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

Correlation

The correlation between HWM and CAH is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

HWM vs. CAH - Performance Comparison

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

0.00%10.00%20.00%30.00%40.00%50.00%60.00%AugustSeptemberOctoberNovemberDecember2025
60.83%
34.06%
HWM
CAH

Key characteristics

Sharpe Ratio

HWM:

3.91

CAH:

1.01

Sortino Ratio

HWM:

5.25

CAH:

1.50

Omega Ratio

HWM:

1.72

CAH:

1.19

Calmar Ratio

HWM:

13.04

CAH:

1.21

Martin Ratio

HWM:

32.29

CAH:

2.60

Ulcer Index

HWM:

4.17%

CAH:

8.45%

Daily Std Dev

HWM:

34.45%

CAH:

21.67%

Max Drawdown

HWM:

-64.81%

CAH:

-61.58%

Current Drawdown

HWM:

0.00%

CAH:

-0.60%

Fundamentals

Market Cap

HWM:

$50.90B

CAH:

$30.74B

EPS

HWM:

$2.64

CAH:

$5.20

PE Ratio

HWM:

47.46

CAH:

24.28

PEG Ratio

HWM:

0.80

CAH:

1.05

Total Revenue (TTM)

HWM:

$5.54B

CAH:

$167.06B

Gross Profit (TTM)

HWM:

$1.57B

CAH:

$5.59B

EBITDA (TTM)

HWM:

$1.34B

CAH:

$1.90B

Returns By Period

In the year-to-date period, HWM achieves a 14.57% return, which is significantly higher than CAH's 7.22% return.


HWM

YTD

14.57%

1M

16.35%

6M

60.83%

1Y

127.73%

5Y*

41.46%

10Y*

N/A

CAH

YTD

7.22%

1M

9.41%

6M

34.06%

1Y

20.90%

5Y*

22.15%

10Y*

7.53%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

HWM vs. CAH — Risk-Adjusted Performance Rank

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

HWM
The Risk-Adjusted Performance Rank of HWM is 9999
Overall Rank
The Sharpe Ratio Rank of HWM is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of HWM is 9999
Sortino Ratio Rank
The Omega Ratio Rank of HWM is 9898
Omega Ratio Rank
The Calmar Ratio Rank of HWM is 100100
Calmar Ratio Rank
The Martin Ratio Rank of HWM is 9999
Martin Ratio Rank

CAH
The Risk-Adjusted Performance Rank of CAH is 7575
Overall Rank
The Sharpe Ratio Rank of CAH is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of CAH is 7171
Sortino Ratio Rank
The Omega Ratio Rank of CAH is 7171
Omega Ratio Rank
The Calmar Ratio Rank of CAH is 8383
Calmar Ratio Rank
The Martin Ratio Rank of CAH is 7070
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.

HWM vs. CAH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Howmet Aerospace Inc. (HWM) and Cardinal Health, Inc. (CAH). 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 3.91, compared to the broader market-2.000.002.004.003.911.01
The chart of Sortino ratio for HWM, currently valued at 5.25, compared to the broader market-4.00-2.000.002.004.005.251.50
The chart of Omega ratio for HWM, currently valued at 1.72, compared to the broader market0.501.001.502.001.721.19
The chart of Calmar ratio for HWM, currently valued at 13.04, compared to the broader market0.002.004.006.0013.041.21
The chart of Martin ratio for HWM, currently valued at 32.29, compared to the broader market-10.000.0010.0020.0030.0032.292.60
HWM
CAH

The current HWM Sharpe Ratio is 3.91, which is higher than the CAH Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of HWM and CAH, 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 Ratio0.001.002.003.004.005.00AugustSeptemberOctoberNovemberDecember2025
3.91
1.01
HWM
CAH

Dividends

HWM vs. CAH - Dividend Comparison

HWM's dividend yield for the trailing twelve months is around 0.21%, less than CAH's 1.60% yield.


TTM20242023202220212020201920182017201620152014
HWM
Howmet Aerospace Inc.
0.21%0.24%0.31%0.25%0.13%0.05%0.39%1.42%0.88%0.49%0.00%0.00%
CAH
Cardinal Health, Inc.
1.60%1.28%1.98%2.57%3.80%3.62%3.79%4.24%2.99%2.41%1.68%1.65%

Drawdowns

HWM vs. CAH - Drawdown Comparison

The maximum HWM drawdown since its inception was -64.81%, which is greater than CAH's maximum drawdown of -61.58%. Use the drawdown chart below to compare losses from any high point for HWM and CAH. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember20250
-0.60%
HWM
CAH

Volatility

HWM vs. CAH - Volatility Comparison

Howmet Aerospace Inc. (HWM) has a higher volatility of 8.35% compared to Cardinal Health, Inc. (CAH) at 4.16%. This indicates that HWM's price experiences larger fluctuations and is considered to be riskier than CAH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%AugustSeptemberOctoberNovemberDecember2025
8.35%
4.16%
HWM
CAH

Financials

HWM vs. CAH - Financials Comparison

This section allows you to compare key financial metrics between Howmet Aerospace Inc. and Cardinal Health, 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab