PortfoliosLab logoPortfoliosLab logo
GATX vs. WTS
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

GATX vs. WTS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GATX Corporation (GATX) and Watts Water Technologies, Inc. (WTS). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, GATX achieves a 2.00% return, which is significantly lower than WTS's 14.71% return. Over the past 10 years, GATX has underperformed WTS with an annualized return of 16.67%, while WTS has yielded a comparatively higher 19.63% annualized return.


GATX

1D
0.77%
1M
-7.54%
YTD
2.00%
6M
4.94%
1Y
11.38%
3Y*
13.13%
5Y*
14.35%
10Y*
16.67%

WTS

1D
0.41%
1M
6.48%
YTD
14.71%
6M
16.79%
1Y
29.91%
3Y*
22.89%
5Y*
18.24%
10Y*
19.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GATX vs. WTS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GATX
GATX Corporation
2.00%11.09%31.10%15.22%4.17%27.88%3.24%19.76%16.65%3.78%
WTS
Watts Water Technologies, Inc.
14.71%36.85%-1.62%43.57%-24.08%60.63%23.14%56.20%-14.13%17.84%

Correlation

The correlation between GATX and WTS is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.52

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

0.56

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

0.56

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

0.57

Correlation (All Time)
Calculated using the full available price history since Nov 5, 1987

0.40

The correlation between GATX and WTS shifts across timeframes, from 0.40 (all time) to 0.57 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

GATX:

$6.15B

WTS:

$10.57B

EPS

GATX:

$9.50

WTS:

$10.95

PE Ratio

GATX:

18.15

WTS:

28.82

PEG Ratio

GATX:

0.75

WTS:

1.35

PS Ratio

GATX:

3.25

WTS:

4.13

PB Ratio

GATX:

2.22

WTS:

5.04

Total Revenue (TTM)

GATX:

$1.90B

WTS:

$2.56B

Gross Profit (TTM)

GATX:

$638.60M

WTS:

$1.26B

EBITDA (TTM)

GATX:

$892.00M

WTS:

$556.30M

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

GATX vs. WTS — Risk / Return Rank

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

GATX
GATX Risk / Return Rank: 5555
Overall Rank
GATX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
GATX Sortino Ratio Rank: 5151
Sortino Ratio Rank
GATX Omega Ratio Rank: 5252
Omega Ratio Rank
GATX Calmar Ratio Rank: 5656
Calmar Ratio Rank
GATX Martin Ratio Rank: 5858
Martin Ratio Rank

WTS
WTS Risk / Return Rank: 7676
Overall Rank
WTS Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
WTS Sortino Ratio Rank: 7676
Sortino Ratio Rank
WTS Omega Ratio Rank: 7373
Omega Ratio Rank
WTS Calmar Ratio Rank: 7575
Calmar Ratio Rank
WTS Martin Ratio Rank: 7676
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.

GATX vs. WTS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GATX Corporation (GATX) and Watts Water Technologies, Inc. (WTS). 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.


GATXWTSDifference
Sharpe ratioReturn per unit of total volatility

-0.84

Sortino ratioReturn per unit of downside risk

-1.18

Omega ratioGain probability vs. loss probability

1.11

1.24

-0.13

Calmar ratioReturn relative to maximum drawdown

0.63

1.94

-1.31

Martin ratioReturn relative to average drawdown

1.55

5.04

-3.49

GATX vs. WTS - Sharpe Ratio Comparison

The current GATX Sharpe Ratio is 0.49, which is lower than the WTS Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of GATX and WTS, 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


GATXWTSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.49

1.34

-0.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.66

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.70

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.34

+0.02

Drawdowns

GATX vs. WTS - Drawdown Comparison

The maximum GATX drawdown since its inception was -72.08%, which is greater than WTS's maximum drawdown of -63.68%. Use the drawdown chart below to compare losses from any high point for GATX and WTS.


Loading charts...

Drawdown Indicators


GATXWTSDifference

Max Drawdown

Largest peak-to-trough decline

-72.08%

-63.68%

-8.40%

Max Drawdown (1Y)

Largest decline over 1 year

-18.05%

-15.45%

-2.60%

Max Drawdown (3Y)

Largest decline over 3 years

-23.00%

-19.54%

-3.46%

Max Drawdown (5Y)

Largest decline over 5 years

-31.92%

-44.08%

+12.16%

Max Drawdown (10Y)

Largest decline over 10 years

-38.32%

-44.08%

+5.76%

Current Drawdown

Current decline from peak

-14.14%

-5.81%

-8.33%

Average Drawdown

Average peak-to-trough decline

-16.57%

-16.20%

-0.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.36%

5.95%

+1.41%

Volatility

GATX vs. WTS - Volatility Comparison

GATX Corporation (GATX) has a higher volatility of 7.59% compared to Watts Water Technologies, Inc. (WTS) at 5.17%. This indicates that GATX's price experiences larger fluctuations and is considered to be riskier than WTS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


GATXWTSDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.59%

5.17%

+2.42%

Volatility (6M)

Calculated over the trailing 6-month period

18.15%

16.23%

+1.92%

Volatility (1Y)

Calculated over the trailing 1-year period

23.21%

22.52%

+0.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.54%

27.76%

-2.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.91%

28.22%

+1.69%

Dividends

GATX vs. WTS - Dividend Comparison

GATX's dividend yield for the trailing twelve months is around 1.44%, more than WTS's 0.69% yield.


PositionTTM20252024202320222021202020192018201720162015
GATX
GATX Corporation
1.44%1.44%1.50%1.83%1.96%1.92%2.31%2.22%2.49%2.70%2.60%3.57%
WTS
Watts Water Technologies, Inc.
0.69%0.72%0.81%0.66%0.79%0.52%0.76%0.90%1.27%0.99%1.09%1.33%

Financials

GATX vs. WTS - Financials Comparison

This section allows you to compare key financial metrics between GATX Corporation and Watts Water Technologies, 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


300.00M400.00M500.00M600.00M700.00M20222023202420252026
583.70M
677.30M
(GATX) Total Revenue
(WTS) Total Revenue
Values in USD except per share items

GATX vs. WTS - Profitability Comparison

The chart below illustrates the profitability comparison between GATX Corporation and Watts Water Technologies, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%10.0%20.0%30.0%40.0%50.0%202220232024202520260
48.2%
Portfolio components
GATX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, GATX Corporation reported a gross profit of 0.00 and revenue of 583.70M. Therefore, the gross margin over that period was 0.0%.

WTS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Watts Water Technologies, Inc. reported a gross profit of 326.10M and revenue of 677.30M. Therefore, the gross margin over that period was 48.2%.

GATX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, GATX Corporation reported an operating income of 79.50M and revenue of 583.70M, resulting in an operating margin of 13.6%.

WTS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Watts Water Technologies, Inc. reported an operating income of 133.00M and revenue of 677.30M, resulting in an operating margin of 19.6%.

GATX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, GATX Corporation reported a net income of 85.50M and revenue of 583.70M, resulting in a net margin of 14.7%.

WTS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Watts Water Technologies, Inc. reported a net income of 99.60M and revenue of 677.30M, resulting in a net margin of 14.7%.


Frequently Asked Questions


GATX and WTS have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GATX has higher volatility (7.59%) compared to WTS (5.17%). In terms of maximum drawdown, GATX dropped -72.08% vs WTS's -63.68%.

WTS currently has the higher Sharpe Ratio (1.34 vs 0.49), 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 GATX and WTS

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