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ERIE vs. WAB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ERIE and WAB is 0.37, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

ERIE vs. WAB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Erie Indemnity Company (ERIE) and Westinghouse Air Brake Technologies Corporation (WAB). The values are adjusted to include any dividend payments, if applicable.

2,000.00%3,000.00%4,000.00%5,000.00%6,000.00%NovemberDecember2025FebruaryMarchApril
4,787.95%
2,750.31%
ERIE
WAB

Key characteristics

Sharpe Ratio

ERIE:

-0.15

WAB:

0.83

Sortino Ratio

ERIE:

0.01

WAB:

1.29

Omega Ratio

ERIE:

1.00

WAB:

1.19

Calmar Ratio

ERIE:

-0.15

WAB:

1.04

Martin Ratio

ERIE:

-0.28

WAB:

3.24

Ulcer Index

ERIE:

17.61%

WAB:

7.56%

Daily Std Dev

ERIE:

32.71%

WAB:

27.77%

Max Drawdown

ERIE:

-50.74%

WAB:

-71.84%

Current Drawdown

ERIE:

-32.97%

WAB:

-12.19%

Fundamentals

Market Cap

ERIE:

$18.92B

WAB:

$31.72B

EPS

ERIE:

$11.49

WAB:

$6.39

PE Ratio

ERIE:

31.49

WAB:

28.80

PEG Ratio

ERIE:

3.05

WAB:

3.92

PS Ratio

ERIE:

4.85

WAB:

3.02

PB Ratio

ERIE:

9.15

WAB:

3.04

Total Revenue (TTM)

ERIE:

$3.32B

WAB:

$10.50B

Gross Profit (TTM)

ERIE:

$1.70B

WAB:

$3.31B

EBITDA (TTM)

ERIE:

$524.63M

WAB:

$1.91B

Returns By Period

In the year-to-date period, ERIE achieves a -11.62% return, which is significantly lower than WAB's -2.81% return. Over the past 10 years, ERIE has outperformed WAB with an annualized return of 18.55%, while WAB has yielded a comparatively lower 7.35% annualized return.


ERIE

YTD

-11.62%

1M

-13.45%

6M

-17.95%

1Y

-4.01%

5Y*

17.34%

10Y*

18.55%

WAB

YTD

-2.81%

1M

-1.55%

6M

-2.28%

1Y

12.50%

5Y*

28.47%

10Y*

7.35%

*Annualized

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Risk-Adjusted Performance

ERIE vs. WAB — Risk-Adjusted Performance Rank

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

ERIE
The Risk-Adjusted Performance Rank of ERIE is 4242
Overall Rank
The Sharpe Ratio Rank of ERIE is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of ERIE is 3838
Sortino Ratio Rank
The Omega Ratio Rank of ERIE is 3838
Omega Ratio Rank
The Calmar Ratio Rank of ERIE is 4343
Calmar Ratio Rank
The Martin Ratio Rank of ERIE is 4747
Martin Ratio Rank

WAB
The Risk-Adjusted Performance Rank of WAB is 7979
Overall Rank
The Sharpe Ratio Rank of WAB is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of WAB is 7474
Sortino Ratio Rank
The Omega Ratio Rank of WAB is 7676
Omega Ratio Rank
The Calmar Ratio Rank of WAB is 8585
Calmar Ratio Rank
The Martin Ratio Rank of WAB is 8181
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.

ERIE vs. WAB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Erie Indemnity Company (ERIE) and Westinghouse Air Brake Technologies Corporation (WAB). 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 chart of Sharpe ratio for ERIE, currently valued at -0.15, compared to the broader market-2.00-1.000.001.002.003.00
ERIE: -0.15
WAB: 0.83
The chart of Sortino ratio for ERIE, currently valued at 0.01, compared to the broader market-6.00-4.00-2.000.002.004.00
ERIE: 0.01
WAB: 1.29
The chart of Omega ratio for ERIE, currently valued at 1.00, compared to the broader market0.501.001.502.00
ERIE: 1.00
WAB: 1.19
The chart of Calmar ratio for ERIE, currently valued at -0.15, compared to the broader market0.001.002.003.004.005.00
ERIE: -0.15
WAB: 1.04
The chart of Martin ratio for ERIE, currently valued at -0.28, compared to the broader market-5.000.005.0010.0015.0020.00
ERIE: -0.28
WAB: 3.24

The current ERIE Sharpe Ratio is -0.15, which is lower than the WAB Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of ERIE and WAB, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.15
0.83
ERIE
WAB

Dividends

ERIE vs. WAB - Dividend Comparison

ERIE's dividend yield for the trailing twelve months is around 1.46%, more than WAB's 0.46% yield.


TTM20242023202220212020201920182017201620152014
ERIE
Erie Indemnity Company
1.46%1.24%1.42%1.79%2.15%2.39%2.17%2.52%2.57%1.95%3.61%2.80%
WAB
Westinghouse Air Brake Technologies Corporation
0.46%0.42%0.54%0.60%0.52%0.66%0.62%0.68%0.54%0.43%0.39%0.23%

Drawdowns

ERIE vs. WAB - Drawdown Comparison

The maximum ERIE drawdown since its inception was -50.74%, smaller than the maximum WAB drawdown of -71.84%. Use the drawdown chart below to compare losses from any high point for ERIE and WAB. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-32.97%
-12.19%
ERIE
WAB

Volatility

ERIE vs. WAB - Volatility Comparison

Erie Indemnity Company (ERIE) and Westinghouse Air Brake Technologies Corporation (WAB) have volatilities of 17.04% and 17.06%, 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.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
17.04%
17.06%
ERIE
WAB

Financials

ERIE vs. WAB - Financials Comparison

This section allows you to compare key financial metrics between Erie Indemnity Company and Westinghouse Air Brake Technologies 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