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

Correlation

The correlation between MSA and TKR is 0.36, 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.


-0.50.00.51.00.4

Performance

MSA vs. TKR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MSA Safety Incorporated (MSA) and The Timken Company (TKR). The values are adjusted to include any dividend payments, if applicable.

2,000.00%3,000.00%4,000.00%5,000.00%6,000.00%7,000.00%JulyAugustSeptemberOctoberNovemberDecember
5,905.16%
1,572.19%
MSA
TKR

Key characteristics

Sharpe Ratio

MSA:

0.11

TKR:

-0.26

Sortino Ratio

MSA:

0.30

TKR:

-0.17

Omega Ratio

MSA:

1.04

TKR:

0.98

Calmar Ratio

MSA:

0.13

TKR:

-0.32

Martin Ratio

MSA:

0.26

TKR:

-0.74

Ulcer Index

MSA:

8.59%

TKR:

10.13%

Daily Std Dev

MSA:

20.17%

TKR:

28.82%

Max Drawdown

MSA:

-70.32%

TKR:

-72.45%

Current Drawdown

MSA:

-16.79%

TKR:

-22.39%

Fundamentals

Market Cap

MSA:

$6.64B

TKR:

$5.24B

EPS

MSA:

$6.92

TKR:

$4.82

PE Ratio

MSA:

24.42

TKR:

15.51

PEG Ratio

MSA:

1.70

TKR:

0.93

Total Revenue (TTM)

MSA:

$1.80B

TKR:

$4.59B

Gross Profit (TTM)

MSA:

$866.40M

TKR:

$1.41B

EBITDA (TTM)

MSA:

$459.98M

TKR:

$813.30M

Returns By Period

In the year-to-date period, MSA achieves a -0.95% return, which is significantly higher than TKR's -9.15% return. Over the past 10 years, MSA has outperformed TKR with an annualized return of 14.02%, while TKR has yielded a comparatively lower 7.46% annualized return.


MSA

YTD

-0.95%

1M

-3.75%

6M

-11.84%

1Y

0.57%

5Y*

6.83%

10Y*

14.02%

TKR

YTD

-9.15%

1M

-4.77%

6M

-11.74%

1Y

-8.88%

5Y*

6.68%

10Y*

7.46%

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

MSA vs. TKR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MSA Safety Incorporated (MSA) and The Timken Company (TKR). 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 MSA, currently valued at 0.11, compared to the broader market-4.00-2.000.002.000.11-0.26
The chart of Sortino ratio for MSA, currently valued at 0.30, compared to the broader market-4.00-2.000.002.004.000.30-0.17
The chart of Omega ratio for MSA, currently valued at 1.04, compared to the broader market0.501.001.502.001.040.98
The chart of Calmar ratio for MSA, currently valued at 0.13, compared to the broader market0.002.004.006.000.13-0.32
The chart of Martin ratio for MSA, currently valued at 0.26, compared to the broader market-5.000.005.0010.0015.0020.0025.000.26-0.74
MSA
TKR

The current MSA Sharpe Ratio is 0.11, which is higher than the TKR Sharpe Ratio of -0.26. The chart below compares the historical Sharpe Ratios of MSA and TKR, 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-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
0.11
-0.26
MSA
TKR

Dividends

MSA vs. TKR - Dividend Comparison

MSA's dividend yield for the trailing twelve months is around 1.21%, less than TKR's 1.88% yield.


TTM20232022202120202019201820172016201520142013
MSA
MSA Safety Incorporated
1.21%1.11%1.26%1.16%1.14%1.30%1.58%1.78%1.89%2.92%2.32%2.30%
TKR
The Timken Company
1.88%1.62%1.74%1.72%1.46%1.99%2.97%2.18%2.62%3.60%2.01%1.67%

Drawdowns

MSA vs. TKR - Drawdown Comparison

The maximum MSA drawdown since its inception was -70.32%, roughly equal to the maximum TKR drawdown of -72.45%. Use the drawdown chart below to compare losses from any high point for MSA and TKR. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-16.79%
-22.39%
MSA
TKR

Volatility

MSA vs. TKR - Volatility Comparison

The current volatility for MSA Safety Incorporated (MSA) is 6.63%, while The Timken Company (TKR) has a volatility of 6.99%. This indicates that MSA experiences smaller price fluctuations and is considered to be less risky than TKR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
6.63%
6.99%
MSA
TKR

Financials

MSA vs. TKR - Financials Comparison

This section allows you to compare key financial metrics between MSA Safety Incorporated and The Timken Company. 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 © 2024 PortfoliosLab