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MTW vs. CMCO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


MTWCMCO
YTD Return-36.07%-3.36%
1Y Return-26.46%6.25%
3Y Return (Ann)-21.07%-9.57%
5Y Return (Ann)-7.28%-0.77%
10Y Return (Ann)-5.22%3.56%
Sharpe Ratio-0.530.15
Sortino Ratio-0.530.45
Omega Ratio0.931.05
Calmar Ratio-0.330.11
Martin Ratio-0.850.27
Ulcer Index30.92%17.51%
Daily Std Dev49.01%31.82%
Max Drawdown-95.19%-95.20%
Current Drawdown-75.60%-30.40%

Fundamentals


MTWCMCO
Market Cap$377.97M$1.06B
EPS-$0.25$0.52
PEG Ratio1.640.46
Total Revenue (TTM)$2.18B$1.00B
Gross Profit (TTM)$377.90M$337.10M
EBITDA (TTM)$112.20M$104.29M

Correlation

-0.50.00.51.00.4

The correlation between MTW and CMCO is 0.40, 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

MTW vs. CMCO - Performance Comparison

In the year-to-date period, MTW achieves a -36.07% return, which is significantly lower than CMCO's -3.36% return. Over the past 10 years, MTW has underperformed CMCO with an annualized return of -5.22%, while CMCO has yielded a comparatively higher 3.56% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-15.05%
-16.19%
MTW
CMCO

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Risk-Adjusted Performance

MTW vs. CMCO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Manitowoc Company, Inc. (MTW) and Columbus McKinnon Corporation (CMCO). 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.


MTW
Sharpe ratio
The chart of Sharpe ratio for MTW, currently valued at -0.53, compared to the broader market-4.00-2.000.002.004.00-0.53
Sortino ratio
The chart of Sortino ratio for MTW, currently valued at -0.53, compared to the broader market-4.00-2.000.002.004.006.00-0.53
Omega ratio
The chart of Omega ratio for MTW, currently valued at 0.93, compared to the broader market0.501.001.502.000.93
Calmar ratio
The chart of Calmar ratio for MTW, currently valued at -0.33, compared to the broader market0.002.004.006.00-0.33
Martin ratio
The chart of Martin ratio for MTW, currently valued at -0.85, compared to the broader market0.0010.0020.0030.00-0.85
CMCO
Sharpe ratio
The chart of Sharpe ratio for CMCO, currently valued at 0.15, compared to the broader market-4.00-2.000.002.004.000.15
Sortino ratio
The chart of Sortino ratio for CMCO, currently valued at 0.45, compared to the broader market-4.00-2.000.002.004.006.000.45
Omega ratio
The chart of Omega ratio for CMCO, currently valued at 1.05, compared to the broader market0.501.001.502.001.05
Calmar ratio
The chart of Calmar ratio for CMCO, currently valued at 0.11, compared to the broader market0.002.004.006.000.11
Martin ratio
The chart of Martin ratio for CMCO, currently valued at 0.27, compared to the broader market0.0010.0020.0030.000.27

MTW vs. CMCO - Sharpe Ratio Comparison

The current MTW Sharpe Ratio is -0.53, which is lower than the CMCO Sharpe Ratio of 0.15. The chart below compares the historical Sharpe Ratios of MTW and CMCO, 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-1.00-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
-0.53
0.15
MTW
CMCO

Dividends

MTW vs. CMCO - Dividend Comparison

MTW has not paid dividends to shareholders, while CMCO's dividend yield for the trailing twelve months is around 0.75%.


TTM20232022202120202019201820172016201520142013
MTW
The Manitowoc Company, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.52%0.36%0.34%
CMCO
Columbus McKinnon Corporation
0.75%0.72%0.83%0.52%0.62%0.57%0.63%0.40%0.59%0.85%0.43%0.00%

Drawdowns

MTW vs. CMCO - Drawdown Comparison

The maximum MTW drawdown since its inception was -95.19%, roughly equal to the maximum CMCO drawdown of -95.20%. Use the drawdown chart below to compare losses from any high point for MTW and CMCO. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%JuneJulyAugustSeptemberOctoberNovember
-75.60%
-30.40%
MTW
CMCO

Volatility

MTW vs. CMCO - Volatility Comparison

The Manitowoc Company, Inc. (MTW) has a higher volatility of 23.89% compared to Columbus McKinnon Corporation (CMCO) at 11.70%. This indicates that MTW's price experiences larger fluctuations and is considered to be riskier than CMCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
23.89%
11.70%
MTW
CMCO

Financials

MTW vs. CMCO - Financials Comparison

This section allows you to compare key financial metrics between The Manitowoc Company, Inc. and Columbus McKinnon 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