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MRC vs. TAYD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MRC and TAYD is 0.06, 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.


-0.50.00.51.00.1

Performance

MRC vs. TAYD - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
3.47%
-3.47%
MRC
TAYD

Key characteristics

Sharpe Ratio

MRC:

0.46

TAYD:

1.02

Sortino Ratio

MRC:

1.05

TAYD:

1.72

Omega Ratio

MRC:

1.12

TAYD:

1.22

Calmar Ratio

MRC:

0.23

TAYD:

2.08

Martin Ratio

MRC:

1.60

TAYD:

3.83

Ulcer Index

MRC:

10.18%

TAYD:

19.38%

Daily Std Dev

MRC:

35.23%

TAYD:

72.70%

Max Drawdown

MRC:

-89.55%

TAYD:

-74.53%

Current Drawdown

MRC:

-62.76%

TAYD:

-34.16%

Fundamentals

Market Cap

MRC:

$1.12B

TAYD:

$138.78M

EPS

MRC:

$0.87

TAYD:

$2.91

PE Ratio

MRC:

15.15

TAYD:

15.24

PEG Ratio

MRC:

9.89

TAYD:

0.00

Total Revenue (TTM)

MRC:

$3.20B

TAYD:

$35.94M

Gross Profit (TTM)

MRC:

$649.00M

TAYD:

$17.15M

EBITDA (TTM)

MRC:

$189.00M

TAYD:

$9.58M

Returns By Period

In the year-to-date period, MRC achieves a 13.99% return, which is significantly lower than TAYD's 89.52% return. Over the past 10 years, MRC has underperformed TAYD with an annualized return of -2.36%, while TAYD has yielded a comparatively higher 16.38% annualized return.


MRC

YTD

13.99%

1M

-8.73%

6M

3.46%

1Y

13.68%

5Y*

-1.98%

10Y*

-2.36%

TAYD

YTD

89.52%

1M

-6.07%

6M

0.33%

1Y

71.96%

5Y*

33.20%

10Y*

16.38%

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Risk-Adjusted Performance

MRC vs. TAYD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MRC Global Inc. (MRC) and Taylor Devices, Inc. (TAYD). 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 0.46, compared to the broader market-4.00-2.000.002.000.460.99
The chart of Sortino ratio for MRC, currently valued at 1.05, compared to the broader market-4.00-2.000.002.004.001.051.70
The chart of Omega ratio for MRC, currently valued at 1.12, compared to the broader market0.501.001.502.001.121.21
The chart of Calmar ratio for MRC, currently valued at 0.23, compared to the broader market0.002.004.006.000.232.02
The chart of Martin ratio for MRC, currently valued at 1.60, compared to the broader market-5.000.005.0010.0015.0020.0025.001.603.69
MRC
TAYD

The current MRC Sharpe Ratio is 0.46, which is lower than the TAYD Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of MRC and TAYD, 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 Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.46
0.99
MRC
TAYD

Dividends

MRC vs. TAYD - Dividend Comparison

Neither MRC nor TAYD has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

MRC vs. TAYD - Drawdown Comparison

The maximum MRC drawdown since its inception was -89.55%, which is greater than TAYD's maximum drawdown of -74.53%. Use the drawdown chart below to compare losses from any high point for MRC and TAYD. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-62.76%
-34.16%
MRC
TAYD

Volatility

MRC vs. TAYD - Volatility Comparison

The current volatility for MRC Global Inc. (MRC) is 5.42%, while Taylor Devices, Inc. (TAYD) has a volatility of 12.80%. This indicates that MRC experiences smaller price fluctuations and is considered to be less risky than TAYD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
5.42%
12.80%
MRC
TAYD

Financials

MRC vs. TAYD - Financials Comparison

This section allows you to compare key financial metrics between MRC Global Inc. and Taylor Devices, 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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