PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
GRMN vs. ARW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between GRMN and ARW is 0.42, 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

Performance

GRMN vs. ARW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Garmin Ltd. (GRMN) and Arrow Electronics, Inc. (ARW). The values are adjusted to include any dividend payments, if applicable.

0.00%1,000.00%2,000.00%3,000.00%4,000.00%JulyAugustSeptemberOctoberNovemberDecember
3,806.17%
313.57%
GRMN
ARW

Key characteristics

Sharpe Ratio

GRMN:

1.94

ARW:

-0.24

Sortino Ratio

GRMN:

3.83

ARW:

-0.15

Omega Ratio

GRMN:

1.54

ARW:

0.98

Calmar Ratio

GRMN:

2.32

ARW:

-0.24

Martin Ratio

GRMN:

15.41

ARW:

-0.87

Ulcer Index

GRMN:

4.28%

ARW:

7.03%

Daily Std Dev

GRMN:

33.97%

ARW:

25.97%

Max Drawdown

GRMN:

-87.71%

ARW:

-81.26%

Current Drawdown

GRMN:

-6.26%

ARW:

-20.71%

Fundamentals

Market Cap

GRMN:

$40.50B

ARW:

$6.20B

EPS

GRMN:

$7.87

ARW:

$8.99

PE Ratio

GRMN:

26.80

ARW:

13.12

PEG Ratio

GRMN:

3.13

ARW:

0.88

Total Revenue (TTM)

GRMN:

$5.96B

ARW:

$28.49B

Gross Profit (TTM)

GRMN:

$3.48B

ARW:

$3.36B

EBITDA (TTM)

GRMN:

$1.60B

ARW:

$1.32B

Returns By Period

In the year-to-date period, GRMN achieves a 63.23% return, which is significantly higher than ARW's -5.28% return. Over the past 10 years, GRMN has outperformed ARW with an annualized return of 18.13%, while ARW has yielded a comparatively lower 7.26% annualized return.


GRMN

YTD

63.23%

1M

-1.11%

6M

29.29%

1Y

65.16%

5Y*

18.73%

10Y*

18.13%

ARW

YTD

-5.28%

1M

0.78%

6M

-7.94%

1Y

-6.74%

5Y*

6.46%

10Y*

7.26%

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

GRMN vs. ARW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Garmin Ltd. (GRMN) and Arrow Electronics, Inc. (ARW). 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 GRMN, currently valued at 1.94, compared to the broader market-4.00-2.000.002.001.94-0.24
The chart of Sortino ratio for GRMN, currently valued at 3.83, compared to the broader market-4.00-2.000.002.004.003.83-0.15
The chart of Omega ratio for GRMN, currently valued at 1.54, compared to the broader market0.501.001.502.001.540.98
The chart of Calmar ratio for GRMN, currently valued at 2.32, compared to the broader market0.002.004.006.002.32-0.24
The chart of Martin ratio for GRMN, currently valued at 15.41, compared to the broader market0.0010.0020.0015.41-0.87
GRMN
ARW

The current GRMN Sharpe Ratio is 1.94, which is higher than the ARW Sharpe Ratio of -0.24. The chart below compares the historical Sharpe Ratios of GRMN and ARW, 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
1.94
-0.24
GRMN
ARW

Dividends

GRMN vs. ARW - Dividend Comparison

GRMN's dividend yield for the trailing twelve months is around 1.44%, while ARW has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
GRMN
Garmin Ltd.
1.44%2.27%3.10%1.92%2.01%2.30%3.32%3.42%4.21%5.41%3.58%3.90%
ARW
Arrow Electronics, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

GRMN vs. ARW - Drawdown Comparison

The maximum GRMN drawdown since its inception was -87.71%, which is greater than ARW's maximum drawdown of -81.26%. Use the drawdown chart below to compare losses from any high point for GRMN and ARW. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.26%
-20.71%
GRMN
ARW

Volatility

GRMN vs. ARW - Volatility Comparison

The current volatility for Garmin Ltd. (GRMN) is 5.31%, while Arrow Electronics, Inc. (ARW) has a volatility of 6.83%. This indicates that GRMN experiences smaller price fluctuations and is considered to be less risky than ARW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
5.31%
6.83%
GRMN
ARW

Financials

GRMN vs. ARW - Financials Comparison

This section allows you to compare key financial metrics between Garmin Ltd. and Arrow Electronics, 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab