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GT vs. AB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between GT and AB is 0.49, 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

GT vs. AB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Goodyear Tire & Rubber Company (GT) and AllianceBernstein Holding L.P. (AB). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

GT:

-0.31

AB:

1.24

Sortino Ratio

GT:

0.03

AB:

1.83

Omega Ratio

GT:

1.00

AB:

1.25

Calmar Ratio

GT:

-0.15

AB:

1.23

Martin Ratio

GT:

-0.45

AB:

8.19

Ulcer Index

GT:

28.02%

AB:

4.47%

Daily Std Dev

GT:

54.40%

AB:

28.66%

Max Drawdown

GT:

-94.50%

AB:

-87.65%

Current Drawdown

GT:

-80.84%

AB:

-2.96%

Fundamentals

Market Cap

GT:

$3.13B

AB:

$4.51B

EPS

GT:

$0.84

AB:

$3.79

PE Ratio

GT:

12.93

AB:

10.75

PEG Ratio

GT:

1.67

AB:

0.63

PS Ratio

GT:

0.17

AB:

9.10

PB Ratio

GT:

0.63

AB:

2.28

Total Revenue (TTM)

GT:

$18.59B

AB:

$458.42M

Gross Profit (TTM)

GT:

$3.62B

AB:

$458.42M

EBITDA (TTM)

GT:

$1.35B

AB:

$436.88M

Returns By Period

In the year-to-date period, GT achieves a 20.67% return, which is significantly higher than AB's 15.31% return. Over the past 10 years, GT has underperformed AB with an annualized return of -8.89%, while AB has yielded a comparatively higher 12.32% annualized return.


GT

YTD

20.67%

1M

19.87%

6M

8.71%

1Y

-16.20%

5Y*

9.34%

10Y*

-8.89%

AB

YTD

15.31%

1M

16.37%

6M

16.50%

1Y

36.87%

5Y*

22.56%

10Y*

12.32%

*Annualized

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Risk-Adjusted Performance

GT vs. AB — Risk-Adjusted Performance Rank

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

GT
The Risk-Adjusted Performance Rank of GT is 3939
Overall Rank
The Sharpe Ratio Rank of GT is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of GT is 3838
Sortino Ratio Rank
The Omega Ratio Rank of GT is 3838
Omega Ratio Rank
The Calmar Ratio Rank of GT is 4242
Calmar Ratio Rank
The Martin Ratio Rank of GT is 4343
Martin Ratio Rank

AB
The Risk-Adjusted Performance Rank of AB is 8787
Overall Rank
The Sharpe Ratio Rank of AB is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of AB is 8383
Sortino Ratio Rank
The Omega Ratio Rank of AB is 8383
Omega Ratio Rank
The Calmar Ratio Rank of AB is 8787
Calmar Ratio Rank
The Martin Ratio Rank of AB is 9393
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GT vs. AB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Goodyear Tire & Rubber Company (GT) and AllianceBernstein Holding L.P. (AB). 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.


The current GT Sharpe Ratio is -0.31, which is lower than the AB Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of GT and AB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

GT vs. AB - Dividend Comparison

GT has not paid dividends to shareholders, while AB's dividend yield for the trailing twelve months is around 8.17%.


TTM20242023202220212020201920182017201620152014
GT
The Goodyear Tire & Rubber Company
0.00%0.00%0.00%0.00%0.00%1.47%4.11%2.84%1.36%1.00%0.95%0.77%
AB
AllianceBernstein Holding L.P.
8.17%8.03%8.44%10.30%7.33%8.26%7.67%10.54%8.50%7.46%8.09%7.32%

Drawdowns

GT vs. AB - Drawdown Comparison

The maximum GT drawdown since its inception was -94.50%, which is greater than AB's maximum drawdown of -87.65%. Use the drawdown chart below to compare losses from any high point for GT and AB. For additional features, visit the drawdowns tool.


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Volatility

GT vs. AB - Volatility Comparison

The Goodyear Tire & Rubber Company (GT) has a higher volatility of 12.98% compared to AllianceBernstein Holding L.P. (AB) at 8.45%. This indicates that GT's price experiences larger fluctuations and is considered to be riskier than AB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

GT vs. AB - Financials Comparison

This section allows you to compare key financial metrics between The Goodyear Tire & Rubber Company and AllianceBernstein Holding L.P.. 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


0.001.00B2.00B3.00B4.00B5.00B20212022202320242025
4.25B
82.75M
(GT) Total Revenue
(AB) Total Revenue
Values in USD except per share items