PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
HUBB vs. AYI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


HUBBAYI
YTD Return24.31%23.26%
1Y Return54.91%63.19%
3Y Return (Ann)30.49%10.95%
5Y Return (Ann)29.79%11.99%
10Y Return (Ann)15.87%7.74%
Sharpe Ratio2.432.46
Daily Std Dev24.33%26.43%
Max Drawdown-59.72%-74.22%
Current Drawdown-3.98%-7.20%

Fundamentals


HUBBAYI
Market Cap$21.88B$7.77B
EPS$14.06$11.95
PE Ratio28.9921.10
PEG Ratio2.451.80
Revenue (TTM)$5.37B$3.85B
Gross Profit (TTM)$1.48B$1.71B
EBITDA (TTM)$1.19B$609.70M

Correlation

-0.50.00.51.00.6

The correlation between HUBB and AYI is 0.55, 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

HUBB vs. AYI - Performance Comparison

The year-to-date returns for both stocks are quite close, with HUBB having a 24.31% return and AYI slightly lower at 23.26%. Over the past 10 years, HUBB has outperformed AYI with an annualized return of 15.87%, while AYI has yielded a comparatively lower 7.74% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


2,000.00%2,500.00%3,000.00%3,500.00%4,000.00%NovemberDecember2024FebruaryMarchApril
2,556.93%
3,679.09%
HUBB
AYI

Compare stocks, funds, or ETFs

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


Hubbell Incorporated

Acuity Brands, Inc.

Risk-Adjusted Performance

HUBB vs. AYI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hubbell Incorporated (HUBB) and Acuity Brands, Inc. (AYI). 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.


HUBB
Sharpe ratio
The chart of Sharpe ratio for HUBB, currently valued at 2.43, compared to the broader market-2.00-1.000.001.002.003.004.002.43
Sortino ratio
The chart of Sortino ratio for HUBB, currently valued at 3.06, compared to the broader market-4.00-2.000.002.004.006.003.06
Omega ratio
The chart of Omega ratio for HUBB, currently valued at 1.39, compared to the broader market0.501.001.501.39
Calmar ratio
The chart of Calmar ratio for HUBB, currently valued at 2.99, compared to the broader market0.002.004.006.002.99
Martin ratio
The chart of Martin ratio for HUBB, currently valued at 8.61, compared to the broader market0.0010.0020.0030.008.61
AYI
Sharpe ratio
The chart of Sharpe ratio for AYI, currently valued at 2.46, compared to the broader market-2.00-1.000.001.002.003.004.002.46
Sortino ratio
The chart of Sortino ratio for AYI, currently valued at 3.60, compared to the broader market-4.00-2.000.002.004.006.003.60
Omega ratio
The chart of Omega ratio for AYI, currently valued at 1.45, compared to the broader market0.501.001.501.45
Calmar ratio
The chart of Calmar ratio for AYI, currently valued at 1.45, compared to the broader market0.002.004.006.001.45
Martin ratio
The chart of Martin ratio for AYI, currently valued at 15.99, compared to the broader market0.0010.0020.0030.0015.99

HUBB vs. AYI - Sharpe Ratio Comparison

The current HUBB Sharpe Ratio is 2.43, which roughly equals the AYI Sharpe Ratio of 2.46. The chart below compares the 12-month rolling Sharpe Ratio of HUBB and AYI.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2024FebruaryMarchApril
2.43
2.46
HUBB
AYI

Dividends

HUBB vs. AYI - Dividend Comparison

HUBB's dividend yield for the trailing twelve months is around 1.15%, more than AYI's 0.22% yield.


TTM20232022202120202019201820172016201520142013
HUBB
Hubbell Incorporated
1.15%1.39%1.82%1.92%2.37%2.32%3.17%2.12%2.22%2.29%1.93%1.70%
AYI
Acuity Brands, Inc.
0.22%0.25%0.31%0.25%0.43%0.38%0.45%0.30%0.23%0.22%0.37%0.48%

Drawdowns

HUBB vs. AYI - Drawdown Comparison

The maximum HUBB drawdown since its inception was -59.72%, smaller than the maximum AYI drawdown of -74.22%. Use the drawdown chart below to compare losses from any high point for HUBB and AYI. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2024FebruaryMarchApril
-3.98%
-7.20%
HUBB
AYI

Volatility

HUBB vs. AYI - Volatility Comparison

The current volatility for Hubbell Incorporated (HUBB) is 5.64%, while Acuity Brands, Inc. (AYI) has a volatility of 6.05%. This indicates that HUBB experiences smaller price fluctuations and is considered to be less risky than AYI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%NovemberDecember2024FebruaryMarchApril
5.64%
6.05%
HUBB
AYI

Financials

HUBB vs. AYI - Financials Comparison

This section allows you to compare key financial metrics between Hubbell Incorporated and Acuity Brands, 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