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

Correlation

The correlation between GT and BRDCY is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

GT vs. BRDCY - Performance Comparison

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

-50.00%0.00%50.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
-65.71%
61.00%
GT
BRDCY

Key characteristics

Sharpe Ratio

GT:

-0.89

BRDCY:

-0.80

Sortino Ratio

GT:

-1.18

BRDCY:

-1.05

Omega Ratio

GT:

0.85

BRDCY:

0.88

Calmar Ratio

GT:

-0.47

BRDCY:

-0.64

Martin Ratio

GT:

-1.41

BRDCY:

-1.33

Ulcer Index

GT:

28.52%

BRDCY:

12.27%

Daily Std Dev

GT:

45.17%

BRDCY:

20.31%

Max Drawdown

GT:

-94.50%

BRDCY:

-85.88%

Current Drawdown

GT:

-84.79%

BRDCY:

-25.23%

Fundamentals

Market Cap

GT:

$2.63B

BRDCY:

$23.73B

EPS

GT:

-$1.04

BRDCY:

$1.49

PEG Ratio

GT:

1.67

BRDCY:

0.00

Total Revenue (TTM)

GT:

$19.05B

BRDCY:

$3.29T

Gross Profit (TTM)

GT:

$3.76B

BRDCY:

$1.22T

EBITDA (TTM)

GT:

$1.30B

BRDCY:

$646.60B

Returns By Period

In the year-to-date period, GT achieves a -39.80% return, which is significantly lower than BRDCY's -18.20% return. Over the past 10 years, GT has underperformed BRDCY with an annualized return of -10.27%, while BRDCY has yielded a comparatively higher 2.75% annualized return.


GT

YTD

-39.80%

1M

-4.96%

6M

-23.58%

1Y

-41.32%

5Y*

-10.49%

10Y*

-10.27%

BRDCY

YTD

-18.20%

1M

-2.78%

6M

-15.06%

1Y

-18.93%

5Y*

0.29%

10Y*

2.75%

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Risk-Adjusted Performance

GT vs. BRDCY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Goodyear Tire & Rubber Company (GT) and Bridgestone Corporation (BRDCY). 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 GT, currently valued at -0.89, compared to the broader market-4.00-2.000.002.00-0.89-0.80
The chart of Sortino ratio for GT, currently valued at -1.18, compared to the broader market-4.00-2.000.002.004.00-1.18-1.05
The chart of Omega ratio for GT, currently valued at 0.85, compared to the broader market0.501.001.502.000.850.88
The chart of Calmar ratio for GT, currently valued at -0.52, compared to the broader market0.002.004.006.00-0.52-0.64
The chart of Martin ratio for GT, currently valued at -1.41, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.41-1.33
GT
BRDCY

The current GT Sharpe Ratio is -0.89, which is comparable to the BRDCY Sharpe Ratio of -0.80. The chart below compares the historical Sharpe Ratios of GT and BRDCY, 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-1.00-0.500.000.50JulyAugustSeptemberOctoberNovemberDecember
-0.89
-0.80
GT
BRDCY

Dividends

GT vs. BRDCY - Dividend Comparison

GT has not paid dividends to shareholders, while BRDCY's dividend yield for the trailing twelve months is around 1.96%.


TTM20232022202120202019201820172016201520142013
GT
The Goodyear Tire & Rubber Company
0.00%0.00%0.00%0.00%1.47%4.11%2.84%1.36%1.00%0.95%0.77%0.21%
BRDCY
Bridgestone Corporation
1.96%3.27%3.65%3.42%3.10%3.98%3.76%3.00%3.62%4.73%2.53%4.45%

Drawdowns

GT vs. BRDCY - Drawdown Comparison

The maximum GT drawdown since its inception was -94.50%, which is greater than BRDCY's maximum drawdown of -85.88%. Use the drawdown chart below to compare losses from any high point for GT and BRDCY. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-74.63%
-25.23%
GT
BRDCY

Volatility

GT vs. BRDCY - Volatility Comparison

The Goodyear Tire & Rubber Company (GT) has a higher volatility of 14.99% compared to Bridgestone Corporation (BRDCY) at 4.19%. This indicates that GT's price experiences larger fluctuations and is considered to be riskier than BRDCY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
14.99%
4.19%
GT
BRDCY

Financials

GT vs. BRDCY - Financials Comparison

This section allows you to compare key financial metrics between The Goodyear Tire & Rubber Company and Bridgestone 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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