OSK vs. CAT

In the year-to-date period, OSK achieves a 1.12% return, which is significantly lower than CAT's 31.38% return. Over the past 10 years, OSK has underperformed CAT with an annualized return of 10.17%, while CAT has yielded a comparatively higher 16.75% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Oshkosh Corporation (OSK) and Caterpillar Inc. (CAT). 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 0.42, which is lower than the CAT Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of OSK and CAT, 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 1.71%, more than CAT's 1.42% yield.

The maximum OSK drawdown since its inception was -93.84%, which is greater than CAT's maximum drawdown of -73.43%. Use the drawdown chart below to compare losses from any high point for OSK and CAT. For additional features, visit the drawdowns tool.

Oshkosh Corporation (OSK) has a higher volatility of 12.81% compared to Caterpillar Inc. (CAT) at 10.55%. This indicates that OSK's price experiences larger fluctuations and is considered to be riskier than CAT 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 Caterpillar 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.