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KD vs. TT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

KD vs. TT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kyndryl Holdings, Inc. (KD) and Trane Technologies plc (TT). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
2.22%
23.90%
KD
TT

Returns By Period

In the year-to-date period, KD achieves a 37.30% return, which is significantly lower than TT's 69.94% return.


KD

YTD

37.30%

1M

16.88%

6M

2.22%

1Y

57.80%

5Y (annualized)

N/A

10Y (annualized)

N/A

TT

YTD

69.94%

1M

2.58%

6M

23.90%

1Y

84.00%

5Y (annualized)

34.62%

10Y (annualized)

25.89%

Fundamentals


KDTT
Market Cap$6.63B$92.94B
EPS-$0.38$10.85
Total Revenue (TTM)$11.53B$19.39B
Gross Profit (TTM)$2.27B$6.84B
EBITDA (TTM)$934.00M$3.73B

Key characteristics


KDTT
Sharpe Ratio1.273.65
Sortino Ratio2.364.45
Omega Ratio1.311.59
Calmar Ratio1.008.98
Martin Ratio5.6731.98
Ulcer Index9.90%2.60%
Daily Std Dev44.38%22.84%
Max Drawdown-79.80%-77.92%
Current Drawdown-29.99%-0.93%

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Correlation

-0.50.00.51.00.4

The correlation between KD and TT 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.

Risk-Adjusted Performance

KD vs. TT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Kyndryl Holdings, Inc. (KD) and Trane Technologies plc (TT). 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 KD, currently valued at 1.27, compared to the broader market-4.00-2.000.002.004.001.273.65
The chart of Sortino ratio for KD, currently valued at 2.36, compared to the broader market-4.00-2.000.002.004.002.364.45
The chart of Omega ratio for KD, currently valued at 1.31, compared to the broader market0.501.001.502.001.311.59
The chart of Calmar ratio for KD, currently valued at 1.00, compared to the broader market0.002.004.006.001.008.98
The chart of Martin ratio for KD, currently valued at 5.67, compared to the broader market-10.000.0010.0020.0030.005.6731.98
KD
TT

The current KD Sharpe Ratio is 1.27, which is lower than the TT Sharpe Ratio of 3.65. The chart below compares the historical Sharpe Ratios of KD and TT, 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 Ratio1.002.003.004.005.00JuneJulyAugustSeptemberOctoberNovember
1.27
3.65
KD
TT

Dividends

KD vs. TT - Dividend Comparison

KD has not paid dividends to shareholders, while TT's dividend yield for the trailing twelve months is around 0.80%.


TTM20232022202120202019201820172016201520142013
KD
Kyndryl Holdings, 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%
TT
Trane Technologies plc
0.80%1.23%1.59%1.17%1.46%1.59%2.15%1.91%1.81%2.10%1.58%1.09%

Drawdowns

KD vs. TT - Drawdown Comparison

The maximum KD drawdown since its inception was -79.80%, roughly equal to the maximum TT drawdown of -77.92%. Use the drawdown chart below to compare losses from any high point for KD and TT. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-29.99%
-0.93%
KD
TT

Volatility

KD vs. TT - Volatility Comparison

Kyndryl Holdings, Inc. (KD) has a higher volatility of 15.40% compared to Trane Technologies plc (TT) at 7.48%. This indicates that KD's price experiences larger fluctuations and is considered to be riskier than TT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
15.40%
7.48%
KD
TT

Financials

KD vs. TT - Financials Comparison

This section allows you to compare key financial metrics between Kyndryl Holdings, Inc. and Trane Technologies plc. 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