PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
NVT vs. LFUS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

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.


-0.50.00.51.00.6

Performance

NVT vs. LFUS - Performance Comparison

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

-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.53%
-11.34%
NVT
LFUS

Key characteristics

Sharpe Ratio

NVT:

0.62

LFUS:

-0.34

Sortino Ratio

NVT:

1.03

LFUS:

-0.32

Omega Ratio

NVT:

1.14

LFUS:

0.96

Calmar Ratio

NVT:

0.76

LFUS:

-0.31

Martin Ratio

NVT:

1.76

LFUS:

-1.02

Ulcer Index

NVT:

12.38%

LFUS:

9.22%

Daily Std Dev

NVT:

35.27%

LFUS:

27.54%

Max Drawdown

NVT:

-56.18%

LFUS:

-82.44%

Current Drawdown

NVT:

-18.18%

LFUS:

-27.06%

Fundamentals

Market Cap

NVT:

$11.97B

LFUS:

$6.05B

EPS

NVT:

$3.43

LFUS:

$7.78

PE Ratio

NVT:

21.17

LFUS:

31.33

PEG Ratio

NVT:

6.63

LFUS:

2.31

Total Revenue (TTM)

NVT:

$3.40B

LFUS:

$2.20B

Gross Profit (TTM)

NVT:

$1.39B

LFUS:

$756.71M

EBITDA (TTM)

NVT:

$753.10M

LFUS:

$421.70M

Returns By Period

In the year-to-date period, NVT achieves a 19.01% return, which is significantly higher than LFUS's -11.44% return.


NVT

YTD

19.01%

1M

-6.36%

6M

-10.53%

1Y

20.58%

5Y*

24.79%

10Y*

N/A

LFUS

YTD

-11.44%

1M

-1.18%

6M

-11.34%

1Y

-11.37%

5Y*

5.23%

10Y*

10.25%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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.


Sharpe ratio
The chart of Sharpe ratio for NVT, currently valued at 0.62, compared to the broader market-4.00-2.000.002.000.62-0.34
The chart of Sortino ratio for NVT, currently valued at 1.03, compared to the broader market-4.00-2.000.002.004.001.03-0.32
The chart of Omega ratio for NVT, currently valued at 1.14, compared to the broader market0.501.001.502.001.140.96
The chart of Calmar ratio for NVT, currently valued at 0.76, compared to the broader market0.002.004.006.000.76-0.31
The chart of Martin ratio for NVT, currently valued at 1.76, compared to the broader market-5.000.005.0010.0015.0020.0025.001.76-1.02
NVT
LFUS

The current NVT Sharpe Ratio is 0.62, which is higher than the LFUS Sharpe Ratio of -0.34. 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 Ratio-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.62
-0.34
NVT
LFUS

Dividends

NVT vs. LFUS - Dividend Comparison

NVT's dividend yield for the trailing twelve months is around 1.09%, less than LFUS's 1.15% yield.


TTM20232022202120202019201820172016201520142013
NVT
nVent Electric plc
1.09%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.
1.15%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%JulyAugustSeptemberOctoberNovemberDecember
-18.18%
-27.06%
NVT
LFUS

Volatility

NVT vs. LFUS - Volatility Comparison

nVent Electric plc (NVT) has a higher volatility of 9.55% compared to Littelfuse, Inc. (LFUS) at 7.51%. 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%JulyAugustSeptemberOctoberNovemberDecember
9.55%
7.51%
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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab