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DCI vs. AMSC
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

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.

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DCI vs. AMSC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DCI
Donaldson Company, Inc.
-4.01%33.71%4.62%12.80%0.96%7.56%-1.41%34.98%-9.95%18.17%
AMSC
American Superconductor Corporation
17.62%16.85%121.10%202.72%-66.18%-53.54%198.34%-29.60%207.16%-50.75%

Fundamentals

Market Cap

DCI:

$10.01B

AMSC:

$1.52B

EPS

DCI:

$3.19

AMSC:

$3.04

PE Ratio

DCI:

26.58

AMSC:

11.15

PS Ratio

DCI:

2.68

AMSC:

5.21

PB Ratio

DCI:

6.35

AMSC:

2.83

Total Revenue (TTM)

DCI:

$3.75B

AMSC:

$279.40M

Gross Profit (TTM)

DCI:

$1.29B

AMSC:

$85.47M

EBITDA (TTM)

DCI:

$596.10M

AMSC:

$20.09M

Returns By Period

In the year-to-date period, DCI achieves a -4.01% return, which is significantly lower than AMSC's 17.62% return. Over the past 10 years, DCI has underperformed AMSC with an annualized return of 12.01%, while AMSC has yielded a comparatively higher 15.42% annualized return.


DCI

1D
2.74%
1M
-8.51%
YTD
-4.01%
6M
4.30%
1Y
28.40%
3Y*
10.78%
5Y*
9.22%
10Y*
12.01%

AMSC

1D
5.09%
1M
3.90%
YTD
17.62%
6M
-43.00%
1Y
86.60%
3Y*
90.32%
5Y*
11.90%
10Y*
15.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

DCI vs. AMSC — Risk / Return Rank

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

DCI
DCI Risk / Return Rank: 7272
Overall Rank
DCI Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
DCI Sortino Ratio Rank: 7070
Sortino Ratio Rank
DCI Omega Ratio Rank: 7373
Omega Ratio Rank
DCI Calmar Ratio Rank: 6666
Calmar Ratio Rank
DCI Martin Ratio Rank: 7474
Martin Ratio Rank

AMSC
AMSC Risk / Return Rank: 7272
Overall Rank
AMSC Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
AMSC Sortino Ratio Rank: 7373
Sortino Ratio Rank
AMSC Omega Ratio Rank: 7676
Omega Ratio Rank
AMSC Calmar Ratio Rank: 7070
Calmar Ratio Rank
AMSC Martin Ratio Rank: 6464
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.

DCI vs. AMSC - Risk-Adjusted Trends 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.


DCIAMSCDifference

Sharpe ratio

Return per unit of total volatility

1.02

1.05

-0.03

Sortino ratio

Return per unit of downside risk

1.54

1.69

-0.15

Omega ratio

Gain probability vs. loss probability

1.23

1.25

-0.02

Calmar ratio

Return relative to maximum drawdown

1.13

1.31

-0.18

Martin ratio

Return relative to average drawdown

4.07

2.40

+1.67

DCI vs. AMSC - Sharpe Ratio Comparison

The current DCI Sharpe Ratio is 1.02, which is comparable to the AMSC Sharpe Ratio of 1.05. 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.


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Sharpe Ratios by Period


DCIAMSCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

1.05

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

0.14

+0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.20

+0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

-0.05

+0.56

Correlation

The correlation between DCI and AMSC is 0.27, 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

DCI vs. AMSC - Dividend Comparison

DCI's dividend yield for the trailing twelve months is around 1.41%, while AMSC has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
DCI
Donaldson Company, Inc.
1.41%1.32%1.57%1.50%1.55%1.47%1.50%1.42%1.73%1.45%1.65%2.36%
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.


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Drawdown Indicators


DCIAMSCDifference

Max Drawdown

Largest peak-to-trough decline

-56.90%

-99.57%

+42.67%

Max Drawdown (1Y)

Largest decline over 1 year

-25.08%

-61.08%

+36.00%

Max Drawdown (5Y)

Largest decline over 5 years

-32.20%

-82.94%

+50.74%

Max Drawdown (10Y)

Largest decline over 10 years

-42.72%

-89.06%

+46.34%

Current Drawdown

Current decline from peak

-23.03%

-95.11%

+72.08%

Average Drawdown

Average peak-to-trough decline

-11.03%

-75.66%

+64.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.97%

33.43%

-26.46%

Volatility

DCI vs. AMSC - Volatility Comparison

The current volatility for Donaldson Company, Inc. (DCI) is 7.16%, while American Superconductor Corporation (AMSC) has a volatility of 22.49%. 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.


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Volatility by Period


DCIAMSCDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.16%

22.49%

-15.33%

Volatility (6M)

Calculated over the trailing 6-month period

20.67%

69.27%

-48.60%

Volatility (1Y)

Calculated over the trailing 1-year period

28.08%

83.04%

-54.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.32%

88.39%

-65.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.86%

78.69%

-52.83%

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


0.00200.00M400.00M600.00M800.00M1.00B20222023202420252026
896.30M
74.53M
(DCI) Total Revenue
(AMSC) Total Revenue
Values in USD except per share items