EMR vs. CW

In the year-to-date period, EMR achieves a 32.71% return, which is significantly lower than CW's 61.21% return. Over the past 10 years, EMR has underperformed CW with an annualized return of 10.10%, while CW has yielded a comparatively higher 18.38% annualized return.

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

The current EMR Sharpe Ratio is 1.81, which is lower than the CW Sharpe Ratio of 3.10. The chart below compares the historical Sharpe Ratios of EMR and CW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

EMR's dividend yield for the trailing twelve months is around 1.66%, more than CW's 0.23% yield.

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

Emerson Electric Co. (EMR) and Curtiss-Wright Corporation (CW) have volatilities of 10.54% and 10.51%, 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.

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