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EMR vs. MMM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

EMR vs. MMM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Emerson Electric Co. (EMR) and 3M Company (MMM). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
13.61%
28.20%
EMR
MMM

Returns By Period

In the year-to-date period, EMR achieves a 35.14% return, which is significantly lower than MMM's 44.71% return. Over the past 10 years, EMR has outperformed MMM with an annualized return of 10.06%, while MMM has yielded a comparatively lower 2.96% annualized return.


EMR

YTD

35.14%

1M

17.41%

6M

13.61%

1Y

48.46%

5Y (annualized)

14.57%

10Y (annualized)

10.06%

MMM

YTD

44.71%

1M

-4.69%

6M

28.20%

1Y

68.31%

5Y (annualized)

2.24%

10Y (annualized)

2.96%

Fundamentals


EMRMMM
Market Cap$73.61B$69.81B
EPS$2.82$9.59
PE Ratio45.7813.33
PEG Ratio2.301.90
Total Revenue (TTM)$17.49B$28.57B
Gross Profit (TTM)$5.35B$12.31B
EBITDA (TTM)$3.47B$6.89B

Key characteristics


EMRMMM
Sharpe Ratio1.851.97
Sortino Ratio2.813.38
Omega Ratio1.391.48
Calmar Ratio2.841.21
Martin Ratio7.8410.84
Ulcer Index6.14%6.14%
Daily Std Dev26.03%33.77%
Max Drawdown-56.14%-59.10%
Current Drawdown-0.41%-23.22%

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Correlation

-0.50.00.51.00.5

The correlation between EMR and MMM is 0.50, 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.

Risk-Adjusted Performance

EMR vs. MMM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Emerson Electric Co. (EMR) and 3M Company (MMM). 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 EMR, currently valued at 1.85, compared to the broader market-4.00-2.000.002.004.001.851.97
The chart of Sortino ratio for EMR, currently valued at 2.81, compared to the broader market-4.00-2.000.002.004.002.813.38
The chart of Omega ratio for EMR, currently valued at 1.39, compared to the broader market0.501.001.502.001.391.48
The chart of Calmar ratio for EMR, currently valued at 2.84, compared to the broader market0.002.004.006.002.841.21
The chart of Martin ratio for EMR, currently valued at 7.84, compared to the broader market-10.000.0010.0020.0030.007.8410.84
EMR
MMM

The current EMR Sharpe Ratio is 1.85, which is comparable to the MMM Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of EMR and MMM, 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 Ratio0.000.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.85
1.97
EMR
MMM

Dividends

EMR vs. MMM - Dividend Comparison

EMR's dividend yield for the trailing twelve months is around 1.63%, less than MMM's 2.63% yield.


TTM20232022202120202019201820172016201520142013
EMR
Emerson Electric Co.
1.63%2.14%2.15%2.18%2.49%2.58%3.26%2.76%3.42%3.94%2.85%2.37%
MMM
3M Company
2.63%5.49%4.97%3.33%3.36%3.26%2.86%2.00%2.49%2.72%2.08%1.81%

Drawdowns

EMR vs. MMM - Drawdown Comparison

The maximum EMR drawdown since its inception was -56.14%, smaller than the maximum MMM drawdown of -59.10%. Use the drawdown chart below to compare losses from any high point for EMR and MMM. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.41%
-23.22%
EMR
MMM

Volatility

EMR vs. MMM - Volatility Comparison

Emerson Electric Co. (EMR) has a higher volatility of 10.49% compared to 3M Company (MMM) at 9.17%. This indicates that EMR's price experiences larger fluctuations and is considered to be riskier than MMM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
10.49%
9.17%
EMR
MMM

Financials

EMR vs. MMM - Financials Comparison

This section allows you to compare key financial metrics between Emerson Electric Co. and 3M Company. 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