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

Performance

HON vs. VRSK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Honeywell International Inc (HON) and Verisk Analytics, Inc. (VRSK). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
12.94%
12.38%
HON
VRSK

Returns By Period

In the year-to-date period, HON achieves a 10.40% return, which is significantly lower than VRSK's 19.53% return. Over the past 10 years, HON has underperformed VRSK with an annualized return of 10.70%, while VRSK has yielded a comparatively higher 16.86% annualized return.


HON

YTD

10.40%

1M

2.84%

6M

12.94%

1Y

21.06%

5Y (annualized)

7.32%

10Y (annualized)

10.70%

VRSK

YTD

19.53%

1M

6.01%

6M

12.38%

1Y

19.23%

5Y (annualized)

15.03%

10Y (annualized)

16.86%

Fundamentals


HONVRSK
Market Cap$148.39B$40.13B
EPS$8.59$6.48
PE Ratio26.3943.86
PEG Ratio1.891.84
Total Revenue (TTM)$37.84B$2.82B
Gross Profit (TTM)$14.76B$1.77B
EBITDA (TTM)$9.41B$1.53B

Key characteristics


HONVRSK
Sharpe Ratio1.201.00
Sortino Ratio1.691.41
Omega Ratio1.221.22
Calmar Ratio1.451.51
Martin Ratio4.113.80
Ulcer Index5.04%5.13%
Daily Std Dev17.29%19.50%
Max Drawdown-71.79%-30.88%
Current Drawdown-2.62%-2.01%

Compare stocks, funds, or ETFs

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


Correlation

-0.50.00.51.00.4

The correlation between HON and VRSK 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.

Risk-Adjusted Performance

HON vs. VRSK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Honeywell International Inc (HON) and Verisk Analytics, Inc. (VRSK). 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 HON, currently valued at 1.20, compared to the broader market-4.00-2.000.002.004.001.201.00
The chart of Sortino ratio for HON, currently valued at 1.69, compared to the broader market-4.00-2.000.002.004.001.691.41
The chart of Omega ratio for HON, currently valued at 1.22, compared to the broader market0.501.001.502.001.221.22
The chart of Calmar ratio for HON, currently valued at 1.45, compared to the broader market0.002.004.006.001.451.51
The chart of Martin ratio for HON, currently valued at 4.11, compared to the broader market-10.000.0010.0020.0030.004.113.80
HON
VRSK

The current HON Sharpe Ratio is 1.20, which is comparable to the VRSK Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of HON and VRSK, 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 Ratio0.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
1.20
1.00
HON
VRSK

Dividends

HON vs. VRSK - Dividend Comparison

HON's dividend yield for the trailing twelve months is around 1.93%, more than VRSK's 0.53% yield.


TTM20232022202120202019201820172016201520142013
HON
Honeywell International Inc
1.93%1.99%1.85%1.81%1.71%1.90%0.62%0.00%0.00%0.00%0.00%0.00%
VRSK
Verisk Analytics, Inc.
0.53%0.57%0.70%0.51%0.52%0.67%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

HON vs. VRSK - Drawdown Comparison

The maximum HON drawdown since its inception was -71.79%, which is greater than VRSK's maximum drawdown of -30.88%. Use the drawdown chart below to compare losses from any high point for HON and VRSK. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.62%
-2.01%
HON
VRSK

Volatility

HON vs. VRSK - Volatility Comparison

Honeywell International Inc (HON) has a higher volatility of 8.63% compared to Verisk Analytics, Inc. (VRSK) at 5.74%. This indicates that HON's price experiences larger fluctuations and is considered to be riskier than VRSK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
8.63%
5.74%
HON
VRSK

Financials

HON vs. VRSK - Financials Comparison

This section allows you to compare key financial metrics between Honeywell International Inc and Verisk Analytics, 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