M vs. A
Compare and contrast key facts about Macy's, Inc. (M) and Agilent Technologies, Inc. (A).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: M or A.
Key characteristics
| M | A | |
|---|---|---|
| YTD Return | -20.31% | -5.86% |
| 1Y Return | 28.24% | 15.41% |
| 3Y Return (Ann) | -17.67% | -5.59% |
| 5Y Return (Ann) | 2.05% | 11.52% |
| 10Y Return (Ann) | -9.21% | 13.16% |
| Sharpe Ratio | 0.77 | 0.64 |
| Sortino Ratio | 1.44 | 1.07 |
| Omega Ratio | 1.18 | 1.14 |
| Calmar Ratio | 0.50 | 0.49 |
| Martin Ratio | 2.21 | 1.97 |
| Ulcer Index | 17.12% | 8.87% |
| Daily Std Dev | 49.40% | 27.21% |
| Max Drawdown | -91.95% | -93.18% |
| Current Drawdown | -68.22% | -25.79% |
Fundamentals
| M | A | |
|---|---|---|
| Market Cap | $4.18B | $38.41B |
| EPS | $0.65 | $4.81 |
| PE Ratio | 23.20 | 27.79 |
| PEG Ratio | 0.10 | 2.94 |
| Total Revenue (TTM) | $18.47B | $4.81B |
| Gross Profit (TTM) | $7.51B | $2.65B |
| EBITDA (TTM) | $1.88B | $1.28B |
Correlation
The correlation between M and A 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
M vs. A - Performance Comparison
In the year-to-date period, M achieves a -20.31% return, which is significantly lower than A's -5.86% return. Over the past 10 years, M has underperformed A with an annualized return of -9.21%, while A has yielded a comparatively higher 13.16% 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
M vs. A - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Macy's, Inc. (M) and Agilent Technologies, Inc. (A). 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
M vs. A - Dividend Comparison
M's dividend yield for the trailing twelve months is around 4.41%, more than A's 0.72% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
M Macy's, Inc. | 4.41% | 3.28% | 3.06% | 1.15% | 3.36% | 8.89% | 5.08% | 6.00% | 4.17% | 3.98% | 1.81% | 1.78% |
A Agilent Technologies, Inc. | 0.72% | 0.66% | 0.71% | 0.49% | 0.46% | 0.79% | 0.91% | 0.81% | 1.05% | 1.23% | 0.69% | 0.86% |
Drawdowns
M vs. A - Drawdown Comparison
The maximum M drawdown since its inception was -91.95%, roughly equal to the maximum A drawdown of -93.18%. Use the drawdown chart below to compare losses from any high point for M and A. For additional features, visit the drawdowns tool.
Volatility
M vs. A - Volatility Comparison
Macy's, Inc. (M) has a higher volatility of 9.38% compared to Agilent Technologies, Inc. (A) at 8.35%. This indicates that M's price experiences larger fluctuations and is considered to be riskier than A based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
M vs. A - Financials Comparison
This section allows you to compare key financial metrics between Macy's, Inc. and Agilent Technologies, 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