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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.

100.00%150.00%200.00%250.00%JulyAugustSeptemberOctoberNovemberDecember
121.18%
237.61%
OTIS
PCAR

Key characteristics

Sharpe Ratio

OTIS:

0.42

PCAR:

0.55

Sortino Ratio

OTIS:

0.66

PCAR:

0.89

Omega Ratio

OTIS:

1.09

PCAR:

1.13

Calmar Ratio

OTIS:

0.64

PCAR:

0.54

Martin Ratio

OTIS:

1.68

PCAR:

1.05

Ulcer Index

OTIS:

4.58%

PCAR:

13.63%

Daily Std Dev

OTIS:

18.36%

PCAR:

25.84%

Max Drawdown

OTIS:

-29.99%

PCAR:

-66.16%

Current Drawdown

OTIS:

-11.40%

PCAR:

-12.20%

Fundamentals

Market Cap

OTIS:

$38.48B

PCAR:

$58.54B

EPS

OTIS:

$4.03

PCAR:

$8.94

PE Ratio

OTIS:

23.91

PCAR:

12.49

PEG Ratio

OTIS:

2.55

PCAR:

1.18

Total Revenue (TTM)

OTIS:

$14.21B

PCAR:

$34.83B

Gross Profit (TTM)

OTIS:

$4.26B

PCAR:

$6.74B

EBITDA (TTM)

OTIS:

$2.20B

PCAR:

$6.26B

Returns By Period

In the year-to-date period, OTIS achieves a 6.25% return, which is significantly lower than PCAR's 12.20% return.


OTIS

YTD

6.25%

1M

-6.15%

6M

-1.67%

1Y

7.53%

5Y*

N/A

10Y*

N/A

PCAR

YTD

12.20%

1M

-1.50%

6M

2.84%

1Y

13.06%

5Y*

18.87%

10Y*

12.86%

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 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 0.42, compared to the broader market-4.00-2.000.002.000.420.55
The chart of Sortino ratio for OTIS, currently valued at 0.66, compared to the broader market-4.00-2.000.002.004.000.660.89
The chart of Omega ratio for OTIS, currently valued at 1.09, compared to the broader market0.501.001.502.001.091.13
The chart of Calmar ratio for OTIS, currently valued at 0.64, compared to the broader market0.002.004.006.000.640.54
The chart of Martin ratio for OTIS, currently valued at 1.68, compared to the broader market-5.000.005.0010.0015.0020.0025.001.681.05
OTIS
PCAR

The current OTIS Sharpe Ratio is 0.42, which is comparable to the PCAR Sharpe Ratio of 0.55. 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 Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.42
0.55
OTIS
PCAR

Dividends

OTIS vs. PCAR - Dividend Comparison

OTIS's dividend yield for the trailing twelve months is around 1.61%, less than PCAR's 3.96% yield.


TTM20232022202120202019201820172016201520142013
OTIS
Otis Worldwide Corporation
1.61%1.46%1.42%1.06%0.89%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PCAR
PACCAR Inc
3.96%4.34%4.23%3.22%2.29%4.53%5.41%3.08%2.44%4.89%2.73%2.87%

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%JulyAugustSeptemberOctoberNovemberDecember
-11.40%
-12.20%
OTIS
PCAR

Volatility

OTIS vs. PCAR - Volatility Comparison

The current volatility for Otis Worldwide Corporation (OTIS) is 4.94%, while PACCAR Inc (PCAR) has a volatility of 6.81%. 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%JulyAugustSeptemberOctoberNovemberDecember
4.94%
6.81%
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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