PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FCEL vs. APD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between FCEL and APD is 0.23, 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.


-0.50.00.51.00.2

Performance

FCEL vs. APD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FuelCell Energy, Inc. (FCEL) and Air Products and Chemicals, Inc. (APD). The values are adjusted to include any dividend payments, if applicable.

-80.00%-60.00%-40.00%-20.00%0.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-57.14%
9.95%
FCEL
APD

Key characteristics

Sharpe Ratio

FCEL:

-0.76

APD:

0.42

Sortino Ratio

FCEL:

-1.52

APD:

0.74

Omega Ratio

FCEL:

0.84

APD:

1.12

Calmar Ratio

FCEL:

-0.79

APD:

0.37

Martin Ratio

FCEL:

-1.29

APD:

1.40

Ulcer Index

FCEL:

60.73%

APD:

8.42%

Daily Std Dev

FCEL:

102.98%

APD:

28.12%

Max Drawdown

FCEL:

-100.00%

APD:

-60.58%

Current Drawdown

FCEL:

-100.00%

APD:

-12.01%

Fundamentals

Market Cap

FCEL:

$214.76M

APD:

$67.76B

EPS

FCEL:

-$7.80

APD:

$17.24

PEG Ratio

FCEL:

-0.12

APD:

11.19

Total Revenue (TTM)

FCEL:

$62.81M

APD:

$12.10B

Gross Profit (TTM)

FCEL:

-$25.00M

APD:

$3.93B

EBITDA (TTM)

FCEL:

-$82.62M

APD:

$6.03B

Returns By Period

In the year-to-date period, FCEL achieves a -79.54% return, which is significantly lower than APD's 10.05% return. Over the past 10 years, FCEL has underperformed APD with an annualized return of -48.13%, while APD has yielded a comparatively higher 10.44% annualized return.


FCEL

YTD

-79.54%

1M

21.09%

6M

-57.49%

1Y

-77.58%

5Y*

-15.99%

10Y*

-48.13%

APD

YTD

10.05%

1M

-9.94%

6M

8.89%

1Y

11.28%

5Y*

7.20%

10Y*

10.44%

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

FCEL vs. APD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FuelCell Energy, Inc. (FCEL) and Air Products and Chemicals, Inc. (APD). 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 FCEL, currently valued at -0.76, compared to the broader market-4.00-2.000.002.00-0.760.42
The chart of Sortino ratio for FCEL, currently valued at -1.52, compared to the broader market-4.00-2.000.002.004.00-1.520.74
The chart of Omega ratio for FCEL, currently valued at 0.84, compared to the broader market0.501.001.502.000.841.12
The chart of Calmar ratio for FCEL, currently valued at -0.79, compared to the broader market0.002.004.006.00-0.790.37
The chart of Martin ratio for FCEL, currently valued at -1.29, compared to the broader market0.0010.0020.00-1.291.40
FCEL
APD

The current FCEL Sharpe Ratio is -0.76, which is lower than the APD Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of FCEL and APD, 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 Ratio-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.76
0.42
FCEL
APD

Dividends

FCEL vs. APD - Dividend Comparison

FCEL has not paid dividends to shareholders, while APD's dividend yield for the trailing twelve months is around 2.39%.


TTM20232022202120202019201820172016201520142013
FCEL
FuelCell Energy, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
APD
Air Products and Chemicals, Inc.
2.39%2.56%2.10%1.97%1.96%1.97%2.75%2.32%1.33%0.19%0.16%0.19%

Drawdowns

FCEL vs. APD - Drawdown Comparison

The maximum FCEL drawdown since its inception was -100.00%, which is greater than APD's maximum drawdown of -60.58%. Use the drawdown chart below to compare losses from any high point for FCEL and APD. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-100.00%
-12.01%
FCEL
APD

Volatility

FCEL vs. APD - Volatility Comparison

FuelCell Energy, Inc. (FCEL) has a higher volatility of 32.89% compared to Air Products and Chemicals, Inc. (APD) at 4.49%. This indicates that FCEL's price experiences larger fluctuations and is considered to be riskier than APD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%50.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
32.89%
4.49%
FCEL
APD

Financials

FCEL vs. APD - Financials Comparison

This section allows you to compare key financial metrics between FuelCell Energy, Inc. and Air Products and Chemicals, 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


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab