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FTV vs. CTVA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

FTV vs. CTVA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fortive Corporation (FTV) and Corteva, Inc. (CTVA). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
6.13%
14.31%
FTV
CTVA

Returns By Period

In the year-to-date period, FTV achieves a 7.57% return, which is significantly lower than CTVA's 33.17% return.


FTV

YTD

7.57%

1M

5.32%

6M

6.13%

1Y

17.45%

5Y (annualized)

5.90%

10Y (annualized)

N/A

CTVA

YTD

33.17%

1M

4.81%

6M

14.31%

1Y

40.04%

5Y (annualized)

20.94%

10Y (annualized)

N/A

Fundamentals


FTVCTVA
Market Cap$27.64B$44.08B
EPS$2.50$1.01
PE Ratio31.8763.50
PEG Ratio1.311.19
Total Revenue (TTM)$5.56B$16.64B
Gross Profit (TTM)$3.07B$6.94B
EBITDA (TTM)$1.64B$2.39B

Key characteristics


FTVCTVA
Sharpe Ratio0.801.33
Sortino Ratio1.182.32
Omega Ratio1.171.30
Calmar Ratio0.781.18
Martin Ratio1.598.15
Ulcer Index10.99%4.91%
Daily Std Dev21.79%30.04%
Max Drawdown-52.65%-34.76%
Current Drawdown-8.30%-4.07%

Compare stocks, funds, or ETFs

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


Correlation

The correlation between FTV and CTVA is 0.44, 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.


-0.50.00.51.00.4

Risk-Adjusted Performance

FTV vs. CTVA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fortive Corporation (FTV) and Corteva, Inc. (CTVA). 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 FTV, currently valued at 0.80, compared to the broader market-4.00-2.000.002.004.000.801.33
The chart of Sortino ratio for FTV, currently valued at 1.18, compared to the broader market-4.00-2.000.002.004.001.182.32
The chart of Omega ratio for FTV, currently valued at 1.17, compared to the broader market0.501.001.502.001.171.30
The chart of Calmar ratio for FTV, currently valued at 0.78, compared to the broader market0.002.004.006.000.781.18
The chart of Martin ratio for FTV, currently valued at 1.59, compared to the broader market0.0010.0020.0030.001.598.15
FTV
CTVA

The current FTV Sharpe Ratio is 0.80, which is lower than the CTVA Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of FTV and CTVA, 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-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
0.80
1.33
FTV
CTVA

Dividends

FTV vs. CTVA - Dividend Comparison

FTV's dividend yield for the trailing twelve months is around 0.30%, less than CTVA's 1.03% yield.


TTM20232022202120202019201820172016
FTV
Fortive Corporation
0.30%0.39%0.44%0.37%0.35%0.37%0.41%0.39%0.26%
CTVA
Corteva, Inc.
1.03%1.29%0.99%1.14%1.34%0.88%0.00%0.00%0.00%

Drawdowns

FTV vs. CTVA - Drawdown Comparison

The maximum FTV drawdown since its inception was -52.65%, which is greater than CTVA's maximum drawdown of -34.76%. Use the drawdown chart below to compare losses from any high point for FTV and CTVA. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%JuneJulyAugustSeptemberOctoberNovember
-8.30%
-4.07%
FTV
CTVA

Volatility

FTV vs. CTVA - Volatility Comparison

The current volatility for Fortive Corporation (FTV) is 7.30%, while Corteva, Inc. (CTVA) has a volatility of 10.42%. This indicates that FTV experiences smaller price fluctuations and is considered to be less risky than CTVA 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
7.30%
10.42%
FTV
CTVA

Financials

FTV vs. CTVA - Financials Comparison

This section allows you to compare key financial metrics between Fortive Corporation and Corteva, 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
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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.

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