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HXL vs. KTB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between HXL and KTB is 0.40, 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.


-0.50.00.51.00.4

Performance

HXL vs. KTB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hexcel Corporation (HXL) and Kontoor Brands, Inc. (KTB). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
7.37%
18.02%
HXL
KTB

Key characteristics

Sharpe Ratio

HXL:

-0.23

KTB:

1.13

Sortino Ratio

HXL:

-0.12

KTB:

1.73

Omega Ratio

HXL:

0.98

KTB:

1.22

Calmar Ratio

HXL:

-0.22

KTB:

2.57

Martin Ratio

HXL:

-0.41

KTB:

6.07

Ulcer Index

HXL:

15.88%

KTB:

6.11%

Daily Std Dev

HXL:

28.23%

KTB:

32.92%

Max Drawdown

HXL:

-95.81%

KTB:

-67.20%

Current Drawdown

HXL:

-20.00%

KTB:

-13.80%

Fundamentals

Market Cap

HXL:

$5.37B

KTB:

$4.55B

EPS

HXL:

$1.59

KTB:

$4.43

PE Ratio

HXL:

41.63

KTB:

18.61

Total Revenue (TTM)

HXL:

$1.90B

KTB:

$1.91B

Gross Profit (TTM)

HXL:

$467.10M

KTB:

$851.80M

EBITDA (TTM)

HXL:

$281.00M

KTB:

$294.65M

Returns By Period

In the year-to-date period, HXL achieves a 5.84% return, which is significantly higher than KTB's -3.49% return.


HXL

YTD

5.84%

1M

3.10%

6M

7.37%

1Y

-7.75%

5Y*

-1.99%

10Y*

4.56%

KTB

YTD

-3.49%

1M

-4.47%

6M

18.02%

1Y

34.98%

5Y*

19.13%

10Y*

N/A

*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

HXL vs. KTB — Risk-Adjusted Performance Rank

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

HXL
The Risk-Adjusted Performance Rank of HXL is 3232
Overall Rank
The Sharpe Ratio Rank of HXL is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of HXL is 2828
Sortino Ratio Rank
The Omega Ratio Rank of HXL is 2828
Omega Ratio Rank
The Calmar Ratio Rank of HXL is 3333
Calmar Ratio Rank
The Martin Ratio Rank of HXL is 3737
Martin Ratio Rank

KTB
The Risk-Adjusted Performance Rank of KTB is 8181
Overall Rank
The Sharpe Ratio Rank of KTB is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of KTB is 7474
Sortino Ratio Rank
The Omega Ratio Rank of KTB is 7373
Omega Ratio Rank
The Calmar Ratio Rank of KTB is 9393
Calmar Ratio Rank
The Martin Ratio Rank of KTB is 8383
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.

HXL vs. KTB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hexcel Corporation (HXL) and Kontoor Brands, Inc. (KTB). 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 HXL, currently valued at -0.23, compared to the broader market-2.000.002.004.00-0.231.13
The chart of Sortino ratio for HXL, currently valued at -0.12, compared to the broader market-6.00-4.00-2.000.002.004.00-0.121.73
The chart of Omega ratio for HXL, currently valued at 0.98, compared to the broader market0.501.001.502.000.981.22
The chart of Calmar ratio for HXL, currently valued at -0.22, compared to the broader market0.002.004.006.00-0.222.57
The chart of Martin ratio for HXL, currently valued at -0.41, compared to the broader market0.0010.0020.0030.00-0.416.07
HXL
KTB

The current HXL Sharpe Ratio is -0.23, which is lower than the KTB Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of HXL and KTB, 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-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
-0.23
1.13
HXL
KTB

Dividends

HXL vs. KTB - Dividend Comparison

HXL's dividend yield for the trailing twelve months is around 0.94%, less than KTB's 2.45% yield.


TTM2024202320222021202020192018201720162015
HXL
Hexcel Corporation
0.94%0.96%0.68%0.68%0.00%0.35%0.87%0.96%0.76%0.84%0.86%
KTB
Kontoor Brands, Inc.
2.45%2.37%3.11%4.65%3.24%2.37%2.67%0.00%0.00%0.00%0.00%

Drawdowns

HXL vs. KTB - Drawdown Comparison

The maximum HXL drawdown since its inception was -95.81%, which is greater than KTB's maximum drawdown of -67.20%. Use the drawdown chart below to compare losses from any high point for HXL and KTB. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-20.00%
-13.80%
HXL
KTB

Volatility

HXL vs. KTB - Volatility Comparison

The current volatility for Hexcel Corporation (HXL) is 7.86%, while Kontoor Brands, Inc. (KTB) has a volatility of 11.01%. This indicates that HXL experiences smaller price fluctuations and is considered to be less risky than KTB 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%14.00%SeptemberOctoberNovemberDecember2025February
7.86%
11.01%
HXL
KTB

Financials

HXL vs. KTB - Financials Comparison

This section allows you to compare key financial metrics between Hexcel Corporation and Kontoor 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
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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.

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