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

Correlation

The correlation between DCI and AMSC is 0.26, 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.


-0.50.00.51.00.3

Performance

DCI vs. AMSC - Performance Comparison

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

-40.00%-30.00%-20.00%-10.00%0.00%10.00%20.00%30.00%AugustSeptemberOctoberNovemberDecember2025
-2.99%
-2.54%
DCI
AMSC

Key characteristics

Sharpe Ratio

DCI:

0.76

AMSC:

1.94

Sortino Ratio

DCI:

1.12

AMSC:

2.76

Omega Ratio

DCI:

1.15

AMSC:

1.32

Calmar Ratio

DCI:

1.00

AMSC:

1.74

Martin Ratio

DCI:

3.09

AMSC:

8.08

Ulcer Index

DCI:

4.77%

AMSC:

21.24%

Daily Std Dev

DCI:

19.48%

AMSC:

88.44%

Max Drawdown

DCI:

-56.90%

AMSC:

-99.57%

Current Drawdown

DCI:

-8.89%

AMSC:

-95.98%

Fundamentals

Market Cap

DCI:

$8.49B

AMSC:

$1.10B

EPS

DCI:

$3.44

AMSC:

-$0.03

PEG Ratio

DCI:

2.26

AMSC:

-0.06

Total Revenue (TTM)

DCI:

$3.64B

AMSC:

$136.79M

Gross Profit (TTM)

DCI:

$1.29B

AMSC:

$38.27M

EBITDA (TTM)

DCI:

$656.30M

AMSC:

$6.36M

Returns By Period

In the year-to-date period, DCI achieves a 5.49% return, which is significantly lower than AMSC's 12.91% return. Over the past 10 years, DCI has underperformed AMSC with an annualized return of 8.57%, while AMSC has yielded a comparatively higher 16.29% annualized return.


DCI

YTD

5.49%

1M

4.06%

6M

-1.34%

1Y

12.52%

5Y*

6.59%

10Y*

8.57%

AMSC

YTD

12.91%

1M

15.20%

6M

5.94%

1Y

187.59%

5Y*

28.76%

10Y*

16.29%

*Annualized

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Risk-Adjusted Performance

DCI vs. AMSC — Risk-Adjusted Performance Rank

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

DCI
The Risk-Adjusted Performance Rank of DCI is 6969
Overall Rank
The Sharpe Ratio Rank of DCI is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of DCI is 6262
Sortino Ratio Rank
The Omega Ratio Rank of DCI is 6262
Omega Ratio Rank
The Calmar Ratio Rank of DCI is 7979
Calmar Ratio Rank
The Martin Ratio Rank of DCI is 7373
Martin Ratio Rank

AMSC
The Risk-Adjusted Performance Rank of AMSC is 8989
Overall Rank
The Sharpe Ratio Rank of AMSC is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of AMSC is 9090
Sortino Ratio Rank
The Omega Ratio Rank of AMSC is 8585
Omega Ratio Rank
The Calmar Ratio Rank of AMSC is 8888
Calmar Ratio Rank
The Martin Ratio Rank of AMSC is 8888
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.

DCI vs. AMSC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Donaldson Company, Inc. (DCI) and American Superconductor Corporation (AMSC). 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 DCI, currently valued at 0.76, compared to the broader market-2.000.002.004.000.761.94
The chart of Sortino ratio for DCI, currently valued at 1.12, compared to the broader market-4.00-2.000.002.004.001.122.76
The chart of Omega ratio for DCI, currently valued at 1.15, compared to the broader market0.501.001.502.001.151.32
The chart of Calmar ratio for DCI, currently valued at 1.00, compared to the broader market0.002.004.006.001.001.74
The chart of Martin ratio for DCI, currently valued at 3.09, compared to the broader market-10.000.0010.0020.0030.003.098.08
DCI
AMSC

The current DCI Sharpe Ratio is 0.76, which is lower than the AMSC Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of DCI and AMSC, 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 Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
0.76
1.94
DCI
AMSC

Dividends

DCI vs. AMSC - Dividend Comparison

DCI's dividend yield for the trailing twelve months is around 1.49%, while AMSC has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
DCI
Donaldson Company, Inc.
1.49%1.57%1.50%1.55%1.47%1.50%1.42%1.73%1.45%1.65%2.36%1.64%
AMSC
American Superconductor Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

DCI vs. AMSC - Drawdown Comparison

The maximum DCI drawdown since its inception was -56.90%, smaller than the maximum AMSC drawdown of -99.57%. Use the drawdown chart below to compare losses from any high point for DCI and AMSC. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-8.89%
-95.98%
DCI
AMSC

Volatility

DCI vs. AMSC - Volatility Comparison

The current volatility for Donaldson Company, Inc. (DCI) is 6.24%, while American Superconductor Corporation (AMSC) has a volatility of 18.95%. This indicates that DCI experiences smaller price fluctuations and is considered to be less risky than AMSC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%AugustSeptemberOctoberNovemberDecember2025
6.24%
18.95%
DCI
AMSC

Financials

DCI vs. AMSC - Financials Comparison

This section allows you to compare key financial metrics between Donaldson Company, Inc. and American Superconductor 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


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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