ICHR vs. EMR
Compare and contrast key facts about Ichor Holdings, Ltd. (ICHR) and Emerson Electric Co. (EMR).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ICHR or EMR.
Key characteristics
| ICHR | EMR | |
|---|---|---|
| YTD Return | -5.35% | 34.49% |
| 1Y Return | 22.94% | 49.01% |
| 3Y Return (Ann) | -13.17% | 12.52% |
| 5Y Return (Ann) | -0.30% | 14.49% |
| Sharpe Ratio | 0.51 | 1.87 |
| Sortino Ratio | 1.06 | 2.84 |
| Omega Ratio | 1.13 | 1.39 |
| Calmar Ratio | 0.43 | 2.87 |
| Martin Ratio | 1.15 | 7.93 |
| Ulcer Index | 21.99% | 6.14% |
| Daily Std Dev | 49.84% | 26.01% |
| Max Drawdown | -65.12% | -56.14% |
| Current Drawdown | -48.81% | -0.89% |
Fundamentals
| ICHR | EMR | |
|---|---|---|
| Market Cap | $1.10B | $73.44B |
| EPS | -$0.92 | $2.82 |
| PEG Ratio | 0.27 | 2.30 |
| Total Revenue (TTM) | $819.23M | $17.49B |
| Gross Profit (TTM) | $96.69M | $5.35B |
| EBITDA (TTM) | -$14.93M | $888.00M |
Correlation
The correlation between ICHR and EMR is 0.44, 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.
Performance
ICHR vs. EMR - Performance Comparison
In the year-to-date period, ICHR achieves a -5.35% return, which is significantly lower than EMR's 34.49% 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
ICHR vs. EMR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Ichor Holdings, Ltd. (ICHR) and Emerson Electric Co. (EMR). 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
ICHR vs. EMR - Dividend Comparison
ICHR has not paid dividends to shareholders, while EMR's dividend yield for the trailing twelve months is around 1.63%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ICHR Ichor Holdings, Ltd. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EMR Emerson Electric Co. | 1.22% | 2.14% | 2.15% | 2.18% | 2.49% | 2.58% | 3.26% | 2.76% | 3.42% | 3.94% | 2.85% | 2.37% |
Drawdowns
ICHR vs. EMR - Drawdown Comparison
The maximum ICHR drawdown since its inception was -65.12%, which is greater than EMR's maximum drawdown of -56.14%. Use the drawdown chart below to compare losses from any high point for ICHR and EMR. For additional features, visit the drawdowns tool.
Volatility
ICHR vs. EMR - Volatility Comparison
Ichor Holdings, Ltd. (ICHR) has a higher volatility of 17.54% compared to Emerson Electric Co. (EMR) at 10.37%. This indicates that ICHR's price experiences larger fluctuations and is considered to be riskier than EMR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
ICHR vs. EMR - Financials Comparison
This section allows you to compare key financial metrics between Ichor Holdings, Ltd. and Emerson Electric 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.
Total Revenue: Total amount of money received from sales and other business activities