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

Performance

FAST vs. EMR - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
24.08%
13.61%
FAST
EMR

Returns By Period

In the year-to-date period, FAST achieves a 29.17% return, which is significantly lower than EMR's 35.14% return. Over the past 10 years, FAST has outperformed EMR with an annualized return of 16.87%, while EMR has yielded a comparatively lower 10.06% annualized return.


FAST

YTD

29.17%

1M

5.75%

6M

24.08%

1Y

38.70%

5Y (annualized)

21.27%

10Y (annualized)

16.87%

EMR

YTD

35.14%

1M

17.41%

6M

13.61%

1Y

48.46%

5Y (annualized)

14.57%

10Y (annualized)

10.06%

Fundamentals


FASTEMR
Market Cap$46.77B$73.61B
EPS$2.01$2.82
PEG Ratio4.472.30
Total Revenue (TTM)$7.48B$17.49B
Gross Profit (TTM)$3.26B$5.35B
EBITDA (TTM)$1.69B$3.47B

Key characteristics


FASTEMR
Sharpe Ratio1.651.85
Sortino Ratio2.642.81
Omega Ratio1.351.39
Calmar Ratio1.882.84
Martin Ratio3.827.84
Ulcer Index10.00%6.14%
Daily Std Dev23.11%26.03%
Max Drawdown-63.43%-56.14%
Current Drawdown-3.00%-0.41%

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Correlation

-0.50.00.51.00.4

The correlation between FAST and EMR is 0.41, 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

FAST vs. EMR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fastenal Company (FAST) and Emerson Electric Co. (EMR). 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 FAST, currently valued at 1.65, compared to the broader market-4.00-2.000.002.004.001.651.85
The chart of Sortino ratio for FAST, currently valued at 2.64, compared to the broader market-4.00-2.000.002.004.002.642.81
The chart of Omega ratio for FAST, currently valued at 1.35, compared to the broader market0.501.001.502.001.351.39
The chart of Calmar ratio for FAST, currently valued at 1.88, compared to the broader market0.002.004.006.001.882.84
The chart of Martin ratio for FAST, currently valued at 3.82, compared to the broader market-10.000.0010.0020.0030.003.827.84
FAST
EMR

The current FAST Sharpe Ratio is 1.65, which is comparable to the EMR Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of FAST and EMR, 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 Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.65
1.85
FAST
EMR

Dividends

FAST vs. EMR - Dividend Comparison

FAST's dividend yield for the trailing twelve months is around 2.37%, more than EMR's 1.63% yield.


TTM20232022202120202019201820172016201520142013
FAST
Fastenal Company
2.37%2.75%2.62%1.75%2.87%2.35%2.95%2.34%2.55%2.74%2.10%1.68%
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%

Drawdowns

FAST vs. EMR - Drawdown Comparison

The maximum FAST drawdown since its inception was -63.43%, which is greater than EMR's maximum drawdown of -56.14%. Use the drawdown chart below to compare losses from any high point for FAST and EMR. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.00%
-0.41%
FAST
EMR

Volatility

FAST vs. EMR - Volatility Comparison

The current volatility for Fastenal Company (FAST) is 7.62%, while Emerson Electric Co. (EMR) has a volatility of 10.49%. This indicates that FAST experiences smaller price fluctuations and is considered to be less risky than EMR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
7.62%
10.49%
FAST
EMR

Financials

FAST vs. EMR - Financials Comparison

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