NOA vs. CMI
Compare and contrast key facts about North American Construction Group Ltd (NOA) and Cummins Inc. (CMI).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NOA or CMI.
Performance
NOA vs. CMI - Performance Comparison
Returns By Period
In the year-to-date period, NOA achieves a -4.36% return, which is significantly lower than CMI's 56.80% return. Over the past 10 years, NOA has outperformed CMI with an annualized return of 16.47%, while CMI has yielded a comparatively lower 12.63% annualized return.
NOA
-4.36%
13.06%
0.72%
4.74%
14.38%
16.47%
CMI
56.80%
11.54%
30.70%
67.32%
18.36%
12.63%
Fundamentals
| NOA | CMI | |
|---|---|---|
| Market Cap | $527.06M | $49.52B |
| EPS | $1.35 | $15.27 |
| PE Ratio | 14.53 | 23.64 |
| PEG Ratio | 4.82 | 0.72 |
| Total Revenue (TTM) | $1.14B | $34.20B |
| Gross Profit (TTM) | $217.73M | $8.41B |
| EBITDA (TTM) | $331.71M | $4.44B |
Key characteristics
| NOA | CMI | |
|---|---|---|
| Sharpe Ratio | 0.10 | 2.76 |
| Sortino Ratio | 0.39 | 3.83 |
| Omega Ratio | 1.05 | 1.47 |
| Calmar Ratio | 0.10 | 4.70 |
| Martin Ratio | 0.19 | 15.85 |
| Ulcer Index | 18.78% | 4.25% |
| Daily Std Dev | 33.68% | 24.35% |
| Max Drawdown | -93.62% | -75.66% |
| Current Drawdown | -21.66% | 0.00% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Correlation
The correlation between NOA and CMI 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.
Risk-Adjusted Performance
NOA vs. CMI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for North American Construction Group Ltd (NOA) and Cummins Inc. (CMI). 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
NOA vs. CMI - Dividend Comparison
NOA's dividend yield for the trailing twelve months is around 1.49%, less than CMI's 1.90% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NOA North American Construction Group Ltd | 1.49% | 1.42% | 1.84% | 0.85% | 1.21% | 0.91% | 0.69% | 1.66% | 2.08% | 4.34% | 2.29% | 0.00% |
CMI Cummins Inc. | 1.90% | 2.71% | 2.49% | 2.57% | 2.33% | 2.74% | 3.32% | 2.38% | 2.93% | 3.99% | 1.95% | 1.60% |
Drawdowns
NOA vs. CMI - Drawdown Comparison
The maximum NOA drawdown since its inception was -93.62%, which is greater than CMI's maximum drawdown of -75.66%. Use the drawdown chart below to compare losses from any high point for NOA and CMI. For additional features, visit the drawdowns tool.
Volatility
NOA vs. CMI - Volatility Comparison
North American Construction Group Ltd (NOA) has a higher volatility of 14.48% compared to Cummins Inc. (CMI) at 9.78%. This indicates that NOA's price experiences larger fluctuations and is considered to be riskier than CMI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
NOA vs. CMI - Financials Comparison
This section allows you to compare key financial metrics between North American Construction Group Ltd and Cummins Inc.. 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