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HUBB vs. VRT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between HUBB and VRT is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.7

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Performance

HUBB vs. VRT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hubbell Incorporated (HUBB) and Vertiv Holdings Co. (VRT). The values are adjusted to include any dividend payments, if applicable.

-15.00%-10.00%-5.00%0.00%5.00%10.00%NovemberDecember2025FebruaryMarchApril
-10.56%
-16.89%
SCZ
IWM

Key characteristics

Sharpe Ratio

HUBB:

-0.76

VRT:

-0.43

Sortino Ratio

HUBB:

-0.90

VRT:

-0.17

Omega Ratio

HUBB:

0.88

VRT:

0.98

Calmar Ratio

HUBB:

-0.75

VRT:

-0.49

Martin Ratio

HUBB:

-2.07

VRT:

-1.38

Ulcer Index

HUBB:

11.91%

VRT:

22.02%

Daily Std Dev

HUBB:

32.59%

VRT:

71.13%

Max Drawdown

HUBB:

-41.63%

VRT:

-71.24%

Current Drawdown

HUBB:

-32.65%

VRT:

-61.28%

Fundamentals

Market Cap

HUBB:

$16.93B

VRT:

$22.62B

EPS

HUBB:

$14.38

VRT:

$1.28

PE Ratio

HUBB:

21.97

VRT:

46.41

PEG Ratio

HUBB:

1.80

VRT:

0.53

Total Revenue (TTM)

HUBB:

$4.23B

VRT:

$6.37B

Gross Profit (TTM)

HUBB:

$1.46B

VRT:

$2.37B

EBITDA (TTM)

HUBB:

$1.01B

VRT:

$1.10B

Returns By Period

In the year-to-date period, HUBB achieves a -24.31% return, which is significantly higher than VRT's -47.68% return.


HUBB

YTD

-24.31%

1M

-10.71%

6M

-26.00%

1Y

-22.44%

5Y*

26.39%

10Y*

N/A

VRT

YTD

-47.68%

1M

-32.38%

6M

-43.49%

1Y

-26.28%

5Y*

49.97%

10Y*

N/A

*Annualized

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Hubbell Incorporated

Vertiv Holdings Co.

Risk-Adjusted Performance

HUBB vs. VRT — Risk-Adjusted Performance Rank

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

HUBB
The Risk-Adjusted Performance Rank of HUBB is 1313
Overall Rank
The Sharpe Ratio Rank of HUBB is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of HUBB is 1818
Sortino Ratio Rank
The Omega Ratio Rank of HUBB is 1919
Omega Ratio Rank
The Calmar Ratio Rank of HUBB is 1010
Calmar Ratio Rank
The Martin Ratio Rank of HUBB is 22
Martin Ratio Rank

VRT
The Risk-Adjusted Performance Rank of VRT is 2929
Overall Rank
The Sharpe Ratio Rank of VRT is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of VRT is 3636
Sortino Ratio Rank
The Omega Ratio Rank of VRT is 3636
Omega Ratio Rank
The Calmar Ratio Rank of VRT is 2424
Calmar Ratio Rank
The Martin Ratio Rank of VRT is 1717
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.

HUBB vs. VRT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hubbell Incorporated (HUBB) and Vertiv Holdings Co. (VRT). 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 SCZ, currently valued at -0.24, compared to the broader market-2.00-1.000.001.002.00
SCZ: -0.24
IWM: -0.50
The chart of Sortino ratio for SCZ, currently valued at -0.22, compared to the broader market-6.00-4.00-2.000.002.004.00
SCZ: -0.22
IWM: -0.57
The chart of Omega ratio for SCZ, currently valued at 0.97, compared to the broader market0.501.001.502.00
SCZ: 0.97
IWM: 0.93
The chart of Calmar ratio for SCZ, currently valued at -0.21, compared to the broader market0.001.002.003.004.00
SCZ: -0.21
IWM: -0.44
The chart of Martin ratio for SCZ, currently valued at -0.76, compared to the broader market-10.000.0010.0020.00
SCZ: -0.76
IWM: -1.59

The current HUBB Sharpe Ratio is -0.76, which is lower than the VRT Sharpe Ratio of -0.43. The chart below compares the historical Sharpe Ratios of HUBB and VRT, 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-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
-0.24
-0.50
SCZ
IWM

Dividends

HUBB vs. VRT - Dividend Comparison

HUBB's dividend yield for the trailing twelve months is around 1.61%, more than VRT's 0.21% yield.


TTM20242023202220212020201920182017201620152014

Drawdowns

HUBB vs. VRT - Drawdown Comparison

The maximum HUBB drawdown since its inception was -41.63%, smaller than the maximum VRT drawdown of -71.24%. Use the drawdown chart below to compare losses from any high point for HUBB and VRT. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-17.93%
-24.86%
SCZ
IWM

Volatility

HUBB vs. VRT - Volatility Comparison

The current volatility for Hubbell Incorporated (HUBB) is NaN%, while Vertiv Holdings Co. (VRT) has a volatility of NaN%. This indicates that HUBB experiences smaller price fluctuations and is considered to be less risky than VRT 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%NovemberDecember2025FebruaryMarchApril
7.86%
9.85%
SCZ
IWM

Financials

HUBB vs. VRT - Financials Comparison

This section allows you to compare key financial metrics between Hubbell Incorporated and Vertiv Holdings Co.. 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


1.00B1.50B2.00BAprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober
1.33B
2.35B
(HUBB) Total Revenue
(VRT) Total Revenue
Values in USD except per share items

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Recent discussions

Transactional Portfolio Use

I am trying to understand how to make the best use of transactional portfolios. At first I thought it is useful when tracking the performance of a self-managed fund. You add cash to it, transact in equities, adding each transaction to the portfolio. It then shows you its performance wrt. to a benchmark. The broker does this for you anyway, but the whole reason I started evaluating Portfolioslab is so that I can separate my single broker account into thematic baskets ("thematic funds") and track their performance individually.

The transactional portfolio in Portfolioslab does not seem to work that way. It does not consider the changes in cash position, ie. any profit/loss made on equity transactions. It does not seem to be suited for track the assets of a fund, so to speak. What good is transactional portfolio then?

EG

May 14, 24 Posted in general
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How often do you rebase the trends portfolio?

Is there a way to know when the portfolio is being rebased and how its composition changes over time? I want to track when new stocks are added to the portfolio or removed.

Hedge Cat

October 17, 23 Posted in general
1K

Basis of calculations: historical or modelled?

Hi,

I am new to Portfolioslab. I cannot find any statement describing whether returns and heat maps of users' and lazy's portfolios are based on actual historical data, or are simply modelled on the basis of current portfolio composition.

I would greatly appreciate a clarification.

Thanks

Luca

November 12, 23 Posted in general
679