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OSK vs. CAT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between OSK and CAT is 0.40, 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.


-0.50.00.51.00.4

Performance

OSK vs. CAT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Oshkosh Corporation (OSK) and Caterpillar Inc. (CAT). The values are adjusted to include any dividend payments, if applicable.

7,000.00%8,000.00%9,000.00%10,000.00%11,000.00%12,000.00%13,000.00%JulyAugustSeptemberOctoberNovemberDecember
10,656.53%
7,676.50%
OSK
CAT

Key characteristics

Sharpe Ratio

OSK:

-0.33

CAT:

1.09

Sortino Ratio

OSK:

-0.28

CAT:

1.63

Omega Ratio

OSK:

0.97

CAT:

1.21

Calmar Ratio

OSK:

-0.36

CAT:

1.79

Martin Ratio

OSK:

-0.75

CAT:

3.92

Ulcer Index

OSK:

13.11%

CAT:

7.24%

Daily Std Dev

OSK:

29.50%

CAT:

26.08%

Max Drawdown

OSK:

-93.84%

CAT:

-73.43%

Current Drawdown

OSK:

-27.43%

CAT:

-12.20%

Fundamentals

Market Cap

OSK:

$6.35B

CAT:

$181.44B

EPS

OSK:

$10.30

CAT:

$21.52

PE Ratio

OSK:

9.48

CAT:

17.46

PEG Ratio

OSK:

6.51

CAT:

1.69

Total Revenue (TTM)

OSK:

$10.60B

CAT:

$65.66B

Gross Profit (TTM)

OSK:

$1.93B

CAT:

$23.58B

EBITDA (TTM)

OSK:

$917.50M

CAT:

$16.27B

Returns By Period

In the year-to-date period, OSK achieves a -11.98% return, which is significantly lower than CAT's 25.79% return. Over the past 10 years, OSK has underperformed CAT with an annualized return of 8.45%, while CAT has yielded a comparatively higher 17.76% annualized return.


OSK

YTD

-11.98%

1M

-13.08%

6M

-12.00%

1Y

-10.78%

5Y*

1.46%

10Y*

8.45%

CAT

YTD

25.79%

1M

-4.05%

6M

12.51%

1Y

28.21%

5Y*

22.63%

10Y*

17.76%

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Risk-Adjusted Performance

OSK vs. CAT - Risk-Adjusted Performance Comparison

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.


Sharpe ratio
The chart of Sharpe ratio for OSK, currently valued at -0.33, compared to the broader market-4.00-2.000.002.00-0.331.09
The chart of Sortino ratio for OSK, currently valued at -0.28, compared to the broader market-4.00-2.000.002.004.00-0.281.63
The chart of Omega ratio for OSK, currently valued at 0.97, compared to the broader market0.501.001.502.000.971.21
The chart of Calmar ratio for OSK, currently valued at -0.36, compared to the broader market0.002.004.006.00-0.361.79
The chart of Martin ratio for OSK, currently valued at -0.75, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.753.92
OSK
CAT

The current OSK Sharpe Ratio is -0.33, which is lower than the CAT Sharpe Ratio of 1.09. 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
-0.33
1.09
OSK
CAT

Dividends

OSK vs. CAT - Dividend Comparison

OSK's dividend yield for the trailing twelve months is around 1.96%, more than CAT's 1.48% yield.


TTM20232022202120202019201820172016201520142013
OSK
Oshkosh Corporation
1.96%1.51%1.68%1.21%1.43%1.17%1.61%0.96%1.21%1.79%1.27%0.30%
CAT
Caterpillar Inc.
1.48%1.69%1.93%2.07%2.26%2.56%2.58%1.97%3.32%4.33%2.84%1.89%

Drawdowns

OSK vs. CAT - Drawdown Comparison

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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-27.43%
-12.20%
OSK
CAT

Volatility

OSK vs. CAT - Volatility Comparison

Oshkosh Corporation (OSK) has a higher volatility of 7.85% compared to Caterpillar Inc. (CAT) at 6.80%. 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.


4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
7.85%
6.80%
OSK
CAT

Financials

OSK vs. CAT - Financials Comparison

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.


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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