk-Adjusted Performance Rank of DCI is 3030
Overall Rank
The Sharpe Ratio Rank of DCI is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of DCI is 2828
Sortino Ratio Rank
The Omega Ratio Rank of DCI is 2828
Omega Ratio Rank
The Calmar Ratio Rank of DCI is 3030
Calmar Ratio Rank
The Martin Ratio Rank of DCI is 2929
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CW vs. DCI - Risk-Adjusted Performance 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.


The chart of Sharpe ratio for CW, currently valued at 1.03, compared to the broader market-2.00-1.000.001.002.003.00
CW: 1.03
DCI: -0.35
The chart of Sortino ratio for CW, currently valued at 1.46, compared to the broader market-6.00-4.00-2.000.002.004.00
CW: 1.46
DCI: -0.33
The chart of Omega ratio for CW, currently valued at 1.22, compared to the broader market0.501.001.502.00
CW: 1.22
DCI: 0.96
The chart of Calmar ratio for CW, currently valued at 1.25, compared to the broader market0.001.002.003.004.005.00
CW: 1.25
DCI: -0.34
The chart of Martin ratio for CW, currently valued at 3.67, compared to the broader market-5.000.005.0010.0015.0020.00
CW: 3.67
DCI: -0.97

The current CW Sharpe Ratio is 1.03, which is higher than the DCI Sharpe Ratio of -0.35. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
1.03
-0.35
CW
DCI

Dividends

CW vs. DCI - Dividend Comparison

CW's dividend yield for the trailing twelve months is around 0.25%, less than DCI's 1.65% yield.


TTM20242023202220212020201920182017201620152014
CW
Curtiss-Wright Corporation
0.25%0.23%0.35%0.45%0.51%0.58%0.47%0.59%0.46%0.53%0.76%0.74%
DCI
Donaldson Company, Inc.
1.65%1.57%1.50%1.55%1.47%1.50%1.42%1.73%1.45%1.65%2.36%1.64%

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. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-13.04%
-15.58%
CW
DCI

Volatility

CW vs. DCI - Volatility Comparison

Curtiss-Wright Corporation (CW) has a higher volatility of 15.70% compared to Donaldson Company, Inc. (DCI) at 13.59%. 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
15.70%
13.59%
CW
DCI

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


Values in USD except per share items