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OTIS vs. PCAR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between OTIS and PCAR is 0.48, 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.


-0.50.00.51.00.5

Performance

OTIS vs. PCAR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Otis Worldwide Corporation (OTIS) and PACCAR Inc (PCAR). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%25.00%SeptemberOctoberNovemberDecember2025February
5.43%
15.19%
OTIS
PCAR

Key characteristics

Sharpe Ratio

OTIS:

0.49

PCAR:

0.19

Sortino Ratio

OTIS:

0.75

PCAR:

0.44

Omega Ratio

OTIS:

1.10

PCAR:

1.06

Calmar Ratio

OTIS:

0.65

PCAR:

0.20

Martin Ratio

OTIS:

1.49

PCAR:

0.36

Ulcer Index

OTIS:

6.09%

PCAR:

14.18%

Daily Std Dev

OTIS:

18.46%

PCAR:

26.25%

Max Drawdown

OTIS:

-29.99%

PCAR:

-66.16%

Current Drawdown

OTIS:

-8.39%

PCAR:

-11.39%

Fundamentals

Market Cap

OTIS:

$38.36B

PCAR:

$55.57B

EPS

OTIS:

$4.07

PCAR:

$7.96

PE Ratio

OTIS:

23.77

PCAR:

13.31

PEG Ratio

OTIS:

2.41

PCAR:

1.18

Total Revenue (TTM)

OTIS:

$14.26B

PCAR:

$33.12B

Gross Profit (TTM)

OTIS:

$4.26B

PCAR:

$6.07B

EBITDA (TTM)

OTIS:

$2.25B

PCAR:

$5.42B

Returns By Period

In the year-to-date period, OTIS achieves a 4.46% return, which is significantly higher than PCAR's 2.18% return.


OTIS

YTD

4.46%

1M

4.87%

6M

5.43%

1Y

6.18%

5Y*

N/A

10Y*

N/A

PCAR

YTD

2.18%

1M

-3.05%

6M

15.19%

1Y

2.06%

5Y*

20.68%

10Y*

13.78%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

OTIS vs. PCAR — Risk-Adjusted Performance Rank

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

OTIS
The Risk-Adjusted Performance Rank of OTIS is 5959
Overall Rank
The Sharpe Ratio Rank of OTIS is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of OTIS is 5151
Sortino Ratio Rank
The Omega Ratio Rank of OTIS is 5151
Omega Ratio Rank
The Calmar Ratio Rank of OTIS is 7070
Calmar Ratio Rank
The Martin Ratio Rank of OTIS is 6161
Martin Ratio Rank

PCAR
The Risk-Adjusted Performance Rank of PCAR is 4848
Overall Rank
The Sharpe Ratio Rank of PCAR is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of PCAR is 4343
Sortino Ratio Rank
The Omega Ratio Rank of PCAR is 4343
Omega Ratio Rank
The Calmar Ratio Rank of PCAR is 5555
Calmar Ratio Rank
The Martin Ratio Rank of PCAR is 4949
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

OTIS vs. PCAR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Otis Worldwide Corporation (OTIS) and PACCAR Inc (PCAR). 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 OTIS, currently valued at 0.49, compared to the broader market-2.000.002.004.000.490.19
The chart of Sortino ratio for OTIS, currently valued at 0.75, compared to the broader market-6.00-4.00-2.000.002.004.006.000.750.44
The chart of Omega ratio for OTIS, currently valued at 1.10, compared to the broader market0.501.001.502.001.101.06
The chart of Calmar ratio for OTIS, currently valued at 0.65, compared to the broader market0.002.004.006.000.650.20
The chart of Martin ratio for OTIS, currently valued at 1.49, compared to the broader market-10.000.0010.0020.0030.001.490.36
OTIS
PCAR

The current OTIS Sharpe Ratio is 0.49, which is higher than the PCAR Sharpe Ratio of 0.19. The chart below compares the historical Sharpe Ratios of OTIS and PCAR, 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 Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.49
0.19
OTIS
PCAR

Dividends

OTIS vs. PCAR - Dividend Comparison

OTIS's dividend yield for the trailing twelve months is around 1.21%, less than PCAR's 3.99% yield.


TTM20242023202220212020201920182017201620152014
OTIS
Otis Worldwide Corporation
1.21%1.63%1.46%1.42%1.06%0.89%0.00%0.00%0.00%0.00%0.00%0.00%
PCAR
PACCAR Inc
3.99%4.01%4.34%4.23%3.22%2.29%4.53%5.41%3.08%2.44%4.89%2.73%

Drawdowns

OTIS vs. PCAR - Drawdown Comparison

The maximum OTIS drawdown since its inception was -29.99%, smaller than the maximum PCAR drawdown of -66.16%. Use the drawdown chart below to compare losses from any high point for OTIS and PCAR. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-8.39%
-11.39%
OTIS
PCAR

Volatility

OTIS vs. PCAR - Volatility Comparison

The current volatility for Otis Worldwide Corporation (OTIS) is 4.80%, while PACCAR Inc (PCAR) has a volatility of 6.52%. This indicates that OTIS experiences smaller price fluctuations and is considered to be less risky than PCAR 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%SeptemberOctoberNovemberDecember2025February
4.80%
6.52%
OTIS
PCAR

Financials

OTIS vs. PCAR - Financials Comparison

This section allows you to compare key financial metrics between Otis Worldwide Corporation and PACCAR 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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