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

Correlation

The correlation between OC and SSD 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

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.

550.00%600.00%650.00%700.00%750.00%800.00%JulyAugustSeptemberOctoberNovemberDecember
623.35%
680.60%
OC
SSD

Key characteristics

Sharpe Ratio

OC:

0.55

SSD:

-0.40

Sortino Ratio

OC:

0.93

SSD:

-0.37

Omega Ratio

OC:

1.12

SSD:

0.96

Calmar Ratio

OC:

0.84

SSD:

-0.48

Martin Ratio

OC:

2.55

SSD:

-0.83

Ulcer Index

OC:

6.50%

SSD:

14.64%

Daily Std Dev

OC:

30.10%

SSD:

30.57%

Max Drawdown

OC:

-85.22%

SSD:

-68.16%

Current Drawdown

OC:

-19.64%

SSD:

-21.34%

Fundamentals

Market Cap

OC:

$15.72B

SSD:

$7.49B

EPS

OC:

$11.78

SSD:

$7.55

PE Ratio

OC:

15.55

SSD:

23.53

PEG Ratio

OC:

0.82

SSD:

1.47

Total Revenue (TTM)

OC:

$10.44B

SSD:

$2.22B

Gross Profit (TTM)

OC:

$3.10B

SSD:

$1.02B

EBITDA (TTM)

OC:

$2.22B

SSD:

$511.18M

Returns By Period

In the year-to-date period, OC achieves a 15.99% return, which is significantly higher than SSD's -14.53% return. Both investments have delivered pretty close results over the past 10 years, with OC having a 18.77% annualized return and SSD not far behind at 18.74%.


OC

YTD

15.99%

1M

-12.73%

6M

-4.03%

1Y

16.21%

5Y*

23.05%

10Y*

18.77%

SSD

YTD

-14.53%

1M

-7.19%

6M

-1.68%

1Y

-14.36%

5Y*

17.26%

10Y*

18.74%

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Risk-Adjusted Performance

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 0.55, compared to the broader market-4.00-2.000.002.000.55-0.40
The chart of Sortino ratio for OC, currently valued at 0.93, compared to the broader market-4.00-2.000.002.004.000.93-0.37
The chart of Omega ratio for OC, currently valued at 1.11, compared to the broader market0.501.001.502.001.120.96
The chart of Calmar ratio for OC, currently valued at 0.84, compared to the broader market0.002.004.006.000.84-0.48
The chart of Martin ratio for OC, currently valued at 2.55, compared to the broader market-5.000.005.0010.0015.0020.0025.002.55-0.83
OC
SSD

The current OC Sharpe Ratio is 0.55, which is higher than the SSD Sharpe Ratio of -0.40. 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-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.55
-0.40
OC
SSD

Dividends

OC vs. SSD - Dividend Comparison

OC's dividend yield for the trailing twelve months is around 1.42%, more than SSD's 0.65% yield.


TTM20232022202120202019201820172016201520142013
OC
Owens Corning
1.42%1.40%1.64%1.15%1.27%1.35%1.43%0.88%1.44%1.45%1.79%0.00%
SSD
Simpson Manufacturing Co., Inc.
0.65%0.54%1.15%0.69%0.74%1.41%1.59%1.36%1.55%1.76%1.17%1.02%

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 -68.16%. Use the drawdown chart below to compare losses from any high point for OC and SSD. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-19.64%
-21.34%
OC
SSD

Volatility

OC vs. SSD - Volatility Comparison

The current volatility for Owens Corning (OC) is 9.15%, while Simpson Manufacturing Co., Inc. (SSD) has a volatility of 11.15%. This indicates that OC experiences smaller price fluctuations and is considered to be less risky 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%JulyAugustSeptemberOctoberNovemberDecember
9.15%
11.15%
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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