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MDU vs. PCAR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MDU and PCAR 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.


-0.50.00.51.00.3

Performance

MDU vs. PCAR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MDU Resources Group, Inc. (MDU) and PACCAR Inc (PCAR). The values are adjusted to include any dividend payments, if applicable.

10,000.00%15,000.00%20,000.00%25,000.00%JulyAugustSeptemberOctoberNovemberDecember
13,407.46%
25,205.14%
MDU
PCAR

Key characteristics

Sharpe Ratio

MDU:

2.89

PCAR:

0.55

Sortino Ratio

MDU:

3.81

PCAR:

0.89

Omega Ratio

MDU:

1.49

PCAR:

1.13

Calmar Ratio

MDU:

4.94

PCAR:

0.54

Martin Ratio

MDU:

17.37

PCAR:

1.05

Ulcer Index

MDU:

4.12%

PCAR:

13.63%

Daily Std Dev

MDU:

24.77%

PCAR:

25.84%

Max Drawdown

MDU:

-61.78%

PCAR:

-66.16%

Current Drawdown

MDU:

-9.60%

PCAR:

-12.20%

Fundamentals

Market Cap

MDU:

$3.78B

PCAR:

$58.54B

EPS

MDU:

$1.94

PCAR:

$8.94

PE Ratio

MDU:

9.56

PCAR:

12.49

PEG Ratio

MDU:

1.59

PCAR:

1.18

Total Revenue (TTM)

MDU:

$4.45B

PCAR:

$34.83B

Gross Profit (TTM)

MDU:

$694.90M

PCAR:

$6.74B

EBITDA (TTM)

MDU:

$750.68M

PCAR:

$6.26B

Returns By Period

In the year-to-date period, MDU achieves a 70.20% return, which is significantly higher than PCAR's 12.20% return. Both investments have delivered pretty close results over the past 10 years, with MDU having a 12.29% annualized return and PCAR not far ahead at 12.86%.


MDU

YTD

70.20%

1M

-3.06%

6M

31.43%

1Y

71.06%

5Y*

14.65%

10Y*

12.29%

PCAR

YTD

12.20%

1M

-1.50%

6M

2.84%

1Y

13.06%

5Y*

18.87%

10Y*

12.86%

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

MDU vs. PCAR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MDU Resources Group, Inc. (MDU) and PACCAR Inc (PCAR). 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 MDU, currently valued at 2.89, compared to the broader market-4.00-2.000.002.002.890.55
The chart of Sortino ratio for MDU, currently valued at 3.81, compared to the broader market-4.00-2.000.002.004.003.810.89
The chart of Omega ratio for MDU, currently valued at 1.49, compared to the broader market0.501.001.502.001.491.13
The chart of Calmar ratio for MDU, currently valued at 4.94, compared to the broader market0.002.004.006.004.940.54
The chart of Martin ratio for MDU, currently valued at 17.37, compared to the broader market-5.000.005.0010.0015.0020.0025.0017.371.05
MDU
PCAR

The current MDU Sharpe Ratio is 2.89, which is higher than the PCAR Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of MDU and PCAR, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
2.89
0.55
MDU
PCAR

Dividends

MDU vs. PCAR - Dividend Comparison

MDU's dividend yield for the trailing twelve months is around 1.88%, less than PCAR's 3.96% yield.


TTM20232022202120202019201820172016201520142013
MDU
MDU Resources Group, Inc.
1.88%5.08%4.05%3.35%3.18%2.75%4.01%4.63%4.75%6.46%3.05%3.19%
PCAR
PACCAR Inc
3.96%4.34%4.23%3.22%2.29%4.53%5.41%3.08%2.44%4.89%2.73%2.87%

Drawdowns

MDU vs. PCAR - Drawdown Comparison

The maximum MDU drawdown since its inception was -61.78%, smaller than the maximum PCAR drawdown of -66.16%. Use the drawdown chart below to compare losses from any high point for MDU and PCAR. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.60%
-12.20%
MDU
PCAR

Volatility

MDU vs. PCAR - Volatility Comparison

MDU Resources Group, Inc. (MDU) has a higher volatility of 8.04% compared to PACCAR Inc (PCAR) at 6.81%. This indicates that MDU's price experiences larger fluctuations and is considered to be riskier than PCAR 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%JulyAugustSeptemberOctoberNovemberDecember
8.04%
6.81%
MDU
PCAR

Financials

MDU vs. PCAR - Financials Comparison

This section allows you to compare key financial metrics between MDU Resources Group, Inc. and PACCAR 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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