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HASI vs. ITT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between HASI and ITT is 0.44, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

HASI vs. ITT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hannon Armstrong Sustainable Infrastructure Capital, Inc. (HASI) and ITT Inc. (ITT). The values are adjusted to include any dividend payments, if applicable.

250.00%300.00%350.00%400.00%450.00%500.00%550.00%600.00%NovemberDecember2025FebruaryMarchApril
321.55%
499.25%
HASI
ITT

Key characteristics

Sharpe Ratio

HASI:

0.09

ITT:

0.22

Sortino Ratio

HASI:

0.43

ITT:

0.53

Omega Ratio

HASI:

1.06

ITT:

1.07

Calmar Ratio

HASI:

0.06

ITT:

0.24

Martin Ratio

HASI:

0.24

ITT:

0.77

Ulcer Index

HASI:

14.78%

ITT:

9.07%

Daily Std Dev

HASI:

41.72%

ITT:

31.99%

Max Drawdown

HASI:

-76.94%

ITT:

-54.68%

Current Drawdown

HASI:

-56.11%

ITT:

-13.59%

Fundamentals

Market Cap

HASI:

$3.03B

ITT:

$11.14B

EPS

HASI:

$1.62

ITT:

$6.55

PE Ratio

HASI:

15.28

ITT:

21.00

PEG Ratio

HASI:

0.78

ITT:

2.12

PS Ratio

HASI:

21.59

ITT:

3.07

PB Ratio

HASI:

1.28

ITT:

3.88

Total Revenue (TTM)

HASI:

$302.08M

ITT:

$2.72B

Gross Profit (TTM)

HASI:

$239.75M

ITT:

$946.50M

EBITDA (TTM)

HASI:

$57.89B

ITT:

$595.90M

Returns By Period

In the year-to-date period, HASI achieves a -5.15% return, which is significantly lower than ITT's -3.66% return. Over the past 10 years, HASI has underperformed ITT with an annualized return of 8.33%, while ITT has yielded a comparatively higher 14.38% annualized return.


HASI

YTD

-5.15%

1M

-13.21%

6M

-24.29%

1Y

4.40%

5Y*

3.60%

10Y*

8.33%

ITT

YTD

-3.66%

1M

-0.51%

6M

-4.07%

1Y

6.49%

5Y*

24.09%

10Y*

14.38%

*Annualized

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Risk-Adjusted Performance

HASI vs. ITT — Risk-Adjusted Performance Rank

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

HASI
The Risk-Adjusted Performance Rank of HASI is 5353
Overall Rank
The Sharpe Ratio Rank of HASI is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of HASI is 5050
Sortino Ratio Rank
The Omega Ratio Rank of HASI is 4949
Omega Ratio Rank
The Calmar Ratio Rank of HASI is 5555
Calmar Ratio Rank
The Martin Ratio Rank of HASI is 5656
Martin Ratio Rank

ITT
The Risk-Adjusted Performance Rank of ITT is 5959
Overall Rank
The Sharpe Ratio Rank of ITT is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of ITT is 5353
Sortino Ratio Rank
The Omega Ratio Rank of ITT is 5252
Omega Ratio Rank
The Calmar Ratio Rank of ITT is 6464
Calmar Ratio Rank
The Martin Ratio Rank of ITT is 6262
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.

HASI vs. ITT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hannon Armstrong Sustainable Infrastructure Capital, Inc. (HASI) and ITT Inc. (ITT). 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 chart of Sharpe ratio for HASI, currently valued at 0.09, compared to the broader market-2.00-1.000.001.002.003.00
HASI: 0.09
ITT: 0.22
The chart of Sortino ratio for HASI, currently valued at 0.43, compared to the broader market-6.00-4.00-2.000.002.004.00
HASI: 0.43
ITT: 0.53
The chart of Omega ratio for HASI, currently valued at 1.06, compared to the broader market0.501.001.502.00
HASI: 1.06
ITT: 1.07
The chart of Calmar ratio for HASI, currently valued at 0.06, compared to the broader market0.001.002.003.004.005.00
HASI: 0.06
ITT: 0.24
The chart of Martin ratio for HASI, currently valued at 0.24, compared to the broader market-5.000.005.0010.0015.0020.00
HASI: 0.24
ITT: 0.77

The current HASI Sharpe Ratio is 0.09, which is lower than the ITT Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of HASI and ITT, 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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.09
0.22
HASI
ITT

Dividends

HASI vs. ITT - Dividend Comparison

HASI's dividend yield for the trailing twelve months is around 6.64%, more than ITT's 0.95% yield.


TTM20242023202220212020201920182017201620152014
HASI
Hannon Armstrong Sustainable Infrastructure Capital, Inc.
6.64%6.19%5.73%5.18%2.64%2.14%4.16%6.93%6.86%6.48%5.71%6.47%
ITT
ITT Inc.
0.95%0.89%0.97%1.30%0.86%0.88%0.80%1.11%0.96%1.29%1.30%1.09%

Drawdowns

HASI vs. ITT - Drawdown Comparison

The maximum HASI drawdown since its inception was -76.94%, which is greater than ITT's maximum drawdown of -54.68%. Use the drawdown chart below to compare losses from any high point for HASI and ITT. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-56.11%
-13.59%
HASI
ITT

Volatility

HASI vs. ITT - Volatility Comparison

The current volatility for Hannon Armstrong Sustainable Infrastructure Capital, Inc. (HASI) is 14.79%, while ITT Inc. (ITT) has a volatility of 19.23%. This indicates that HASI experiences smaller price fluctuations and is considered to be less risky than ITT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
14.79%
19.23%
HASI
ITT

Financials

HASI vs. ITT - Financials Comparison

This section allows you to compare key financial metrics between Hannon Armstrong Sustainable Infrastructure Capital, Inc. and ITT 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