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HWM vs. AWI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

HWM vs. AWI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Howmet Aerospace Inc. (HWM) and Armstrong World Industries, Inc. (AWI). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
34.84%
33.80%
HWM
AWI

Returns By Period

In the year-to-date period, HWM achieves a 109.75% return, which is significantly higher than AWI's 56.90% return.


HWM

YTD

109.75%

1M

7.31%

6M

34.84%

1Y

120.55%

5Y (annualized)

37.24%

10Y (annualized)

N/A

AWI

YTD

56.90%

1M

8.61%

6M

33.80%

1Y

85.70%

5Y (annualized)

10.99%

10Y (annualized)

12.43%

Fundamentals


HWMAWI
Market Cap$46.14B$6.74B
EPS$2.60$5.66
PE Ratio43.6827.31
PEG Ratio0.801.66
Total Revenue (TTM)$7.27B$1.39B
Gross Profit (TTM)$2.07B$557.20M
EBITDA (TTM)$1.42B$418.70M

Key characteristics


HWMAWI
Sharpe Ratio3.573.56
Sortino Ratio5.055.05
Omega Ratio1.711.64
Calmar Ratio12.863.16
Martin Ratio32.7918.29
Ulcer Index3.67%4.77%
Daily Std Dev33.72%24.57%
Max Drawdown-64.81%-80.98%
Current Drawdown-2.25%-1.48%

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Correlation

-0.50.00.51.00.4

The correlation between HWM and AWI is 0.45, 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

HWM vs. AWI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Howmet Aerospace Inc. (HWM) and Armstrong World Industries, Inc. (AWI). 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 HWM, currently valued at 3.57, compared to the broader market-4.00-2.000.002.004.003.573.56
The chart of Sortino ratio for HWM, currently valued at 5.05, compared to the broader market-4.00-2.000.002.004.005.055.05
The chart of Omega ratio for HWM, currently valued at 1.71, compared to the broader market0.501.001.502.001.711.64
The chart of Calmar ratio for HWM, currently valued at 12.86, compared to the broader market0.002.004.006.0012.863.16
The chart of Martin ratio for HWM, currently valued at 32.79, compared to the broader market0.0010.0020.0030.0032.7918.29
HWM
AWI

The current HWM Sharpe Ratio is 3.57, which is comparable to the AWI Sharpe Ratio of 3.56. The chart below compares the historical Sharpe Ratios of HWM and AWI, 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 Ratio2.002.503.003.504.004.50JuneJulyAugustSeptemberOctoberNovember
3.57
3.56
HWM
AWI

Dividends

HWM vs. AWI - Dividend Comparison

HWM's dividend yield for the trailing twelve months is around 0.23%, less than AWI's 0.75% yield.


TTM20232022202120202019201820172016
HWM
Howmet Aerospace Inc.
0.23%0.31%0.25%0.13%0.05%0.39%1.42%0.88%0.49%
AWI
Armstrong World Industries, Inc.
0.75%1.06%1.38%0.74%1.09%0.77%0.30%0.00%0.00%

Drawdowns

HWM vs. AWI - Drawdown Comparison

The maximum HWM drawdown since its inception was -64.81%, smaller than the maximum AWI drawdown of -80.98%. Use the drawdown chart below to compare losses from any high point for HWM and AWI. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.25%
-1.48%
HWM
AWI

Volatility

HWM vs. AWI - Volatility Comparison

Howmet Aerospace Inc. (HWM) has a higher volatility of 14.33% compared to Armstrong World Industries, Inc. (AWI) at 6.84%. This indicates that HWM's price experiences larger fluctuations and is considered to be riskier than AWI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
14.33%
6.84%
HWM
AWI

Financials

HWM vs. AWI - Financials Comparison

This section allows you to compare key financial metrics between Howmet Aerospace Inc. and Armstrong World Industries, 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