PortfoliosLab logoPortfoliosLab logo
FELE vs. CW
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

FELE vs. CW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Electric Co., Inc. (FELE) and Curtiss-Wright Corporation (CW). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, FELE achieves a 5.22% return, which is significantly lower than CW's 33.17% return. Over the past 10 years, FELE has underperformed CW with an annualized return of 12.54%, while CW has yielded a comparatively higher 24.80% annualized return.


FELE

1D
2.60%
1M
0.81%
YTD
5.22%
6M
5.50%
1Y
18.03%
3Y*
2.25%
5Y*
5.06%
10Y*
12.54%

CW

1D
1.77%
1M
2.10%
YTD
33.17%
6M
36.99%
1Y
64.54%
3Y*
64.18%
5Y*
42.85%
10Y*
24.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FELE vs. CW - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FELE
Franklin Electric Co., Inc.
5.22%-0.86%1.82%22.38%-14.85%37.80%22.08%35.26%-5.61%19.21%
CW
Curtiss-Wright Corporation
33.17%55.66%59.73%33.98%21.03%19.86%-16.83%38.70%-15.79%24.56%

Correlation

The correlation between FELE and CW is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.33

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

0.40

Correlation (5Y)
Calculated over the trailing 5-year period

0.47

Correlation (10Y)
Calculated over the trailing 10-year period

0.54

Correlation (All Time)
Calculated using the full available price history since Mar 27, 1990

0.38

The correlation between FELE and CW shifts across timeframes, from 0.33 (1 year) to 0.54 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS

FELE:

$4.40

CW:

$13.64

PE Ratio

FELE:

22.72

CW:

53.81

PEG Ratio

FELE:

36.23

CW:

2.94

PS Ratio

FELE:

1.57

CW:

7.63

Total Revenue (TTM)

FELE:

$2.18B

CW:

$3.61B

Gross Profit (TTM)

FELE:

$766.99M

CW:

$1.34B

EBITDA (TTM)

FELE:

$258.17M

CW:

$745.31M

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

FELE vs. CW — Risk / Return Rank

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

FELE
FELE Risk / Return Rank: 5959
Overall Rank
FELE Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
FELE Sortino Ratio Rank: 5353
Sortino Ratio Rank
FELE Omega Ratio Rank: 5656
Omega Ratio Rank
FELE Calmar Ratio Rank: 6060
Calmar Ratio Rank
FELE Martin Ratio Rank: 6262
Martin Ratio Rank

CW
CW Risk / Return Rank: 8787
Overall Rank
CW Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
CW Sortino Ratio Rank: 8282
Sortino Ratio Rank
CW Omega Ratio Rank: 8282
Omega Ratio Rank
CW Calmar Ratio Rank: 9191
Calmar Ratio Rank
CW Martin Ratio Rank: 9292
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.

FELE vs. CW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Electric Co., Inc. (FELE) and Curtiss-Wright Corporation (CW). 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.


FELECWDifference

Sharpe ratio

Return per unit of total volatility

0.66

1.99

-1.33

Sortino ratio

Return per unit of downside risk

1.01

2.53

-1.52

Omega ratio

Gain probability vs. loss probability

1.14

1.33

-0.19

Calmar ratio

Return relative to maximum drawdown

0.94

5.00

-4.07

Martin ratio

Return relative to average drawdown

2.41

14.59

-12.18

FELE vs. CW - Sharpe Ratio Comparison

The current FELE Sharpe Ratio is 0.66, which is lower than the CW Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of FELE and CW, 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...

Sharpe Ratios by Period


FELECWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.66

1.99

-1.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

1.55

-1.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.82

-0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.60

-0.21

Drawdowns

FELE vs. CW - Drawdown Comparison

The maximum FELE drawdown since its inception was -71.12%, which is greater than CW's maximum drawdown of -59.19%. Use the drawdown chart below to compare losses from any high point for FELE and CW.


Loading charts...

Drawdown Indicators


FELECWDifference

Max Drawdown

Largest peak-to-trough decline

-71.12%

-59.19%

-11.93%

Max Drawdown (1Y)

Largest decline over 1 year

-18.18%

-12.97%

-5.21%

Max Drawdown (3Y)

Largest decline over 3 years

-23.52%

-27.21%

+3.69%

Max Drawdown (5Y)

Largest decline over 5 years

-29.22%

-27.21%

-2.01%

Max Drawdown (10Y)

Largest decline over 10 years

-32.02%

-48.73%

+16.71%

Current Drawdown

Current decline from peak

-8.75%

-2.28%

-6.47%

Average Drawdown

Average peak-to-trough decline

-13.80%

-13.90%

+0.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.07%

4.44%

+2.63%

Volatility

FELE vs. CW - Volatility Comparison

The current volatility for Franklin Electric Co., Inc. (FELE) is 6.62%, while Curtiss-Wright Corporation (CW) has a volatility of 9.20%. This indicates that FELE experiences smaller price fluctuations and is considered to be less risky than CW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


FELECWDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.62%

9.20%

-2.58%

Volatility (6M)

Calculated over the trailing 6-month period

23.33%

25.70%

-2.37%

Volatility (1Y)

Calculated over the trailing 1-year period

27.29%

32.54%

-5.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.07%

27.79%

-0.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.25%

30.27%

+0.98%

Dividends

FELE vs. CW - Dividend Comparison

FELE's dividend yield for the trailing twelve months is around 1.09%, more than CW's 0.13% yield.


PositionTTM20252024202320222021202020192018201720162015
CW
Curtiss-Wright Corporation
0.13%0.17%0.23%0.35%0.45%0.51%0.58%0.47%0.59%0.46%0.53%0.76%
FELE
Franklin Electric Co., Inc.
1.09%1.11%1.03%0.93%0.98%0.74%0.90%1.01%1.09%0.92%1.02%1.42%

Financials

FELE vs. CW - Financials Comparison

This section allows you to compare key financial metrics between Franklin Electric Co., Inc. and Curtiss-Wright 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


300.00M400.00M500.00M600.00M700.00M800.00M900.00M20222023202420252026
500.44M
913.69M
(FELE) Total Revenue
(CW) Total Revenue
Values in USD except per share items

FELE vs. CW - Profitability Comparison

The chart below illustrates the profitability comparison between Franklin Electric Co., Inc. and Curtiss-Wright Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

32.0%34.0%36.0%38.0%40.0%20222023202420252026
35.0%
36.3%
Portfolio components
FELE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Franklin Electric Co., Inc. reported a gross profit of 174.97M and revenue of 500.44M. Therefore, the gross margin over that period was 35.0%.

CW - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Curtiss-Wright Corporation reported a gross profit of 331.48M and revenue of 913.69M. Therefore, the gross margin over that period was 36.3%.

FELE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Franklin Electric Co., Inc. reported an operating income of 48.09M and revenue of 500.44M, resulting in an operating margin of 9.6%.

CW - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Curtiss-Wright Corporation reported an operating income of 160.42M and revenue of 913.69M, resulting in an operating margin of 17.6%.

FELE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Franklin Electric Co., Inc. reported a net income of 34.33M and revenue of 500.44M, resulting in a net margin of 6.9%.

CW - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Curtiss-Wright Corporation reported a net income of 128.19M and revenue of 913.69M, resulting in a net margin of 14.0%.


Frequently Asked Questions


FELE and CW have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CW has higher volatility (9.20%) compared to FELE (6.62%). In terms of maximum drawdown, FELE dropped -71.12% vs CW's -59.19%.

CW currently has the higher Sharpe Ratio (1.99 vs 0.66), 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 FELE and CW

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