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

Key characteristics


FELEEMR
YTD Return14.70%32.25%
1Y Return27.32%52.45%
3Y Return (Ann)6.75%11.49%
5Y Return (Ann)16.22%14.16%
10Y Return (Ann)12.59%10.02%
Sharpe Ratio1.111.52
Sortino Ratio1.622.26
Omega Ratio1.221.33
Calmar Ratio1.472.42
Martin Ratio5.206.70
Ulcer Index5.25%6.14%
Daily Std Dev24.59%27.12%
Max Drawdown-71.12%-56.14%
Current Drawdown0.00%0.00%

Fundamentals


FELEEMR
Market Cap$5.03B$67.31B
EPS$4.32$3.18
PE Ratio25.4737.00
PEG Ratio2.102.30
Total Revenue (TTM)$2.01B$17.49B
Gross Profit (TTM)$713.05M$5.35B
EBITDA (TTM)$250.03M$888.00M

Correlation

-0.50.00.51.00.4

The correlation between FELE and EMR 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.

Performance

FELE vs. EMR - Performance Comparison

In the year-to-date period, FELE achieves a 14.70% return, which is significantly lower than EMR's 32.25% return. Over the past 10 years, FELE has outperformed EMR with an annualized return of 12.59%, while EMR has yielded a comparatively lower 10.02% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
8.94%
13.70%
FELE
EMR

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Risk-Adjusted Performance

FELE vs. EMR - Risk-Adjusted Performance Comparison

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


FELE
Sharpe ratio
The chart of Sharpe ratio for FELE, currently valued at 1.11, compared to the broader market-4.00-2.000.002.004.001.11
Sortino ratio
The chart of Sortino ratio for FELE, currently valued at 1.62, compared to the broader market-4.00-2.000.002.004.001.62
Omega ratio
The chart of Omega ratio for FELE, currently valued at 1.22, compared to the broader market0.501.001.502.001.22
Calmar ratio
The chart of Calmar ratio for FELE, currently valued at 1.47, compared to the broader market0.002.004.006.001.47
Martin ratio
The chart of Martin ratio for FELE, currently valued at 5.20, compared to the broader market0.0010.0020.0030.005.20
EMR
Sharpe ratio
The chart of Sharpe ratio for EMR, currently valued at 2.01, compared to the broader market-4.00-2.000.002.004.002.01
Sortino ratio
The chart of Sortino ratio for EMR, currently valued at 3.01, compared to the broader market-4.00-2.000.002.004.003.01
Omega ratio
The chart of Omega ratio for EMR, currently valued at 1.42, compared to the broader market0.501.001.502.001.42
Calmar ratio
The chart of Calmar ratio for EMR, currently valued at 3.09, compared to the broader market0.002.004.006.003.09
Martin ratio
The chart of Martin ratio for EMR, currently valued at 8.54, compared to the broader market0.0010.0020.0030.008.54

FELE vs. EMR - Sharpe Ratio Comparison

The current FELE Sharpe Ratio is 1.11, which is comparable to the EMR Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of FELE 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
1.11
2.01
FELE
EMR

Dividends

FELE vs. EMR - Dividend Comparison

FELE's dividend yield for the trailing twelve months is around 0.91%, less than EMR's 1.66% yield.


TTM20232022202120202019201820172016201520142013
FELE
Franklin Electric Co., Inc.
0.91%0.93%0.98%0.74%0.90%1.01%1.09%0.92%1.02%1.42%0.93%0.68%
EMR
Emerson Electric Co.
1.66%2.14%2.15%2.18%2.49%2.58%3.26%2.76%3.42%3.94%2.85%2.37%

Drawdowns

FELE vs. EMR - Drawdown Comparison

The maximum FELE drawdown since its inception was -71.12%, which is greater than EMR's maximum drawdown of -56.14%. Use the drawdown chart below to compare losses from any high point for FELE and EMR. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember00
FELE
EMR

Volatility

FELE vs. EMR - Volatility Comparison

Franklin Electric Co., Inc. (FELE) has a higher volatility of 12.04% compared to Emerson Electric Co. (EMR) at 10.84%. This indicates that FELE's price experiences larger fluctuations and is considered to be riskier 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
12.04%
10.84%
FELE
EMR

Financials

FELE vs. EMR - Financials Comparison

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