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

Correlation

The correlation between DCI and HWM is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

DCI vs. HWM - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%60.00%AugustSeptemberOctoberNovemberDecember2025
-6.36%
56.76%
DCI
HWM

Key characteristics

Sharpe Ratio

DCI:

0.56

HWM:

3.47

Sortino Ratio

DCI:

0.87

HWM:

4.79

Omega Ratio

DCI:

1.11

HWM:

1.65

Calmar Ratio

DCI:

0.74

HWM:

11.63

Martin Ratio

DCI:

2.33

HWM:

28.80

Ulcer Index

DCI:

4.69%

HWM:

4.17%

Daily Std Dev

DCI:

19.41%

HWM:

34.62%

Max Drawdown

DCI:

-56.90%

HWM:

-64.81%

Current Drawdown

DCI:

-11.35%

HWM:

0.00%

Fundamentals

Market Cap

DCI:

$8.26B

HWM:

$49.51B

EPS

DCI:

$3.44

HWM:

$2.60

PE Ratio

DCI:

20.10

HWM:

46.87

PEG Ratio

DCI:

2.20

HWM:

0.80

Total Revenue (TTM)

DCI:

$3.64B

HWM:

$5.54B

Gross Profit (TTM)

DCI:

$1.29B

HWM:

$1.57B

EBITDA (TTM)

DCI:

$656.30M

HWM:

$1.34B

Returns By Period

In the year-to-date period, DCI achieves a 2.64% return, which is significantly lower than HWM's 11.42% return.


DCI

YTD

2.64%

1M

-3.87%

6M

-6.36%

1Y

10.64%

5Y*

6.01%

10Y*

8.36%

HWM

YTD

11.42%

1M

7.57%

6M

56.76%

1Y

127.79%

5Y*

40.74%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

DCI vs. HWM — 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 6666
Overall Rank
The Sharpe Ratio Rank of DCI is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of DCI is 5959
Sortino Ratio Rank
The Omega Ratio Rank of DCI is 5959
Omega Ratio Rank
The Calmar Ratio Rank of DCI is 7676
Calmar Ratio Rank
The Martin Ratio Rank of DCI is 7171
Martin Ratio Rank

HWM
The Risk-Adjusted Performance Rank of HWM is 9999
Overall Rank
The Sharpe Ratio Rank of HWM is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of HWM is 9898
Sortino Ratio Rank
The Omega Ratio Rank of HWM is 9898
Omega Ratio Rank
The Calmar Ratio Rank of HWM is 100100
Calmar Ratio Rank
The Martin Ratio Rank of HWM is 9999
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. HWM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Donaldson Company, Inc. (DCI) and Howmet Aerospace Inc. (HWM). 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 0.56, compared to the broader market-2.000.002.000.563.47
The chart of Sortino ratio for DCI, currently valued at 0.87, compared to the broader market-4.00-2.000.002.004.000.874.79
The chart of Omega ratio for DCI, currently valued at 1.11, compared to the broader market0.501.001.502.001.111.65
The chart of Calmar ratio for DCI, currently valued at 0.74, compared to the broader market0.002.004.006.000.7411.63
The chart of Martin ratio for DCI, currently valued at 2.33, compared to the broader market-30.00-20.00-10.000.0010.0020.002.3328.80
DCI
HWM

The current DCI Sharpe Ratio is 0.56, which is lower than the HWM Sharpe Ratio of 3.47. The chart below compares the historical Sharpe Ratios of DCI and HWM, 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 Ratio0.001.002.003.004.005.00AugustSeptemberOctoberNovemberDecember2025
0.56
3.47
DCI
HWM

Dividends

DCI vs. HWM - Dividend Comparison

DCI's dividend yield for the trailing twelve months is around 1.53%, more than HWM's 0.21% yield.


TTM20242023202220212020201920182017201620152014
DCI
Donaldson Company, Inc.
1.53%1.57%1.50%1.55%1.47%1.50%1.42%1.73%1.45%1.65%2.36%1.64%
HWM
Howmet Aerospace Inc.
0.21%0.24%0.31%0.25%0.13%0.05%0.39%1.42%0.88%0.49%0.00%0.00%

Drawdowns

DCI vs. HWM - Drawdown Comparison

The maximum DCI drawdown since its inception was -56.90%, smaller than the maximum HWM drawdown of -64.81%. Use the drawdown chart below to compare losses from any high point for DCI and HWM. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-11.35%
0
DCI
HWM

Volatility

DCI vs. HWM - Volatility Comparison

The current volatility for Donaldson Company, Inc. (DCI) is 5.85%, while Howmet Aerospace Inc. (HWM) has a volatility of 8.24%. This indicates that DCI experiences smaller price fluctuations and is considered to be less risky than HWM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%AugustSeptemberOctoberNovemberDecember2025
5.85%
8.24%
DCI
HWM

Financials

DCI vs. HWM - Financials Comparison

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


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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