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NPK vs. SIF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between NPK and SIF is 0.08, 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.


-0.50.00.51.00.1

Performance

NPK vs. SIF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in National Presto Industries, Inc. (NPK) and SIFCO Industries, Inc. (SIF). The values are adjusted to include any dividend payments, if applicable.

0.00%20.00%40.00%60.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
25.97%
14.56%
NPK
SIF

Key characteristics

Sharpe Ratio

NPK:

0.77

SIF:

-0.32

Sortino Ratio

NPK:

1.21

SIF:

-0.09

Omega Ratio

NPK:

1.15

SIF:

0.99

Calmar Ratio

NPK:

0.43

SIF:

-0.20

Martin Ratio

NPK:

1.74

SIF:

-0.64

Ulcer Index

NPK:

10.19%

SIF:

28.64%

Daily Std Dev

NPK:

22.92%

SIF:

56.62%

Max Drawdown

NPK:

-50.88%

SIF:

-94.46%

Current Drawdown

NPK:

-21.62%

SIF:

-89.83%

Fundamentals

Market Cap

NPK:

$660.33M

SIF:

$22.93M

EPS

NPK:

$4.76

SIF:

-$1.35

PEG Ratio

NPK:

0.00

SIF:

0.00

Total Revenue (TTM)

NPK:

$351.95M

SIF:

$76.85M

Gross Profit (TTM)

NPK:

$65.29M

SIF:

$7.92M

EBITDA (TTM)

NPK:

$39.70M

SIF:

$2.25M

Returns By Period

In the year-to-date period, NPK achieves a 17.00% return, which is significantly higher than SIF's -20.26% return. Over the past 10 years, NPK has outperformed SIF with an annualized return of 8.91%, while SIF has yielded a comparatively lower -20.15% annualized return.


NPK

YTD

17.00%

1M

22.93%

6M

25.97%

1Y

18.06%

5Y*

4.09%

10Y*

8.91%

SIF

YTD

-20.26%

1M

2.26%

6M

14.56%

1Y

-18.47%

5Y*

-1.23%

10Y*

-20.15%

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Risk-Adjusted Performance

NPK vs. SIF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for National Presto Industries, Inc. (NPK) and SIFCO Industries, Inc. (SIF). 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 NPK, currently valued at 0.77, compared to the broader market-4.00-2.000.002.000.77-0.33
The chart of Sortino ratio for NPK, currently valued at 1.21, compared to the broader market-4.00-2.000.002.004.001.21-0.11
The chart of Omega ratio for NPK, currently valued at 1.15, compared to the broader market0.501.001.502.001.150.99
The chart of Calmar ratio for NPK, currently valued at 0.43, compared to the broader market0.002.004.006.000.43-0.20
The chart of Martin ratio for NPK, currently valued at 1.74, compared to the broader market0.0010.0020.001.74-0.64
NPK
SIF

The current NPK Sharpe Ratio is 0.77, which is higher than the SIF Sharpe Ratio of -0.32. The chart below compares the historical Sharpe Ratios of NPK and SIF, 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
0.77
-0.33
NPK
SIF

Dividends

NPK vs. SIF - Dividend Comparison

NPK's dividend yield for the trailing twelve months is around 1.08%, while SIF has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
NPK
National Presto Industries, Inc.
1.08%3.74%5.11%6.40%1.13%5.66%5.13%5.53%4.75%4.89%8.70%0.00%
SIF
SIFCO Industries, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.69%0.71%

Drawdowns

NPK vs. SIF - Drawdown Comparison

The maximum NPK drawdown since its inception was -50.88%, smaller than the maximum SIF drawdown of -94.46%. Use the drawdown chart below to compare losses from any high point for NPK and SIF. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-21.62%
-89.83%
NPK
SIF

Volatility

NPK vs. SIF - Volatility Comparison

The current volatility for National Presto Industries, Inc. (NPK) is 7.22%, while SIFCO Industries, Inc. (SIF) has a volatility of 12.09%. This indicates that NPK experiences smaller price fluctuations and is considered to be less risky than SIF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
7.22%
12.09%
NPK
SIF

Financials

NPK vs. SIF - Financials Comparison

This section allows you to compare key financial metrics between National Presto Industries, Inc. and SIFCO Industries, 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.


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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