HXL vs. MRCY
Compare and contrast key facts about Hexcel Corporation (HXL) and Mercury Systems, Inc. (MRCY).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HXL or MRCY.
Key characteristics
| HXL | MRCY | |
|---|---|---|
| YTD Return | -17.84% | 11.68% |
| 1Y Return | -9.01% | 17.42% |
| 3Y Return (Ann) | -0.91% | -7.77% |
| 5Y Return (Ann) | -5.11% | -10.81% |
| 10Y Return (Ann) | 4.04% | 12.03% |
| Sharpe Ratio | -0.33 | 0.37 |
| Sortino Ratio | -0.24 | 1.02 |
| Omega Ratio | 0.97 | 1.12 |
| Calmar Ratio | -0.32 | 0.25 |
| Martin Ratio | -0.67 | 0.99 |
| Ulcer Index | 13.90% | 17.89% |
| Daily Std Dev | 28.65% | 47.34% |
| Max Drawdown | -95.81% | -96.20% |
| Current Drawdown | -27.64% | -55.99% |
Fundamentals
| HXL | MRCY | |
|---|---|---|
| Market Cap | $4.96B | $2.62B |
| EPS | $1.31 | -$2.04 |
| PEG Ratio | 0.87 | 2.65 |
| Total Revenue (TTM) | $1.89B | $858.72M |
| Gross Profit (TTM) | $451.70M | $185.85M |
| EBITDA (TTM) | $279.70M | -$41.63M |
Correlation
The correlation between HXL and MRCY is 0.32, 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.
Performance
HXL vs. MRCY - Performance Comparison
In the year-to-date period, HXL achieves a -17.84% return, which is significantly lower than MRCY's 11.68% return. Over the past 10 years, HXL has underperformed MRCY with an annualized return of 4.04%, while MRCY has yielded a comparatively higher 12.03% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
HXL vs. MRCY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Hexcel Corporation (HXL) and Mercury Systems, Inc. (MRCY). 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.
Dividends
HXL vs. MRCY - Dividend Comparison
HXL's dividend yield for the trailing twelve months is around 1.00%, while MRCY has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
HXL Hexcel Corporation | 1.00% | 0.68% | 0.68% | 0.00% | 0.35% | 0.87% | 0.96% | 0.76% | 0.84% | 0.86% |
MRCY Mercury Systems, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
HXL vs. MRCY - Drawdown Comparison
The maximum HXL drawdown since its inception was -95.81%, roughly equal to the maximum MRCY drawdown of -96.20%. Use the drawdown chart below to compare losses from any high point for HXL and MRCY. For additional features, visit the drawdowns tool.
Volatility
HXL vs. MRCY - Volatility Comparison
The current volatility for Hexcel Corporation (HXL) is 8.33%, while Mercury Systems, Inc. (MRCY) has a volatility of 23.48%. This indicates that HXL experiences smaller price fluctuations and is considered to be less risky than MRCY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
HXL vs. MRCY - Financials Comparison
This section allows you to compare key financial metrics between Hexcel Corporation and Mercury Systems, 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.
Total Revenue: Total amount of money received from sales and other business activities