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

Performance

FTV vs. ECL - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-3.07%
5.29%
FTV
ECL

Returns By Period

In the year-to-date period, FTV achieves a 1.65% return, which is significantly lower than ECL's 24.89% return.


FTV

YTD

1.65%

1M

-3.69%

6M

-3.07%

1Y

10.03%

5Y (annualized)

5.40%

10Y (annualized)

N/A

ECL

YTD

24.89%

1M

-5.92%

6M

5.29%

1Y

34.77%

5Y (annualized)

6.89%

10Y (annualized)

9.21%

Fundamentals


FTVECL
Market Cap$25.96B$69.65B
EPS$2.49$7.16
PE Ratio29.9634.35
PEG Ratio1.232.47
Total Revenue (TTM)$5.56B$15.67B
Gross Profit (TTM)$3.07B$6.77B
EBITDA (TTM)$1.64B$3.89B

Key characteristics


FTVECL
Sharpe Ratio0.501.83
Sortino Ratio0.812.62
Omega Ratio1.111.39
Calmar Ratio0.491.71
Martin Ratio0.9914.20
Ulcer Index10.88%2.41%
Daily Std Dev21.64%18.67%
Max Drawdown-52.65%-47.18%
Current Drawdown-13.35%-5.92%

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Correlation

-0.50.00.51.00.6

The correlation between FTV and ECL is 0.55, 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

FTV vs. ECL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fortive Corporation (FTV) and Ecolab Inc. (ECL). 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 0.50, compared to the broader market-4.00-2.000.002.004.000.501.83
The chart of Sortino ratio for FTV, currently valued at 0.81, compared to the broader market-4.00-2.000.002.004.000.812.62
The chart of Omega ratio for FTV, currently valued at 1.11, compared to the broader market0.501.001.502.001.111.39
The chart of Calmar ratio for FTV, currently valued at 0.49, compared to the broader market0.002.004.006.000.491.71
The chart of Martin ratio for FTV, currently valued at 0.99, compared to the broader market-10.000.0010.0020.0030.000.9914.20
FTV
ECL

The current FTV Sharpe Ratio is 0.50, which is lower than the ECL Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of FTV and ECL, 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-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
0.50
1.83
FTV
ECL

Dividends

FTV vs. ECL - Dividend Comparison

FTV's dividend yield for the trailing twelve months is around 0.43%, less than ECL's 0.93% yield.


TTM20232022202120202019201820172016201520142013
FTV
Fortive Corporation
0.43%0.39%0.44%0.37%0.35%0.37%0.41%0.39%0.26%0.00%0.00%0.00%
ECL
Ecolab Inc.
0.93%1.09%1.42%0.83%0.87%0.96%1.15%1.13%1.51%1.17%1.11%0.93%

Drawdowns

FTV vs. ECL - Drawdown Comparison

The maximum FTV drawdown since its inception was -52.65%, which is greater than ECL's maximum drawdown of -47.18%. Use the drawdown chart below to compare losses from any high point for FTV and ECL. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-13.35%
-5.92%
FTV
ECL

Volatility

FTV vs. ECL - Volatility Comparison

Fortive Corporation (FTV) has a higher volatility of 6.69% compared to Ecolab Inc. (ECL) at 4.50%. This indicates that FTV's price experiences larger fluctuations and is considered to be riskier than ECL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
6.69%
4.50%
FTV
ECL

Financials

FTV vs. ECL - Financials Comparison

This section allows you to compare key financial metrics between Fortive Corporation and Ecolab 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