ITRI vs. CAT
Compare and contrast key facts about Itron, Inc. (ITRI) and Caterpillar Inc. (CAT).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ITRI or CAT.
Key characteristics
| ITRI | CAT | |
|---|---|---|
| YTD Return | 64.81% | 36.27% |
| 1Y Return | 96.48% | 68.10% |
| 3Y Return (Ann) | 20.04% | 26.38% |
| 5Y Return (Ann) | 10.20% | 25.18% |
| 10Y Return (Ann) | 11.88% | 17.77% |
| Sharpe Ratio | 2.51 | 2.71 |
| Sortino Ratio | 3.74 | 3.46 |
| Omega Ratio | 1.47 | 1.46 |
| Calmar Ratio | 2.08 | 4.36 |
| Martin Ratio | 17.08 | 10.57 |
| Ulcer Index | 5.77% | 6.82% |
| Daily Std Dev | 39.37% | 26.59% |
| Max Drawdown | -94.36% | -73.43% |
| Current Drawdown | 0.00% | -4.88% |
Fundamentals
| ITRI | CAT | |
|---|---|---|
| Market Cap | $5.61B | $191.45B |
| EPS | $4.87 | $21.53 |
| PE Ratio | 25.55 | 18.42 |
| PEG Ratio | 1.01 | 2.68 |
| Total Revenue (TTM) | $2.41B | $65.66B |
| Gross Profit (TTM) | $808.85M | $23.58B |
| EBITDA (TTM) | $297.83M | $15.75B |
Correlation
The correlation between ITRI and CAT 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.
Performance
ITRI vs. CAT - Performance Comparison
In the year-to-date period, ITRI achieves a 64.81% return, which is significantly higher than CAT's 36.27% return. Over the past 10 years, ITRI has underperformed CAT with an annualized return of 11.88%, while CAT has yielded a comparatively higher 17.77% 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
ITRI vs. CAT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Itron, Inc. (ITRI) and Caterpillar Inc. (CAT). 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
ITRI vs. CAT - Dividend Comparison
ITRI has not paid dividends to shareholders, while CAT's dividend yield for the trailing twelve months is around 1.37%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ITRI Itron, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CAT Caterpillar Inc. | 1.37% | 1.69% | 1.93% | 2.07% | 2.26% | 2.56% | 2.58% | 1.97% | 3.32% | 4.33% | 2.84% | 1.89% |
Drawdowns
ITRI vs. CAT - Drawdown Comparison
The maximum ITRI drawdown since its inception was -94.36%, which is greater than CAT's maximum drawdown of -73.43%. Use the drawdown chart below to compare losses from any high point for ITRI and CAT. For additional features, visit the drawdowns tool.
Volatility
ITRI vs. CAT - Volatility Comparison
Itron, Inc. (ITRI) and Caterpillar Inc. (CAT) have volatilities of 10.58% and 10.79%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Financials
ITRI vs. CAT - Financials Comparison
This section allows you to compare key financial metrics between Itron, Inc. and Caterpillar 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