PortfoliosLab logoPortfoliosLab logo
ESAB vs. ADT
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ESAB vs. ADT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ESAB Corp (ESAB) and ADT Inc. (ADT). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, ESAB achieves a -8.36% return, which is significantly higher than ADT's -16.97% return.


ESAB

1D
-3.69%
1M
11.38%
YTD
-8.36%
6M
-10.72%
1Y
-11.23%
3Y*
17.77%
5Y*
10Y*

ADT

1D
0.15%
1M
-4.67%
YTD
-16.97%
6M
-17.58%
1Y
-16.69%
3Y*
7.04%
5Y*
-7.05%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ESAB vs. ADT - Yearly Performance Comparison


2026 (YTD)2025202420232022
ESAB
ESAB Corp
-8.36%-6.55%38.86%85.23%-5.81%
ADT
ADT Inc.
-16.97%20.02%4.53%-23.14%18.90%

Correlation

The correlation between ESAB and ADT is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.40

Correlation (3Y)
Calculated over the trailing 3-year period

0.38

Correlation (All Time)
Calculated using the full available price history since Apr 5, 2022

0.42

Fundamentals

EPS

ESAB:

$4.52

ADT:

$0.73

PE Ratio

ESAB:

22.63

ADT:

9.05

PEG Ratio

ESAB:

1.07K

ADT:

0.24

PS Ratio

ESAB:

1.61

ADT:

1.10

Total Revenue (TTM)

ESAB:

$2.91B

ADT:

$5.14B

Gross Profit (TTM)

ESAB:

$1.03B

ADT:

$4.55B

EBITDA (TTM)

ESAB:

$456.09M

ADT:

$2.46B

Compare stocks, funds, or ETFs

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


Return for Risk

ESAB vs. ADT — Risk / Return Rank

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

ESAB
ESAB Risk / Return Rank: 3131
Overall Rank
ESAB Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
ESAB Sortino Ratio Rank: 2929
Sortino Ratio Rank
ESAB Omega Ratio Rank: 2929
Omega Ratio Rank
ESAB Calmar Ratio Rank: 3333
Calmar Ratio Rank
ESAB Martin Ratio Rank: 3131
Martin Ratio Rank

ADT
ADT Risk / Return Rank: 1616
Overall Rank
ADT Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
ADT Sortino Ratio Rank: 1717
Sortino Ratio Rank
ADT Omega Ratio Rank: 1616
Omega Ratio Rank
ADT Calmar Ratio Rank: 1919
Calmar Ratio Rank
ADT Martin Ratio Rank: 1212
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.

ESAB vs. ADT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ESAB Corp (ESAB) and ADT Inc. (ADT). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ESABADTDifference
Sharpe ratioReturn per unit of total volatility

+0.37

Sortino ratioReturn per unit of downside risk

+0.60

Omega ratioGain probability vs. loss probability

0.99

0.90

+0.09

Calmar ratioReturn relative to maximum drawdown

-0.29

-0.62

+0.33

Martin ratioReturn relative to average drawdown

-0.60

-1.26

+0.66

ESAB vs. ADT - Sharpe Ratio Comparison

The current ESAB Sharpe Ratio is -0.26, which is higher than the ADT Sharpe Ratio of -0.63. The chart below compares the historical Sharpe Ratios of ESAB and ADT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

ESAB vs. ADT - Drawdown Comparison

The maximum ESAB drawdown since its inception was -41.08%, smaller than the maximum ADT drawdown of -67.19%. Use the drawdown chart below to compare losses from any high point for ESAB and ADT.


Loading charts...

Drawdown Indicators


ESABADTDifference

Max Drawdown

Largest peak-to-trough decline

-41.08%

-67.19%

+26.11%

Max Drawdown (1Y)

Largest decline over 1 year

-38.43%

-26.80%

-11.63%

Max Drawdown (3Y)

Largest decline over 3 years

-38.43%

-26.80%

-11.63%

Max Drawdown (5Y)

Largest decline over 5 years

-52.17%

Current Drawdown

Current decline from peak

-24.06%

-43.83%

+19.77%

Average Drawdown

Average peak-to-trough decline

-11.35%

-38.93%

+27.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.71%

13.22%

+5.49%

Volatility

ESAB vs. ADT - Volatility Comparison

ESAB Corp (ESAB) has a higher volatility of 16.15% compared to ADT Inc. (ADT) at 6.20%. This indicates that ESAB's price experiences larger fluctuations and is considered to be riskier than ADT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


ESABADTDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.15%

6.20%

+9.95%

Volatility (6M)

Calculated over the trailing 6-month period

33.65%

21.67%

+11.98%

Volatility (1Y)

Calculated over the trailing 1-year period

43.53%

26.77%

+16.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.33%

37.69%

-0.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.33%

48.11%

-10.78%

Dividends

ESAB vs. ADT - Dividend Comparison

ESAB's dividend yield for the trailing twelve months is around 0.39%, less than ADT's 3.34% yield.


PositionTTM20252024202320222021202020192018
ADT
ADT Inc.
3.34%2.73%3.18%2.05%1.54%1.66%1.78%10.59%2.33%
ESAB
ESAB Corp
0.39%0.34%0.25%0.27%0.32%0.00%0.00%0.00%0.00%

Financials

ESAB vs. ADT - Financials Comparison

This section allows you to compare key financial metrics between ESAB Corp and ADT 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


600.00M800.00M1.00B1.20B1.40B1.60B20222023202420252026
745.60M
1.28B
(ESAB) Total Revenue
(ADT) Total Revenue
Values in USD except per share items

ESAB vs. ADT - Profitability Comparison

The chart below illustrates the profitability comparison between ESAB Corp and ADT Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%40.0%50.0%60.0%70.0%80.0%20222023202420252026
36.9%
81.0%
Portfolio components
ESAB - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, ESAB Corp reported a gross profit of 275.11M and revenue of 745.60M. Therefore, the gross margin over that period was 36.9%.

ADT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, ADT Inc. reported a gross profit of 1.04B and revenue of 1.28B. Therefore, the gross margin over that period was 81.0%.

ESAB - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, ESAB Corp reported an operating income of 90.48M and revenue of 745.60M, resulting in an operating margin of 12.1%.

ADT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, ADT Inc. reported an operating income of 325.00M and revenue of 1.28B, resulting in an operating margin of 25.4%.

ESAB - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, ESAB Corp reported a net income of 47.64M and revenue of 745.60M, resulting in a net margin of 6.4%.

ADT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, ADT Inc. reported a net income of 168.00M and revenue of 1.28B, resulting in a net margin of 13.1%.


Frequently Asked Questions


ESAB and ADT have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ESAB has higher volatility (16.15%) compared to ADT (6.20%). In terms of maximum drawdown, ESAB dropped -41.08% vs ADT's -67.19%.

ESAB currently has the higher Sharpe Ratio (-0.26 vs -0.63), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for ESAB and ADT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer