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

Correlation

The correlation between FTV and PH is 0.67, 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.


-0.50.00.51.00.7

Performance

FTV vs. PH - Performance Comparison

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

0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember0
26.49%
FTV
PH

Key characteristics

Sharpe Ratio

FTV:

0.05

PH:

1.55

Sortino Ratio

FTV:

0.21

PH:

2.45

Omega Ratio

FTV:

1.03

PH:

1.33

Calmar Ratio

FTV:

0.01

PH:

3.57

Martin Ratio

FTV:

0.09

PH:

9.84

Ulcer Index

FTV:

11.28%

PH:

4.11%

Daily Std Dev

FTV:

21.64%

PH:

26.03%

Max Drawdown

FTV:

-100.00%

PH:

-66.92%

Current Drawdown

FTV:

-99.99%

PH:

-9.73%

Fundamentals

Market Cap

FTV:

$26.66B

PH:

$85.73B

EPS

FTV:

$2.50

PH:

$22.18

PE Ratio

FTV:

30.74

PH:

30.03

PEG Ratio

FTV:

1.26

PH:

2.80

Total Revenue (TTM)

FTV:

$5.56B

PH:

$19.99B

Gross Profit (TTM)

FTV:

$3.07B

PH:

$7.20B

EBITDA (TTM)

FTV:

$1.64B

PH:

$4.95B

Returns By Period

In the year-to-date period, FTV achieves a -0.12% return, which is significantly lower than PH's 40.29% return.


FTV

YTD

-0.12%

1M

-1.59%

6M

0.58%

1Y

2.71%

5Y*

3.37%

10Y*

N/A

PH

YTD

40.29%

1M

-7.32%

6M

26.49%

1Y

43.81%

5Y*

27.29%

10Y*

19.39%

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Risk-Adjusted Performance

FTV vs. PH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fortive Corporation (FTV) and Parker-Hannifin Corporation (PH). 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 0.05, compared to the broader market-4.00-2.000.002.000.051.55
The chart of Sortino ratio for FTV, currently valued at 0.21, compared to the broader market-4.00-2.000.002.004.000.212.45
The chart of Omega ratio for FTV, currently valued at 1.03, compared to the broader market0.501.001.502.001.031.33
The chart of Calmar ratio for FTV, currently valued at 0.01, compared to the broader market0.002.004.006.000.013.57
The chart of Martin ratio for FTV, currently valued at 0.09, compared to the broader market0.0010.0020.000.099.84
FTV
PH

The current FTV Sharpe Ratio is 0.05, which is lower than the PH Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of FTV and PH, 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.05
1.55
FTV
PH

Dividends

FTV vs. PH - Dividend Comparison

FTV's dividend yield for the trailing twelve months is around 0.44%, less than PH's 1.00% yield.


TTM20232022202120202019201820172016201520142013
FTV
Fortive Corporation
0.44%0.39%0.44%0.37%0.35%0.37%0.41%0.39%0.26%0.00%0.00%0.00%
PH
Parker-Hannifin Corporation
1.00%1.25%1.73%1.25%1.29%1.65%1.97%1.32%1.80%2.60%1.61%1.38%

Drawdowns

FTV vs. PH - Drawdown Comparison

The maximum FTV drawdown since its inception was -100.00%, which is greater than PH's maximum drawdown of -66.92%. Use the drawdown chart below to compare losses from any high point for FTV and PH. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-99.99%
-9.73%
FTV
PH

Volatility

FTV vs. PH - Volatility Comparison

Fortive Corporation (FTV) has a higher volatility of 5.34% compared to Parker-Hannifin Corporation (PH) at 5.03%. This indicates that FTV's price experiences larger fluctuations and is considered to be riskier than PH 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%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
5.34%
5.03%
FTV
PH

Financials

FTV vs. PH - Financials Comparison

This section allows you to compare key financial metrics between Fortive Corporation and Parker-Hannifin 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


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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