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NVT vs. CSL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between NVT and CSL is 0.59, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

NVT vs. CSL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in nVent Electric plc (NVT) and Carlisle Companies Incorporated (CSL). The values are adjusted to include any dividend payments, if applicable.

200.00%250.00%300.00%350.00%400.00%NovemberDecember2025FebruaryMarchApril
172.55%
248.11%
NVT
CSL

Key characteristics

Sharpe Ratio

NVT:

-0.71

CSL:

-0.40

Sortino Ratio

NVT:

-0.80

CSL:

-0.38

Omega Ratio

NVT:

0.89

CSL:

0.95

Calmar Ratio

NVT:

-0.75

CSL:

-0.36

Martin Ratio

NVT:

-1.57

CSL:

-0.81

Ulcer Index

NVT:

18.29%

CSL:

14.34%

Daily Std Dev

NVT:

40.44%

CSL:

28.78%

Max Drawdown

NVT:

-56.18%

CSL:

-64.58%

Current Drawdown

NVT:

-37.21%

CSL:

-28.28%

Fundamentals

Market Cap

NVT:

$8.78B

CSL:

$15.15B

EPS

NVT:

$1.43

CSL:

$18.35

PE Ratio

NVT:

37.22

CSL:

18.70

PEG Ratio

NVT:

0.88

CSL:

1.01

Total Revenue (TTM)

NVT:

$2.41B

CSL:

$3.91B

Gross Profit (TTM)

NVT:

$978.90M

CSL:

$1.46B

EBITDA (TTM)

NVT:

$536.80M

CSL:

$1.07B

Returns By Period

In the year-to-date period, NVT achieves a -21.70% return, which is significantly lower than CSL's -6.70% return.


NVT

YTD

-21.70%

1M

-11.80%

6M

-22.25%

1Y

-28.45%

5Y*

30.28%

10Y*

N/A

CSL

YTD

-6.70%

1M

0.71%

6M

-23.08%

1Y

-12.04%

5Y*

25.36%

10Y*

15.30%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

NVT vs. CSL — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

NVT
The Risk-Adjusted Performance Rank of NVT is 1313
Overall Rank
The Sharpe Ratio Rank of NVT is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of NVT is 1818
Sortino Ratio Rank
The Omega Ratio Rank of NVT is 1818
Omega Ratio Rank
The Calmar Ratio Rank of NVT is 99
Calmar Ratio Rank
The Martin Ratio Rank of NVT is 77
Martin Ratio Rank

CSL
The Risk-Adjusted Performance Rank of CSL is 3131
Overall Rank
The Sharpe Ratio Rank of CSL is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of CSL is 2828
Sortino Ratio Rank
The Omega Ratio Rank of CSL is 2929
Omega Ratio Rank
The Calmar Ratio Rank of CSL is 3030
Calmar Ratio Rank
The Martin Ratio Rank of CSL is 3636
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

NVT vs. CSL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for nVent Electric plc (NVT) and Carlisle Companies Incorporated (CSL). 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 NVT, currently valued at -0.71, compared to the broader market-2.00-1.000.001.002.003.00
NVT: -0.71
CSL: -0.40
The chart of Sortino ratio for NVT, currently valued at -0.80, compared to the broader market-6.00-4.00-2.000.002.004.00
NVT: -0.80
CSL: -0.38
The chart of Omega ratio for NVT, currently valued at 0.89, compared to the broader market0.501.001.502.00
NVT: 0.89
CSL: 0.95
The chart of Calmar ratio for NVT, currently valued at -0.75, compared to the broader market0.001.002.003.004.005.00
NVT: -0.75
CSL: -0.36
The chart of Martin ratio for NVT, currently valued at -1.57, compared to the broader market-5.000.005.0010.0015.0020.00
NVT: -1.57
CSL: -0.81

The current NVT Sharpe Ratio is -0.71, which is lower than the CSL Sharpe Ratio of -0.40. The chart below compares the historical Sharpe Ratios of NVT and CSL, 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-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.71
-0.40
NVT
CSL

Dividends

NVT vs. CSL - Dividend Comparison

NVT's dividend yield for the trailing twelve months is around 1.45%, more than CSL's 1.12% yield.


TTM20242023202220212020201920182017201620152014
NVT
nVent Electric plc
1.45%1.12%1.18%1.82%1.84%3.01%2.74%1.56%0.00%0.00%0.00%0.00%
CSL
Carlisle Companies Incorporated
1.12%1.00%1.02%1.09%0.86%1.31%1.11%1.53%1.27%1.18%1.24%1.04%

Drawdowns

NVT vs. CSL - Drawdown Comparison

The maximum NVT drawdown since its inception was -56.18%, smaller than the maximum CSL drawdown of -64.58%. Use the drawdown chart below to compare losses from any high point for NVT and CSL. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-37.21%
-28.28%
NVT
CSL

Volatility

NVT vs. CSL - Volatility Comparison

nVent Electric plc (NVT) has a higher volatility of 10.50% compared to Carlisle Companies Incorporated (CSL) at 7.99%. This indicates that NVT's price experiences larger fluctuations and is considered to be riskier than CSL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
10.50%
7.99%
NVT
CSL

Financials

NVT vs. CSL - Financials Comparison

This section allows you to compare key financial metrics between nVent Electric plc and Carlisle Companies Incorporated. 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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