CW vs. DCI
Compare and contrast key facts about Curtiss-Wright Corporation (CW) and Donaldson Company, Inc. (DCI).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CW or DCI.
Key characteristics
| CW | DCI | |
|---|---|---|
| YTD Return | 62.11% | 16.86% |
| 1Y Return | 74.18% | 28.92% |
| 3Y Return (Ann) | 39.17% | 8.87% |
| 5Y Return (Ann) | 21.58% | 7.72% |
| 10Y Return (Ann) | 18.56% | 7.67% |
| Sharpe Ratio | 3.70 | 1.57 |
| Sortino Ratio | 4.68 | 2.26 |
| Omega Ratio | 1.64 | 1.27 |
| Calmar Ratio | 7.73 | 2.34 |
| Martin Ratio | 31.24 | 9.81 |
| Ulcer Index | 2.48% | 2.92% |
| Daily Std Dev | 20.91% | 18.24% |
| Max Drawdown | -59.19% | -56.90% |
| Current Drawdown | -1.09% | -0.25% |
Fundamentals
| CW | DCI | |
|---|---|---|
| Market Cap | $13.28B | $8.91B |
| EPS | $10.61 | $3.41 |
| PE Ratio | 32.99 | 21.81 |
| PEG Ratio | 2.71 | 2.39 |
| Total Revenue (TTM) | $3.08B | $2.74B |
| Gross Profit (TTM) | $1.14B | $965.80M |
| EBITDA (TTM) | $627.98M | $493.60M |
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.
Performance
CW vs. DCI - Performance Comparison
In the year-to-date period, CW achieves a 62.11% return, which is significantly higher than DCI's 16.86% return. Over the past 10 years, CW has outperformed DCI with an annualized return of 18.56%, while DCI has yielded a comparatively lower 7.67% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
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.
Dividends
CW vs. DCI - Dividend Comparison
CW's dividend yield for the trailing twelve months is around 0.23%, less than DCI's 1.38% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CW Curtiss-Wright Corporation | 0.23% | 0.35% | 0.45% | 0.51% | 0.58% | 0.47% | 0.59% | 0.46% | 0.53% | 0.76% | 0.74% | 0.63% |
DCI Donaldson Company, Inc. | 1.38% | 1.50% | 1.55% | 1.47% | 1.50% | 1.42% | 1.73% | 1.45% | 1.65% | 2.36% | 1.64% | 1.15% |
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.
Volatility
CW vs. DCI - Volatility Comparison
Curtiss-Wright Corporation (CW) has a higher volatility of 7.63% compared to Donaldson Company, Inc. (DCI) at 4.42%. 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.
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.
Total Revenue: Total amount of money received from sales and other business activities