MRCY vs. HXL
Compare and contrast key facts about Mercury Systems, Inc. (MRCY) and Hexcel Corporation (HXL).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MRCY or HXL.
Key characteristics
| MRCY | HXL | |
|---|---|---|
| YTD Return | 11.68% | -17.84% |
| 1Y Return | 17.42% | -9.01% |
| 3Y Return (Ann) | -7.77% | -0.91% |
| 5Y Return (Ann) | -10.81% | -5.11% |
| 10Y Return (Ann) | 12.03% | 4.04% |
| Sharpe Ratio | 0.37 | -0.33 |
| Sortino Ratio | 1.02 | -0.24 |
| Omega Ratio | 1.12 | 0.97 |
| Calmar Ratio | 0.25 | -0.32 |
| Martin Ratio | 0.99 | -0.67 |
| Ulcer Index | 17.89% | 13.90% |
| Daily Std Dev | 47.34% | 28.65% |
| Max Drawdown | -96.20% | -95.81% |
| Current Drawdown | -55.99% | -27.64% |
Fundamentals
| MRCY | HXL | |
|---|---|---|
| Market Cap | $2.62B | $4.96B |
| EPS | -$2.04 | $1.31 |
| PEG Ratio | 2.65 | 0.87 |
| Total Revenue (TTM) | $858.72M | $1.89B |
| Gross Profit (TTM) | $185.85M | $451.70M |
| EBITDA (TTM) | -$41.63M | $279.70M |
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.
Performance
MRCY vs. HXL - Performance Comparison
In the year-to-date period, MRCY achieves a 11.68% return, which is significantly higher than HXL's -17.84% return. Over the past 10 years, MRCY has outperformed HXL with an annualized return of 12.03%, while HXL has yielded a comparatively lower 4.04% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
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.
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 1.00%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
MRCY Mercury Systems, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
HXL Hexcel Corporation | 1.00% | 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.
Volatility
MRCY vs. HXL - Volatility Comparison
Mercury Systems, Inc. (MRCY) has a higher volatility of 23.48% compared to Hexcel Corporation (HXL) at 8.33%. 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.
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.
Total Revenue: Total amount of money received from sales and other business activities