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

Correlation

The correlation between CW and EMR 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.


-0.50.00.51.00.4

Performance

CW vs. EMR - Performance Comparison

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

5,000.00%10,000.00%15,000.00%20,000.00%JulyAugustSeptemberOctoberNovemberDecember
17,749.38%
4,112.45%
CW
EMR

Key characteristics

Sharpe Ratio

CW:

2.37

EMR:

1.14

Sortino Ratio

CW:

2.98

EMR:

1.84

Omega Ratio

CW:

1.43

EMR:

1.25

Calmar Ratio

CW:

5.04

EMR:

1.76

Martin Ratio

CW:

18.88

EMR:

4.82

Ulcer Index

CW:

3.04%

EMR:

6.19%

Daily Std Dev

CW:

24.20%

EMR:

26.14%

Max Drawdown

CW:

-59.19%

EMR:

-56.14%

Current Drawdown

CW:

-11.41%

EMR:

-8.90%

Fundamentals

Market Cap

CW:

$13.83B

EMR:

$72.95B

EPS

CW:

$10.59

EMR:

$2.83

PE Ratio

CW:

34.42

EMR:

45.26

PEG Ratio

CW:

2.71

EMR:

2.30

Total Revenue (TTM)

CW:

$3.08B

EMR:

$17.49B

Gross Profit (TTM)

CW:

$1.14B

EMR:

$5.35B

EBITDA (TTM)

CW:

$680.05M

EMR:

$4.04B

Returns By Period

In the year-to-date period, CW achieves a 55.22% return, which is significantly higher than EMR's 28.11% return. Over the past 10 years, CW has outperformed EMR with an annualized return of 18.13%, while EMR has yielded a comparatively lower 10.03% annualized return.


CW

YTD

55.22%

1M

-2.28%

6M

23.93%

1Y

56.35%

5Y*

19.93%

10Y*

18.13%

EMR

YTD

28.11%

1M

-5.25%

6M

13.64%

1Y

30.24%

5Y*

12.56%

10Y*

10.03%

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Risk-Adjusted Performance

CW vs. EMR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Curtiss-Wright Corporation (CW) and Emerson Electric Co. (EMR). 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.


Sharpe ratio
The chart of Sharpe ratio for CW, currently valued at 2.37, compared to the broader market-4.00-2.000.002.002.371.14
The chart of Sortino ratio for CW, currently valued at 2.98, compared to the broader market-4.00-2.000.002.004.002.981.84
The chart of Omega ratio for CW, currently valued at 1.43, compared to the broader market0.501.001.502.001.431.25
The chart of Calmar ratio for CW, currently valued at 5.04, compared to the broader market0.002.004.006.005.041.76
The chart of Martin ratio for CW, currently valued at 18.88, compared to the broader market0.0010.0020.0018.884.82
CW
EMR

The current CW Sharpe Ratio is 2.37, which is higher than the EMR Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of CW and EMR, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
2.37
1.14
CW
EMR

Dividends

CW vs. EMR - Dividend Comparison

CW's dividend yield for the trailing twelve months is around 0.24%, less than EMR's 1.72% yield.


TTM20232022202120202019201820172016201520142013
CW
Curtiss-Wright Corporation
0.24%0.35%0.45%0.51%0.58%0.47%0.59%0.46%0.53%0.76%0.74%0.63%
EMR
Emerson Electric Co.
1.72%2.14%2.15%2.18%2.49%2.58%3.26%2.76%3.42%3.94%2.85%2.37%

Drawdowns

CW vs. EMR - Drawdown Comparison

The maximum CW drawdown since its inception was -59.19%, which is greater than EMR's maximum drawdown of -56.14%. Use the drawdown chart below to compare losses from any high point for CW and EMR. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.41%
-8.90%
CW
EMR

Volatility

CW vs. EMR - Volatility Comparison

Curtiss-Wright Corporation (CW) has a higher volatility of 10.96% compared to Emerson Electric Co. (EMR) at 6.25%. This indicates that CW's price experiences larger fluctuations and is considered to be riskier than EMR 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%JulyAugustSeptemberOctoberNovemberDecember
10.96%
6.25%
CW
EMR

Financials

CW vs. EMR - Financials Comparison

This section allows you to compare key financial metrics between Curtiss-Wright Corporation and Emerson Electric 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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