OSK vs. APO

In the year-to-date period, OSK achieves a 2.55% return, which is significantly lower than APO's 79.72% return. Over the past 10 years, OSK has underperformed APO with an annualized return of 10.34%, while APO has yielded a comparatively higher 27.39% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Oshkosh Corporation (OSK) and Apollo Global Management, Inc. (APO). 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.

The current OSK Sharpe Ratio is 0.54, which is lower than the APO Sharpe Ratio of 2.90. The chart below compares the historical Sharpe Ratios of OSK and APO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

OSK's dividend yield for the trailing twelve months is around 1.68%, more than APO's 1.10% yield.

The maximum OSK drawdown since its inception was -93.84%, which is greater than APO's maximum drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for OSK and APO. For additional features, visit the drawdowns tool.

The current volatility for Oshkosh Corporation (OSK) is 12.68%, while Apollo Global Management, Inc. (APO) has a volatility of 13.64%. This indicates that OSK experiences smaller price fluctuations and is considered to be less risky than APO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Oshkosh Corporation and Apollo Global Management, 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.