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DANOY vs. RTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

DANOY vs. RTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Danone PK (DANOY) and Raytheon Technologies Corporation (RTX). The values are adjusted to include any dividend payments, if applicable.

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DANOY vs. RTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DANOY
Danone PK
-11.25%38.50%7.31%27.31%-12.04%-2.22%-17.69%21.25%-14.17%40.92%
RTX
Raytheon Technologies Corporation
5.53%61.44%40.76%-14.44%20.01%23.27%-7.70%43.82%-14.66%19.13%

Fundamentals

Market Cap

DANOY:

$51.73B

RTX:

$262.67B

EPS

DANOY:

$1.17

RTX:

$4.96

PE Ratio

DANOY:

13.69

RTX:

38.88

PEG Ratio

DANOY:

0.91

RTX:

1.54

PS Ratio

DANOY:

0.96

RTX:

2.95

PB Ratio

DANOY:

3.06

RTX:

4.03

Total Revenue (TTM)

DANOY:

$53.58B

RTX:

$88.60B

Gross Profit (TTM)

DANOY:

$20.60B

RTX:

$17.79B

EBITDA (TTM)

DANOY:

-$2.39B

RTX:

$13.63B

Returns By Period

In the year-to-date period, DANOY achieves a -11.25% return, which is significantly lower than RTX's 5.53% return. Over the past 10 years, DANOY has underperformed RTX with an annualized return of 5.18%, while RTX has yielded a comparatively higher 16.43% annualized return.


DANOY

1D
1.52%
1M
-6.65%
YTD
-11.25%
6M
-8.57%
1Y
7.50%
3Y*
12.29%
5Y*
6.55%
10Y*
5.18%

RTX

1D
3.07%
1M
-4.80%
YTD
5.53%
6M
16.12%
1Y
48.09%
3Y*
28.12%
5Y*
22.79%
10Y*
16.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

DANOY vs. RTX — Risk / Return Rank

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

DANOY
DANOY Risk / Return Rank: 5050
Overall Rank
DANOY Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
DANOY Sortino Ratio Rank: 4545
Sortino Ratio Rank
DANOY Omega Ratio Rank: 4545
Omega Ratio Rank
DANOY Calmar Ratio Rank: 5252
Calmar Ratio Rank
DANOY Martin Ratio Rank: 5454
Martin Ratio Rank

RTX
RTX Risk / Return Rank: 8888
Overall Rank
RTX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
RTX Sortino Ratio Rank: 8383
Sortino Ratio Rank
RTX Omega Ratio Rank: 8787
Omega Ratio Rank
RTX Calmar Ratio Rank: 8888
Calmar Ratio Rank
RTX Martin Ratio Rank: 9494
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.

DANOY vs. RTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Danone PK (DANOY) and Raytheon Technologies Corporation (RTX). 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.


DANOYRTXDifference

Sharpe ratio

Return per unit of total volatility

0.33

1.73

-1.40

Sortino ratio

Return per unit of downside risk

0.62

2.25

-1.63

Omega ratio

Gain probability vs. loss probability

1.08

1.35

-0.27

Calmar ratio

Return relative to maximum drawdown

0.45

3.36

-2.91

Martin ratio

Return relative to average drawdown

1.17

14.15

-12.98

DANOY vs. RTX - Sharpe Ratio Comparison

The current DANOY Sharpe Ratio is 0.33, which is lower than the RTX Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of DANOY and RTX, 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


DANOYRTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.33

1.73

-1.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.97

-0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.24

0.60

-0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.44

-0.33

Correlation

The correlation between DANOY and RTX is 0.32, 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

DANOY vs. RTX - Dividend Comparison

DANOY's dividend yield for the trailing twelve months is around 2.94%, more than RTX's 1.41% yield.


TTM20252024202320222021202020192018201720162015
DANOY
Danone PK
2.94%2.61%3.40%3.36%3.98%3.77%3.61%2.62%3.32%4.78%5.83%2.42%
RTX
Raytheon Technologies Corporation
1.41%1.46%2.14%2.76%2.14%2.33%21.21%1.96%2.66%2.13%2.39%2.66%

Drawdowns

DANOY vs. RTX - Drawdown Comparison

The maximum DANOY drawdown since its inception was -53.64%, roughly equal to the maximum RTX drawdown of -55.14%. Use the drawdown chart below to compare losses from any high point for DANOY and RTX.


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Drawdown Indicators


DANOYRTXDifference

Max Drawdown

Largest peak-to-trough decline

-53.64%

-55.14%

+1.50%

Max Drawdown (1Y)

Largest decline over 1 year

-17.07%

-14.57%

-2.50%

Max Drawdown (5Y)

Largest decline over 5 years

-37.81%

-32.84%

-4.97%

Max Drawdown (10Y)

Largest decline over 10 years

-43.32%

-51.98%

+8.66%

Current Drawdown

Current decline from peak

-13.79%

-9.08%

-4.71%

Average Drawdown

Average peak-to-trough decline

-18.44%

-13.03%

-5.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.49%

3.46%

+3.03%

Volatility

DANOY vs. RTX - Volatility Comparison

Danone PK (DANOY) and Raytheon Technologies Corporation (RTX) have volatilities of 7.58% and 7.24%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DANOYRTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.58%

7.24%

+0.34%

Volatility (6M)

Calculated over the trailing 6-month period

17.10%

18.20%

-1.10%

Volatility (1Y)

Calculated over the trailing 1-year period

23.10%

27.98%

-4.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.52%

23.54%

-3.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.47%

27.57%

-6.10%

Financials

DANOY vs. RTX - Financials Comparison

This section allows you to compare key financial metrics between Danone PK and Raytheon Technologies Corporation. 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


12.00B14.00B16.00B18.00B20.00B22.00B24.00B20212022202320242025
12.47B
24.24B
(DANOY) Total Revenue
(RTX) Total Revenue
Values in USD except per share items

DANOY vs. RTX - Profitability Comparison

The chart below illustrates the profitability comparison between Danone PK and Raytheon Technologies Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%10.0%20.0%30.0%40.0%50.0%202120222023202420250
19.5%
Portfolio components
DANOY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Danone PK reported a gross profit of 0.00 and revenue of 12.47B. Therefore, the gross margin over that period was 0.0%.

RTX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Raytheon Technologies Corporation reported a gross profit of 4.72B and revenue of 24.24B. Therefore, the gross margin over that period was 19.5%.

DANOY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Danone PK reported an operating income of -9.61B and revenue of 12.47B, resulting in an operating margin of -77.0%.

RTX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Raytheon Technologies Corporation reported an operating income of 2.31B and revenue of 24.24B, resulting in an operating margin of 9.5%.

DANOY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Danone PK reported a net income of 712.01M and revenue of 12.47B, resulting in a net margin of 5.7%.

RTX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Raytheon Technologies Corporation reported a net income of 1.62B and revenue of 24.24B, resulting in a net margin of 6.7%.