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GLW vs. APH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


GLWAPH
YTD Return11.21%22.31%
1Y Return9.88%63.20%
3Y Return (Ann)-6.34%23.49%
5Y Return (Ann)4.06%20.56%
10Y Return (Ann)7.66%18.67%
Sharpe Ratio0.333.46
Daily Std Dev21.69%17.93%
Max Drawdown-99.02%-63.41%
Current Drawdown-56.36%-0.93%

Fundamentals


GLWAPH
Market Cap$26.80B$72.48B
EPS$0.68$3.27
PE Ratio46.0736.85
PEG Ratio1.125.85
Revenue (TTM)$12.59B$12.84B
Gross Profit (TTM)$4.84B$4.03B
EBITDA (TTM)$2.69B$3.10B

Correlation

-0.50.00.51.00.4

The correlation between GLW and APH is 0.43, 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.

Performance

GLW vs. APH - Performance Comparison

In the year-to-date period, GLW achieves a 11.21% return, which is significantly lower than APH's 22.31% return. Over the past 10 years, GLW has underperformed APH with an annualized return of 7.66%, while APH has yielded a comparatively higher 18.67% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%10,000.00%20,000.00%30,000.00%40,000.00%50,000.00%December2024FebruaryMarchAprilMay
445.98%
47,406.87%
GLW
APH

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Corning Incorporated

Amphenol Corporation

Risk-Adjusted Performance

GLW vs. APH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Corning Incorporated (GLW) and Amphenol Corporation (APH). 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.


GLW
Sharpe ratio
The chart of Sharpe ratio for GLW, currently valued at 0.33, compared to the broader market-2.00-1.000.001.002.003.004.000.33
Sortino ratio
The chart of Sortino ratio for GLW, currently valued at 0.65, compared to the broader market-4.00-2.000.002.004.006.000.65
Omega ratio
The chart of Omega ratio for GLW, currently valued at 1.08, compared to the broader market0.501.001.501.08
Calmar ratio
The chart of Calmar ratio for GLW, currently valued at 0.11, compared to the broader market0.002.004.006.000.11
Martin ratio
The chart of Martin ratio for GLW, currently valued at 0.59, compared to the broader market-10.000.0010.0020.0030.000.59
APH
Sharpe ratio
The chart of Sharpe ratio for APH, currently valued at 3.46, compared to the broader market-2.00-1.000.001.002.003.004.003.46
Sortino ratio
The chart of Sortino ratio for APH, currently valued at 4.73, compared to the broader market-4.00-2.000.002.004.006.004.73
Omega ratio
The chart of Omega ratio for APH, currently valued at 1.58, compared to the broader market0.501.001.501.58
Calmar ratio
The chart of Calmar ratio for APH, currently valued at 3.91, compared to the broader market0.002.004.006.003.91
Martin ratio
The chart of Martin ratio for APH, currently valued at 19.22, compared to the broader market-10.000.0010.0020.0030.0019.22

GLW vs. APH - Sharpe Ratio Comparison

The current GLW Sharpe Ratio is 0.33, which is lower than the APH Sharpe Ratio of 3.46. The chart below compares the 12-month rolling Sharpe Ratio of GLW and APH.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00December2024FebruaryMarchAprilMay
0.33
3.46
GLW
APH

Dividends

GLW vs. APH - Dividend Comparison

GLW's dividend yield for the trailing twelve months is around 3.34%, more than APH's 0.71% yield.


TTM20232022202120202019201820172016201520142013
GLW
Corning Incorporated
3.34%3.68%3.38%2.58%2.44%2.75%2.38%1.94%2.22%2.63%1.74%2.19%
APH
Amphenol Corporation
0.71%0.86%1.06%0.73%0.80%0.89%1.09%0.80%0.86%1.01%0.84%0.68%

Drawdowns

GLW vs. APH - Drawdown Comparison

The maximum GLW drawdown since its inception was -99.02%, which is greater than APH's maximum drawdown of -63.41%. Use the drawdown chart below to compare losses from any high point for GLW and APH. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2024FebruaryMarchAprilMay
-56.36%
-0.93%
GLW
APH

Volatility

GLW vs. APH - Volatility Comparison

Corning Incorporated (GLW) has a higher volatility of 6.78% compared to Amphenol Corporation (APH) at 6.24%. This indicates that GLW's price experiences larger fluctuations and is considered to be riskier than APH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%5.00%6.00%7.00%8.00%9.00%December2024FebruaryMarchAprilMay
6.78%
6.24%
GLW
APH

Financials

GLW vs. APH - Financials Comparison

This section allows you to compare key financial metrics between Corning Incorporated and Amphenol 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