OKYO vs. CW

Last updated Apr 2, 2026

Compare and contrast key facts about OKYO Pharma Ltd ADR (OKYO) and Curtiss-Wright Corporation (CW).

Performance

OKYO vs. CW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in OKYO Pharma Ltd ADR (OKYO) and Curtiss-Wright Corporation (CW). The values are adjusted to include any dividend payments, if applicable.

OKYO vs. CW - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
OKYO OKYO Pharma Ltd ADR	-19.81%	80.02%	-35.03%	-7.33%	-47.24%
CW Curtiss-Wright Corporation	26.48%	55.66%	59.73%	33.98%	17.15%

Fundamentals

Market Cap OKYO : $62.12M CW : $25.91B
EPS OKYO : -$0.20 CW : $12.88
Total Revenue (TTM) OKYO : $0.00 CW : $3.50B
Gross Profit (TTM) OKYO : -$6.82K CW : $1.30B
EBITDA (TTM) OKYO : -$9.59M CW : $749.24M

Returns By Period

In the year-to-date period, OKYO achieves a -19.81% return, which is significantly lower than CW's 26.48% return.

OKYO

• 1D: 3.11%
• 1M: -6.21%
• YTD: -19.81%
• 6M: -17.41%
• 1Y: 40.68%
• 3Y*: -0.40%
• 5Y*: —
• 10Y*: —

CW

• 1D: 2.33%
• 1M: -4.03%
• YTD: 26.48%
• 6M: 28.62%
• 1Y: 116.52%
• 3Y*: 58.57%
• 5Y*: 42.72%
• 10Y*: 25.51%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

OKYO vs. CW — Risk / Return Rank

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

OKYO

OKYO Risk / Return Rank: 56
OKYO Sharpe Ratio Rank: 56
OKYO Sortino Ratio Rank: 62
OKYO Omega Ratio Rank: 58
OKYO Calmar Ratio Rank: 53
OKYO Martin Ratio Rank: 51

CW

CW Risk / Return Rank: 97
CW Sharpe Ratio Rank: 97
CW Sortino Ratio Rank: 95
CW Omega Ratio Rank: 95
CW Calmar Ratio Rank: 98
CW Martin Ratio Rank: 98

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

OKYO vs. CW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for OKYO Pharma Ltd ADR (OKYO) and Curtiss-Wright Corporation (CW). 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.

	OKYO	CW	Difference
Sharpe ratio Return per unit of total volatility	0.43	3.37	-2.93
Sortino ratio Return per unit of downside risk	1.30	3.67	-2.37
Omega ratio Gain probability vs. loss probability	1.15	1.52	-0.37
Calmar ratio Return relative to maximum drawdown	0.57	9.18	-8.61
Martin ratio Return relative to average drawdown	1.02	26.72	-25.70
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

OKYO vs. CW - Sharpe Ratio Comparison

The current OKYO Sharpe Ratio is 0.43, which is lower than the CW Sharpe Ratio of 3.37. The chart below compares the historical Sharpe Ratios of OKYO and CW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	OKYO	CW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.43	3.37	-2.93
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.56	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.85	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.17	0.59	-0.77

Correlation

The correlation between OKYO and CW is 0.11, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

OKYO vs. CW - Dividend Comparison

OKYO has not paid dividends to shareholders, while CW's dividend yield for the trailing twelve months is around 0.14%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
OKYO OKYO Pharma Ltd ADR	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
CW Curtiss-Wright Corporation	0.14%	0.17%	0.23%	0.35%	0.45%	0.51%	0.58%	0.47%	0.59%	0.46%	0.53%	0.76%

Drawdowns

OKYO vs. CW - Drawdown Comparison

The maximum OKYO drawdown since its inception was -74.92%, which is greater than CW's maximum drawdown of -59.19%. Use the drawdown chart below to compare losses from any high point for OKYO and CW.

Drawdown Indicators

	OKYO	CW	Difference
Max Drawdown Largest peak-to-trough decline	-74.92%	-59.19%	-15.73%
Max Drawdown (1Y) Largest decline over 1 year	-53.82%	-13.07%	-40.75%
Max Drawdown (5Y) Largest decline over 5 years	—	-27.21%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-48.73%	—
Current Drawdown Current decline from peak	-55.61%	-4.03%	-51.58%
Average Drawdown Average peak-to-trough decline	-52.32%	-13.95%	-38.37%
Ulcer Index Depth and duration of drawdowns from previous peaks	30.24%	4.49%	+25.75%

Volatility

OKYO vs. CW - Volatility Comparison

The current volatility for OKYO Pharma Ltd ADR (OKYO) is 13.05%, while Curtiss-Wright Corporation (CW) has a volatility of 14.85%. This indicates that OKYO experiences smaller price fluctuations and is considered to be less risky than CW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	OKYO	CW	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.05%	14.85%	-1.80%
Volatility (6M) Calculated over the trailing 6-month period	65.66%	26.51%	+39.15%
Volatility (1Y) Calculated over the trailing 1-year period	94.36%	34.84%	+59.52%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	106.43%	27.61%	+78.82%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	106.43%	30.15%	+76.28%

Financials