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OC vs. SSD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between OC and SSD 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

OC vs. SSD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Owens Corning (OC) and Simpson Manufacturing Co., Inc. (SSD). The values are adjusted to include any dividend payments, if applicable.

400.00%500.00%600.00%700.00%800.00%NovemberDecember2025FebruaryMarchApril
498.83%
597.93%
OC
SSD

Key characteristics

Sharpe Ratio

OC:

-0.43

SSD:

-0.55

Sortino Ratio

OC:

-0.43

SSD:

-0.62

Omega Ratio

OC:

0.95

SSD:

0.92

Calmar Ratio

OC:

-0.38

SSD:

-0.51

Martin Ratio

OC:

-1.03

SSD:

-1.54

Ulcer Index

OC:

14.48%

SSD:

11.36%

Daily Std Dev

OC:

34.39%

SSD:

31.64%

Max Drawdown

OC:

-85.22%

SSD:

-68.15%

Current Drawdown

OC:

-33.47%

SSD:

-29.70%

Fundamentals

Market Cap

OC:

$11.89B

SSD:

$6.29B

EPS

OC:

$7.37

SSD:

$7.60

PE Ratio

OC:

18.86

SSD:

19.71

PEG Ratio

OC:

0.82

SSD:

1.47

Total Revenue (TTM)

OC:

$8.68B

SSD:

$1.70B

Gross Profit (TTM)

OC:

$2.58B

SSD:

$781.31M

EBITDA (TTM)

OC:

$1.08B

SSD:

$403.61M

Returns By Period

In the year-to-date period, OC achieves a -17.66% return, which is significantly lower than SSD's -9.34% return. Over the past 10 years, OC has underperformed SSD with an annualized return of 14.41%, while SSD has yielded a comparatively higher 16.69% annualized return.


OC

YTD

-17.66%

1M

-3.44%

6M

-22.03%

1Y

-14.70%

5Y*

29.59%

10Y*

14.41%

SSD

YTD

-9.34%

1M

-5.08%

6M

-21.41%

1Y

-18.42%

5Y*

19.63%

10Y*

16.69%

*Annualized

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Risk-Adjusted Performance

OC vs. SSD — Risk-Adjusted Performance Rank

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

OC
The Risk-Adjusted Performance Rank of OC is 3333
Overall Rank
The Sharpe Ratio Rank of OC is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of OC is 3030
Sortino Ratio Rank
The Omega Ratio Rank of OC is 3232
Omega Ratio Rank
The Calmar Ratio Rank of OC is 3333
Calmar Ratio Rank
The Martin Ratio Rank of OC is 3434
Martin Ratio Rank

SSD
The Risk-Adjusted Performance Rank of SSD is 2323
Overall Rank
The Sharpe Ratio Rank of SSD is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of SSD is 2626
Sortino Ratio Rank
The Omega Ratio Rank of SSD is 2727
Omega Ratio Rank
The Calmar Ratio Rank of SSD is 2424
Calmar Ratio Rank
The Martin Ratio Rank of SSD is 1313
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.

OC vs. SSD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Owens Corning (OC) and Simpson Manufacturing Co., Inc. (SSD). 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 OC, currently valued at -0.43, compared to the broader market-2.00-1.000.001.002.00
OC: -0.43
SSD: -0.55
The chart of Sortino ratio for OC, currently valued at -0.43, compared to the broader market-6.00-4.00-2.000.002.004.00
OC: -0.43
SSD: -0.62
The chart of Omega ratio for OC, currently valued at 0.95, compared to the broader market0.501.001.502.00
OC: 0.95
SSD: 0.92
The chart of Calmar ratio for OC, currently valued at -0.38, compared to the broader market0.001.002.003.004.00
OC: -0.38
SSD: -0.51
The chart of Martin ratio for OC, currently valued at -1.03, compared to the broader market-5.000.005.0010.0015.0020.00
OC: -1.03
SSD: -1.54

The current OC Sharpe Ratio is -0.43, which is comparable to the SSD Sharpe Ratio of -0.55. The chart below compares the historical Sharpe Ratios of OC and SSD, 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-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
-0.43
-0.55
OC
SSD

Dividends

OC vs. SSD - Dividend Comparison

OC's dividend yield for the trailing twelve months is around 1.86%, more than SSD's 0.75% yield.


TTM20242023202220212020201920182017201620152014
OC
Owens Corning
1.86%1.41%1.40%1.64%1.15%1.27%1.35%1.43%0.88%1.44%1.45%1.79%
SSD
Simpson Manufacturing Co., Inc.
0.75%0.66%0.54%1.15%0.69%0.74%1.41%1.59%1.36%1.55%1.76%1.17%

Drawdowns

OC vs. SSD - Drawdown Comparison

The maximum OC drawdown since its inception was -85.22%, which is greater than SSD's maximum drawdown of -68.15%. Use the drawdown chart below to compare losses from any high point for OC and SSD. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-33.47%
-29.70%
OC
SSD

Volatility

OC vs. SSD - Volatility Comparison

Owens Corning (OC) has a higher volatility of 17.70% compared to Simpson Manufacturing Co., Inc. (SSD) at 13.89%. This indicates that OC's price experiences larger fluctuations and is considered to be riskier than SSD 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%NovemberDecember2025FebruaryMarchApril
17.70%
13.89%
OC
SSD

Financials

OC vs. SSD - Financials Comparison

This section allows you to compare key financial metrics between Owens Corning and Simpson Manufacturing Co., 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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