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

Key characteristics


NVTLFUS
YTD Return30.00%-4.85%
1Y Return49.33%12.95%
3Y Return (Ann)29.17%-7.67%
5Y Return (Ann)29.16%8.53%
Sharpe Ratio1.440.44
Sortino Ratio1.930.84
Omega Ratio1.271.10
Calmar Ratio1.730.40
Martin Ratio4.231.44
Ulcer Index11.78%8.57%
Daily Std Dev34.55%28.30%
Max Drawdown-56.18%-82.44%
Current Drawdown-10.62%-21.63%

Fundamentals


NVTLFUS
Market Cap$12.71B$6.27B
EPS$3.43$7.78
PE Ratio22.4932.47
PEG Ratio6.632.43
Total Revenue (TTM)$3.40B$2.20B
Gross Profit (TTM)$1.39B$756.71M
EBITDA (TTM)$756.80M$416.88M

Correlation

-0.50.00.51.00.6

The correlation between NVT and LFUS is 0.58, 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

NVT vs. LFUS - Performance Comparison

In the year-to-date period, NVT achieves a 30.00% return, which is significantly higher than LFUS's -4.85% 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%10.00%JuneJulyAugustSeptemberOctoberNovember
-6.51%
1.16%
NVT
LFUS

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Risk-Adjusted Performance

NVT vs. LFUS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for nVent Electric plc (NVT) and Littelfuse, Inc. (LFUS). 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.


NVT
Sharpe ratio
The chart of Sharpe ratio for NVT, currently valued at 1.44, compared to the broader market-4.00-2.000.002.004.001.44
Sortino ratio
The chart of Sortino ratio for NVT, currently valued at 1.93, compared to the broader market-4.00-2.000.002.004.006.001.93
Omega ratio
The chart of Omega ratio for NVT, currently valued at 1.27, compared to the broader market0.501.001.502.001.27
Calmar ratio
The chart of Calmar ratio for NVT, currently valued at 1.73, compared to the broader market0.002.004.006.001.73
Martin ratio
The chart of Martin ratio for NVT, currently valued at 4.23, compared to the broader market0.0010.0020.0030.004.23
LFUS
Sharpe ratio
The chart of Sharpe ratio for LFUS, currently valued at 0.44, compared to the broader market-4.00-2.000.002.004.000.44
Sortino ratio
The chart of Sortino ratio for LFUS, currently valued at 0.84, compared to the broader market-4.00-2.000.002.004.006.000.84
Omega ratio
The chart of Omega ratio for LFUS, currently valued at 1.10, compared to the broader market0.501.001.502.001.10
Calmar ratio
The chart of Calmar ratio for LFUS, currently valued at 0.40, compared to the broader market0.002.004.006.000.40
Martin ratio
The chart of Martin ratio for LFUS, currently valued at 1.44, compared to the broader market0.0010.0020.0030.001.44

NVT vs. LFUS - Sharpe Ratio Comparison

The current NVT Sharpe Ratio is 1.44, which is higher than the LFUS Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of NVT and LFUS, 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.44
0.44
NVT
LFUS

Dividends

NVT vs. LFUS - Dividend Comparison

NVT's dividend yield for the trailing twelve months is around 1.00%, less than LFUS's 1.05% yield.


TTM20232022202120202019201820172016201520142013
NVT
nVent Electric plc
1.00%1.18%1.82%1.84%3.01%2.74%1.56%0.00%0.00%0.00%0.00%0.00%
LFUS
Littelfuse, Inc.
1.05%0.93%1.03%0.64%0.75%0.95%0.93%0.71%0.82%1.01%0.97%0.90%

Drawdowns

NVT vs. LFUS - Drawdown Comparison

The maximum NVT drawdown since its inception was -56.18%, smaller than the maximum LFUS drawdown of -82.44%. Use the drawdown chart below to compare losses from any high point for NVT and LFUS. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-10.62%
-21.63%
NVT
LFUS

Volatility

NVT vs. LFUS - Volatility Comparison

nVent Electric plc (NVT) has a higher volatility of 14.81% compared to Littelfuse, Inc. (LFUS) at 7.93%. This indicates that NVT's price experiences larger fluctuations and is considered to be riskier than LFUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%JuneJulyAugustSeptemberOctoberNovember
14.81%
7.93%
NVT
LFUS

Financials

NVT vs. LFUS - Financials Comparison

This section allows you to compare key financial metrics between nVent Electric plc and Littelfuse, 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