PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
MRC vs. HWM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MRC and HWM is 0.47, 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.


-0.50.00.51.00.5

Performance

MRC vs. HWM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MRC Global Inc. (MRC) and Howmet Aerospace Inc. (HWM). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%AugustSeptemberOctoberNovemberDecember2025
0.08%
56.39%
MRC
HWM

Key characteristics

Sharpe Ratio

MRC:

1.23

HWM:

3.91

Sortino Ratio

MRC:

2.17

HWM:

5.25

Omega Ratio

MRC:

1.26

HWM:

1.72

Calmar Ratio

MRC:

0.63

HWM:

13.04

Martin Ratio

MRC:

4.21

HWM:

32.29

Ulcer Index

MRC:

10.36%

HWM:

4.17%

Daily Std Dev

MRC:

35.43%

HWM:

34.45%

Max Drawdown

MRC:

-89.55%

HWM:

-64.81%

Current Drawdown

MRC:

-57.18%

HWM:

0.00%

Fundamentals

Market Cap

MRC:

$1.23B

HWM:

$50.90B

EPS

MRC:

$0.87

HWM:

$2.64

PE Ratio

MRC:

16.59

HWM:

47.46

PEG Ratio

MRC:

9.89

HWM:

0.80

Total Revenue (TTM)

MRC:

$2.44B

HWM:

$5.54B

Gross Profit (TTM)

MRC:

$496.00M

HWM:

$1.57B

EBITDA (TTM)

MRC:

$152.00M

HWM:

$1.34B

Returns By Period

In the year-to-date period, MRC achieves a 12.91% return, which is significantly lower than HWM's 14.57% return.


MRC

YTD

12.91%

1M

13.62%

6M

1.69%

1Y

41.06%

5Y*

1.50%

10Y*

1.98%

HWM

YTD

14.57%

1M

13.06%

6M

56.39%

1Y

125.48%

5Y*

42.00%

10Y*

N/A

*Annualized

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

MRC vs. HWM — Risk-Adjusted Performance Rank

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

MRC
The Risk-Adjusted Performance Rank of MRC is 7979
Overall Rank
The Sharpe Ratio Rank of MRC is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of MRC is 8383
Sortino Ratio Rank
The Omega Ratio Rank of MRC is 7979
Omega Ratio Rank
The Calmar Ratio Rank of MRC is 7171
Calmar Ratio Rank
The Martin Ratio Rank of MRC is 7878
Martin Ratio Rank

HWM
The Risk-Adjusted Performance Rank of HWM is 9999
Overall Rank
The Sharpe Ratio Rank of HWM is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of HWM is 9999
Sortino Ratio Rank
The Omega Ratio Rank of HWM is 9898
Omega Ratio Rank
The Calmar Ratio Rank of HWM is 100100
Calmar Ratio Rank
The Martin Ratio Rank of HWM is 9999
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.

MRC vs. HWM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MRC Global Inc. (MRC) and Howmet Aerospace Inc. (HWM). 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 MRC, currently valued at 1.23, compared to the broader market-2.000.002.004.001.233.91
The chart of Sortino ratio for MRC, currently valued at 2.17, compared to the broader market-4.00-2.000.002.004.006.002.175.25
The chart of Omega ratio for MRC, currently valued at 1.26, compared to the broader market0.501.001.502.001.261.72
The chart of Calmar ratio for MRC, currently valued at 0.79, compared to the broader market0.002.004.006.000.7913.04
The chart of Martin ratio for MRC, currently valued at 4.21, compared to the broader market-10.000.0010.0020.0030.004.2132.29
MRC
HWM

The current MRC Sharpe Ratio is 1.23, which is lower than the HWM Sharpe Ratio of 3.91. The chart below compares the historical Sharpe Ratios of MRC and HWM, 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 Ratio0.001.002.003.004.005.00AugustSeptemberOctoberNovemberDecember2025
1.23
3.91
MRC
HWM

Dividends

MRC vs. HWM - Dividend Comparison

MRC has not paid dividends to shareholders, while HWM's dividend yield for the trailing twelve months is around 0.21%.


TTM202420232022202120202019201820172016
MRC
MRC Global Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HWM
Howmet Aerospace Inc.
0.21%0.24%0.31%0.25%0.13%0.05%0.39%1.42%0.88%0.49%

Drawdowns

MRC vs. HWM - Drawdown Comparison

The maximum MRC drawdown since its inception was -89.55%, which is greater than HWM's maximum drawdown of -64.81%. Use the drawdown chart below to compare losses from any high point for MRC and HWM. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-36.40%
0
MRC
HWM

Volatility

MRC vs. HWM - Volatility Comparison

MRC Global Inc. (MRC) has a higher volatility of 8.99% compared to Howmet Aerospace Inc. (HWM) at 8.35%. This indicates that MRC's price experiences larger fluctuations and is considered to be riskier than HWM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%AugustSeptemberOctoberNovemberDecember2025
8.99%
8.35%
MRC
HWM

Financials

MRC vs. HWM - Financials Comparison

This section allows you to compare key financial metrics between MRC Global Inc. and Howmet Aerospace 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab