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

Correlation

The correlation between MRCY and HXL is 0.32, 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

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.

200.00%400.00%600.00%800.00%SeptemberOctoberNovemberDecember2025February
746.67%
188.85%
MRCY
HXL

Key characteristics

Sharpe Ratio

MRCY:

0.99

HXL:

-0.25

Sortino Ratio

MRCY:

2.09

HXL:

-0.15

Omega Ratio

MRCY:

1.23

HXL:

0.98

Calmar Ratio

MRCY:

0.67

HXL:

-0.24

Martin Ratio

MRCY:

5.71

HXL:

-0.45

Ulcer Index

MRCY:

8.40%

HXL:

15.96%

Daily Std Dev

MRCY:

48.60%

HXL:

28.13%

Max Drawdown

MRCY:

-96.20%

HXL:

-95.81%

Current Drawdown

MRCY:

-52.10%

HXL:

-20.88%

Fundamentals

Market Cap

MRCY:

$2.72B

HXL:

$5.31B

EPS

MRCY:

-$1.50

HXL:

$1.62

PEG Ratio

MRCY:

2.65

HXL:

1.38

Total Revenue (TTM)

MRCY:

$884.38M

HXL:

$1.90B

Gross Profit (TTM)

MRCY:

$215.16M

HXL:

$467.10M

EBITDA (TTM)

MRCY:

-$2.14M

HXL:

$281.00M

Returns By Period

In the year-to-date period, MRCY achieves a 5.83% return, which is significantly higher than HXL's 4.69% return. Over the past 10 years, MRCY has outperformed HXL with an annualized return of 10.03%, while HXL has yielded a comparatively lower 4.08% annualized return.


MRCY

YTD

5.83%

1M

3.56%

6M

10.85%

1Y

52.59%

5Y*

-12.32%

10Y*

10.03%

HXL

YTD

4.69%

1M

-1.07%

6M

5.16%

1Y

-10.63%

5Y*

-1.87%

10Y*

4.08%

*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

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 7676
Overall Rank
The Sharpe Ratio Rank of MRCY is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of MRCY is 8080
Sortino Ratio Rank
The Omega Ratio Rank of MRCY is 7373
Omega Ratio Rank
The Calmar Ratio Rank of MRCY is 7070
Calmar Ratio Rank
The Martin Ratio Rank of MRCY is 8282
Martin Ratio Rank

HXL
The Risk-Adjusted Performance Rank of HXL is 3030
Overall Rank
The Sharpe Ratio Rank of HXL is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of HXL is 2727
Sortino Ratio Rank
The Omega Ratio Rank of HXL is 2727
Omega Ratio Rank
The Calmar Ratio Rank of HXL is 3030
Calmar Ratio Rank
The Martin Ratio Rank of HXL is 3535
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.


Sharpe ratio
The chart of Sharpe ratio for MRCY, currently valued at 0.99, compared to the broader market-2.000.002.004.000.99-0.25
The chart of Sortino ratio for MRCY, currently valued at 2.09, compared to the broader market-6.00-4.00-2.000.002.004.006.002.09-0.15
The chart of Omega ratio for MRCY, currently valued at 1.23, compared to the broader market0.501.001.502.001.230.98
The chart of Calmar ratio for MRCY, currently valued at 0.67, compared to the broader market0.002.004.006.000.67-0.24
The chart of Martin ratio for MRCY, currently valued at 5.71, compared to the broader market-10.000.0010.0020.0030.005.71-0.45
MRCY
HXL

The current MRCY Sharpe Ratio is 0.99, which is higher than the HXL Sharpe Ratio of -0.25. 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50SeptemberOctoberNovemberDecember2025February
0.99
-0.25
MRCY
HXL

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 0.95%.


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
0.95%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.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%SeptemberOctoberNovemberDecember2025February
-52.10%
-20.88%
MRCY
HXL

Volatility

MRCY vs. HXL - Volatility Comparison

Mercury Systems, Inc. (MRCY) has a higher volatility of 20.72% compared to Hexcel Corporation (HXL) at 7.96%. This indicates that MRCY's price experiences larger fluctuations and is considered to be riskier than HXL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
20.72%
7.96%
MRCY
HXL

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


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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