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MRCY vs. HXL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MRCY and HXL is 0.44, 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.


Performance

MRCY vs. HXL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mercury Systems, Inc. (MRCY) and Hexcel Corporation (HXL). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

MRCY:

1.24

HXL:

-0.91

Sortino Ratio

MRCY:

2.37

HXL:

-1.09

Omega Ratio

MRCY:

1.27

HXL:

0.87

Calmar Ratio

MRCY:

0.83

HXL:

-0.63

Martin Ratio

MRCY:

6.64

HXL:

-1.59

Ulcer Index

MRCY:

8.91%

HXL:

16.80%

Daily Std Dev

MRCY:

49.24%

HXL:

31.77%

Max Drawdown

MRCY:

-96.20%

HXL:

-95.81%

Current Drawdown

MRCY:

-50.06%

HXL:

-37.43%

Fundamentals

Market Cap

MRCY:

$2.77B

HXL:

$4.17B

EPS

MRCY:

-$1.11

HXL:

$1.51

PEG Ratio

MRCY:

2.65

HXL:

1.15

PS Ratio

MRCY:

3.12

HXL:

2.21

PB Ratio

MRCY:

1.97

HXL:

2.65

Total Revenue (TTM)

MRCY:

$887.48M

HXL:

$1.89B

Gross Profit (TTM)

MRCY:

$231.63M

HXL:

$452.20M

EBITDA (TTM)

MRCY:

$24.00M

HXL:

$267.60M

Returns By Period

In the year-to-date period, MRCY achieves a 10.33% return, which is significantly higher than HXL's -17.21% return. Over the past 10 years, MRCY has outperformed HXL with an annualized return of 12.71%, while HXL has yielded a comparatively lower 1.19% annualized return.


MRCY

YTD

10.33%

1M

3.55%

6M

8.52%

1Y

65.56%

5Y*

-12.63%

10Y*

12.71%

HXL

YTD

-17.21%

1M

1.27%

6M

-15.87%

1Y

-27.58%

5Y*

12.90%

10Y*

1.19%

*Annualized

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Risk-Adjusted Performance

MRCY vs. HXL — Risk-Adjusted Performance Rank

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

MRCY
The Risk-Adjusted Performance Rank of MRCY is 8787
Overall Rank
The Sharpe Ratio Rank of MRCY is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of MRCY is 9090
Sortino Ratio Rank
The Omega Ratio Rank of MRCY is 8585
Omega Ratio Rank
The Calmar Ratio Rank of MRCY is 8181
Calmar Ratio Rank
The Martin Ratio Rank of MRCY is 9090
Martin Ratio Rank

HXL
The Risk-Adjusted Performance Rank of HXL is 1010
Overall Rank
The Sharpe Ratio Rank of HXL is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of HXL is 1212
Sortino Ratio Rank
The Omega Ratio Rank of HXL is 1313
Omega Ratio Rank
The Calmar Ratio Rank of HXL is 1313
Calmar Ratio Rank
The Martin Ratio Rank of HXL is 55
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.

MRCY vs. HXL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Mercury Systems, Inc. (MRCY) and Hexcel Corporation (HXL). 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.


The current MRCY Sharpe Ratio is 1.24, which is higher than the HXL Sharpe Ratio of -0.91. The chart below compares the historical Sharpe Ratios of MRCY and HXL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

MRCY vs. HXL - Dividend Comparison

MRCY has not paid dividends to shareholders, while HXL's dividend yield for the trailing twelve months is around 1.24%.


TTM2024202320222021202020192018201720162015
MRCY
Mercury Systems, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HXL
Hexcel Corporation
1.24%0.96%0.68%0.68%0.00%0.35%0.87%0.96%0.76%0.84%0.86%

Drawdowns

MRCY vs. HXL - Drawdown Comparison

The maximum MRCY drawdown since its inception was -96.20%, roughly equal to the maximum HXL drawdown of -95.81%. Use the drawdown chart below to compare losses from any high point for MRCY and HXL. For additional features, visit the drawdowns tool.


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Volatility

MRCY vs. HXL - Volatility Comparison

Mercury Systems, Inc. (MRCY) and Hexcel Corporation (HXL) have volatilities of 9.67% and 9.47%, 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.


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Financials

MRCY vs. HXL - Financials Comparison

This section allows you to compare key financial metrics between Mercury Systems, Inc. and Hexcel Corporation. 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


200.00M300.00M400.00M500.00M20212022202320242025
211.36M
456.50M
(MRCY) Total Revenue
(HXL) Total Revenue
Values in USD except per share items

MRCY vs. HXL - Profitability Comparison

The chart below illustrates the profitability comparison between Mercury Systems, Inc. and Hexcel Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%10.0%20.0%30.0%40.0%20212022202320242025
27.0%
22.4%
(MRCY) Gross Margin
(HXL) Gross Margin
MRCY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Mercury Systems, Inc. reported a gross profit of 57.11M and revenue of 211.36M. Therefore, the gross margin over that period was 27.0%.

HXL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Hexcel Corporation reported a gross profit of 102.40M and revenue of 456.50M. Therefore, the gross margin over that period was 22.4%.

MRCY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Mercury Systems, Inc. reported an operating income of -12.10M and revenue of 211.36M, resulting in an operating margin of -5.7%.

HXL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Hexcel Corporation reported an operating income of 44.20M and revenue of 456.50M, resulting in an operating margin of 9.7%.

MRCY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Mercury Systems, Inc. reported a net income of -19.17M and revenue of 211.36M, resulting in a net margin of -9.1%.

HXL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Hexcel Corporation reported a net income of 28.90M and revenue of 456.50M, resulting in a net margin of 6.3%.