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KMTUY vs. CAT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between KMTUY and CAT is 0.38, 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.


-0.50.00.51.00.4

Performance

KMTUY vs. CAT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Komatsu Ltd. (KMTUY) and Caterpillar Inc. (CAT). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%SeptemberOctoberNovemberDecember2025February
11.19%
3.67%
KMTUY
CAT

Key characteristics

Sharpe Ratio

KMTUY:

0.33

CAT:

0.41

Sortino Ratio

KMTUY:

0.62

CAT:

0.76

Omega Ratio

KMTUY:

1.08

CAT:

1.10

Calmar Ratio

KMTUY:

0.29

CAT:

0.69

Martin Ratio

KMTUY:

0.82

CAT:

1.29

Ulcer Index

KMTUY:

11.39%

CAT:

8.48%

Daily Std Dev

KMTUY:

27.94%

CAT:

26.60%

Max Drawdown

KMTUY:

-75.42%

CAT:

-73.43%

Current Drawdown

KMTUY:

-11.96%

CAT:

-15.01%

Fundamentals

Market Cap

KMTUY:

$29.15B

CAT:

$168.71B

EPS

KMTUY:

$2.82

CAT:

$22.06

PE Ratio

KMTUY:

11.20

CAT:

16.00

PEG Ratio

KMTUY:

1.69

CAT:

1.72

Total Revenue (TTM)

KMTUY:

$2.03T

CAT:

$64.81B

Gross Profit (TTM)

KMTUY:

$632.95B

CAT:

$23.37B

EBITDA (TTM)

KMTUY:

$391.73B

CAT:

$16.25B

Returns By Period

In the year-to-date period, KMTUY achieves a 15.63% return, which is significantly higher than CAT's -2.33% return. Over the past 10 years, KMTUY has underperformed CAT with an annualized return of 6.42%, while CAT has yielded a comparatively higher 18.49% annualized return.


KMTUY

YTD

15.63%

1M

14.58%

6M

11.19%

1Y

10.03%

5Y*

9.67%

10Y*

6.42%

CAT

YTD

-2.33%

1M

-8.22%

6M

3.67%

1Y

14.21%

5Y*

23.51%

10Y*

18.49%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

KMTUY vs. CAT — Risk-Adjusted Performance Rank

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

KMTUY
The Risk-Adjusted Performance Rank of KMTUY is 5454
Overall Rank
The Sharpe Ratio Rank of KMTUY is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of KMTUY is 4848
Sortino Ratio Rank
The Omega Ratio Rank of KMTUY is 4848
Omega Ratio Rank
The Calmar Ratio Rank of KMTUY is 5959
Calmar Ratio Rank
The Martin Ratio Rank of KMTUY is 5555
Martin Ratio Rank

CAT
The Risk-Adjusted Performance Rank of CAT is 5959
Overall Rank
The Sharpe Ratio Rank of CAT is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of CAT is 5252
Sortino Ratio Rank
The Omega Ratio Rank of CAT is 5050
Omega Ratio Rank
The Calmar Ratio Rank of CAT is 7272
Calmar Ratio Rank
The Martin Ratio Rank of CAT is 6060
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.

KMTUY vs. CAT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Komatsu Ltd. (KMTUY) 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.


Sharpe ratio
The chart of Sharpe ratio for KMTUY, currently valued at 0.33, compared to the broader market-2.000.002.000.330.41
The chart of Sortino ratio for KMTUY, currently valued at 0.62, compared to the broader market-4.00-2.000.002.004.006.000.620.76
The chart of Omega ratio for KMTUY, currently valued at 1.08, compared to the broader market0.501.001.502.001.081.10
The chart of Calmar ratio for KMTUY, currently valued at 0.29, compared to the broader market0.002.004.006.000.290.69
The chart of Martin ratio for KMTUY, currently valued at 0.82, compared to the broader market0.0010.0020.0030.000.821.29
KMTUY
CAT

The current KMTUY Sharpe Ratio is 0.33, which is comparable to the CAT Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of KMTUY and CAT, 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-0.500.000.501.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
0.33
0.41
KMTUY
CAT

Dividends

KMTUY vs. CAT - Dividend Comparison

KMTUY has not paid dividends to shareholders, while CAT's dividend yield for the trailing twelve months is around 1.57%.


TTM20242023202220212020201920182017201620152014
KMTUY
Komatsu Ltd.
0.00%0.00%3.91%4.11%2.95%1.94%4.35%4.11%1.60%2.32%2.88%2.38%
CAT
Caterpillar Inc.
1.57%1.49%1.69%1.93%2.07%2.26%2.56%2.58%1.97%3.32%4.33%2.84%

Drawdowns

KMTUY vs. CAT - Drawdown Comparison

The maximum KMTUY drawdown since its inception was -75.42%, roughly equal to the maximum CAT drawdown of -73.43%. Use the drawdown chart below to compare losses from any high point for KMTUY and CAT. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-11.96%
-15.01%
KMTUY
CAT

Volatility

KMTUY vs. CAT - Volatility Comparison

The current volatility for Komatsu Ltd. (KMTUY) is 7.55%, while Caterpillar Inc. (CAT) has a volatility of 8.53%. This indicates that KMTUY experiences smaller price fluctuations and is considered to be less risky than CAT 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%16.00%SeptemberOctoberNovemberDecember2025February
7.55%
8.53%
KMTUY
CAT

Financials

KMTUY vs. CAT - Financials Comparison

This section allows you to compare key financial metrics between Komatsu Ltd. 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.


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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