PortfoliosLab logoPortfoliosLab logo
KMTUY vs. CAT
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

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.

Loading charts...

Returns By Period

In the year-to-date period, KMTUY achieves a 38.65% return, which is significantly lower than CAT's 62.36% return. Over the past 10 years, KMTUY has underperformed CAT with an annualized return of 10.42%, while CAT has yielded a comparatively higher 31.52% annualized return.


KMTUY

1D
6.92%
1M
6.66%
YTD
38.65%
6M
34.62%
1Y
45.18%
3Y*
23.09%
5Y*
9.40%
10Y*
10.42%

CAT

1D
1.80%
1M
5.88%
YTD
62.36%
6M
57.25%
1Y
167.95%
3Y*
62.31%
5Y*
32.93%
10Y*
31.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KMTUY vs. CAT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KMTUY
Komatsu Ltd.
38.65%19.17%7.41%20.24%-7.62%-15.58%15.15%11.61%-40.55%61.31%
CAT
Caterpillar Inc.
62.36%60.30%24.66%25.95%18.60%15.95%26.97%19.51%-17.56%75.03%

Correlation

The correlation between KMTUY and CAT is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.45

Correlation (3Y)
Calculated over the trailing 3-year period

0.45

Correlation (5Y)
Calculated over the trailing 5-year period

0.46

Correlation (10Y)
Calculated over the trailing 10-year period

0.46

Correlation (All Time)
Calculated using the full available price history since Jul 16, 2007

0.44

Fundamentals

Market Cap

KMTUY:

$39.70B

CAT:

$431.41B

EPS

KMTUY:

$419.22

CAT:

$20.07

PE Ratio

KMTUY:

0.11

CAT:

46.14

PEG Ratio

KMTUY:

0.01

CAT:

3.05

PS Ratio

KMTUY:

0.01

CAT:

6.14

PB Ratio

KMTUY:

0.01

CAT:

23.12

Total Revenue (TTM)

KMTUY:

$4.19T

CAT:

$70.76B

Gross Profit (TTM)

KMTUY:

$1.28T

CAT:

$23.01B

EBITDA (TTM)

KMTUY:

$754.46B

CAT:

$15.31B

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Komatsu Ltd.

Caterpillar Inc.

Return for Risk

KMTUY vs. CAT — Risk / Return Rank

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

KMTUY
KMTUY Risk / Return Rank: 7373
Overall Rank
KMTUY Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
KMTUY Sortino Ratio Rank: 7474
Sortino Ratio Rank
KMTUY Omega Ratio Rank: 7272
Omega Ratio Rank
KMTUY Calmar Ratio Rank: 7272
Calmar Ratio Rank
KMTUY Martin Ratio Rank: 7070
Martin Ratio Rank

CAT
CAT Risk / Return Rank: 9898
Overall Rank
CAT Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
CAT Sortino Ratio Rank: 9898
Sortino Ratio Rank
CAT Omega Ratio Rank: 9797
Omega Ratio Rank
CAT Calmar Ratio Rank: 9898
Calmar Ratio Rank
CAT Martin Ratio Rank: 9999
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

KMTUY vs. CAT - Risk-Adjusted Trends 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.


KMTUYCATDifference
Sharpe ratioReturn per unit of total volatility

-3.69

Sortino ratioReturn per unit of downside risk

-3.72

Omega ratioGain probability vs. loss probability

1.24

1.72

-0.48

Calmar ratioReturn relative to maximum drawdown

1.78

12.18

-10.40

Martin ratioReturn relative to average drawdown

3.79

40.49

-36.70

KMTUY vs. CAT - Sharpe Ratio Comparison

The current KMTUY Sharpe Ratio is 1.29, which is lower than the CAT Sharpe Ratio of 4.98. The chart below compares the historical Sharpe Ratios of KMTUY and CAT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


KMTUYCATDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.29

4.98

-3.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

1.08

-0.76

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

1.02

-0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.09

0.35

-0.26

Drawdowns

KMTUY vs. CAT - Drawdown Comparison

The maximum KMTUY drawdown since its inception was -75.37%, 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.


Loading charts...

Drawdown Indicators


KMTUYCATDifference

Max Drawdown

Largest peak-to-trough decline

-75.37%

-73.43%

-1.94%

Max Drawdown (1Y)

Largest decline over 1 year

-25.52%

-13.88%

-11.64%

Max Drawdown (3Y)

Largest decline over 3 years

-25.52%

-34.05%

+8.53%

Max Drawdown (5Y)

Largest decline over 5 years

-39.80%

-34.05%

-5.75%

Max Drawdown (10Y)

Largest decline over 10 years

-64.68%

-43.36%

-21.32%

Current Drawdown

Current decline from peak

-13.84%

-0.08%

-13.76%

Average Drawdown

Average peak-to-trough decline

-32.51%

-19.74%

-12.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.95%

4.17%

+7.78%

Volatility

KMTUY vs. CAT - Volatility Comparison

Komatsu Ltd. (KMTUY) and Caterpillar Inc. (CAT) have volatilities of 11.04% and 11.17%, 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.


Loading charts...

Volatility by Period


KMTUYCATDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.04%

11.17%

-0.13%

Volatility (6M)

Calculated over the trailing 6-month period

28.18%

27.09%

+1.09%

Volatility (1Y)

Calculated over the trailing 1-year period

35.32%

33.97%

+1.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.75%

30.62%

-0.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.11%

30.86%

-0.75%

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 0.65%.


PositionTTM20252024202320222021202020192018201720162015
CAT
Caterpillar Inc.
0.65%1.02%1.49%1.69%1.93%2.07%2.26%2.56%2.58%1.97%3.32%4.33%
KMTUY
Komatsu Ltd.
0.00%2.31%2.02%0.00%0.00%0.00%0.00%0.00%0.00%0.72%2.32%2.88%

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


0.00200.00B400.00B600.00B800.00B1.00T1.20T20222023202420252026
1.24T
17.42B
(KMTUY) Total Revenue
(CAT) Total Revenue
Values in USD except per share items

KMTUY vs. CAT - Profitability Comparison

The chart below illustrates the profitability comparison between Komatsu Ltd. and Caterpillar Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-30.0%-20.0%-10.0%0.0%10.0%20.0%30.0%40.0%20222023202420252026
28.2%
35.1%
Portfolio components
KMTUY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Komatsu Ltd. reported a gross profit of 349.43B and revenue of 1.24T. Therefore, the gross margin over that period was 28.2%.

CAT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Caterpillar Inc. reported a gross profit of 6.11B and revenue of 17.42B. Therefore, the gross margin over that period was 35.1%.

KMTUY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Komatsu Ltd. reported an operating income of 154.06B and revenue of 1.24T, resulting in an operating margin of 12.4%.

CAT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Caterpillar Inc. reported an operating income of 3.09B and revenue of 17.42B, resulting in an operating margin of 17.7%.

KMTUY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Komatsu Ltd. reported a net income of 108.34B and revenue of 1.24T, resulting in a net margin of 8.7%.

CAT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Caterpillar Inc. reported a net income of 2.55B and revenue of 17.42B, resulting in a net margin of 14.6%.


Frequently Asked Questions


KMTUY and CAT have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CAT has higher volatility (11.17%) compared to KMTUY (11.04%). In terms of maximum drawdown, KMTUY dropped -75.37% vs CAT's -73.43%.

CAT currently has the higher Sharpe Ratio (4.98 vs 1.29), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for KMTUY and CAT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer