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

Correlation

The correlation between OTIS and RTX is 0.38, 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

OTIS vs. RTX - Performance Comparison

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

120.00%140.00%160.00%180.00%JulyAugustSeptemberOctoberNovemberDecember
121.18%
165.70%
OTIS
RTX

Key characteristics

Sharpe Ratio

OTIS:

0.42

RTX:

2.59

Sortino Ratio

OTIS:

0.66

RTX:

3.95

Omega Ratio

OTIS:

1.09

RTX:

1.51

Calmar Ratio

OTIS:

0.64

RTX:

2.30

Martin Ratio

OTIS:

1.68

RTX:

14.18

Ulcer Index

OTIS:

4.58%

RTX:

3.24%

Daily Std Dev

OTIS:

18.36%

RTX:

17.76%

Max Drawdown

OTIS:

-29.99%

RTX:

-52.56%

Current Drawdown

OTIS:

-11.40%

RTX:

-7.95%

Fundamentals

Market Cap

OTIS:

$38.48B

RTX:

$156.29B

EPS

OTIS:

$4.03

RTX:

$3.48

PE Ratio

OTIS:

23.91

RTX:

33.74

PEG Ratio

OTIS:

2.55

RTX:

0.88

Total Revenue (TTM)

OTIS:

$14.21B

RTX:

$79.04B

Gross Profit (TTM)

OTIS:

$4.26B

RTX:

$15.18B

EBITDA (TTM)

OTIS:

$2.20B

RTX:

$11.89B

Returns By Period

In the year-to-date period, OTIS achieves a 6.25% return, which is significantly lower than RTX's 41.69% return.


OTIS

YTD

6.25%

1M

-6.15%

6M

-1.67%

1Y

7.53%

5Y*

N/A

10Y*

N/A

RTX

YTD

41.69%

1M

-2.24%

6M

11.47%

1Y

45.37%

5Y*

8.41%

10Y*

8.04%

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. RTX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Otis Worldwide Corporation (OTIS) and Raytheon Technologies Corporation (RTX). 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-4.00-2.000.002.000.422.59
The chart of Sortino ratio for OTIS, currently valued at 0.66, compared to the broader market-4.00-2.000.002.004.000.663.95
The chart of Omega ratio for OTIS, currently valued at 1.09, compared to the broader market0.501.001.502.001.091.51
The chart of Calmar ratio for OTIS, currently valued at 0.64, compared to the broader market0.002.004.006.000.642.30
The chart of Martin ratio for OTIS, currently valued at 1.68, compared to the broader market-5.000.005.0010.0015.0020.0025.001.6814.18
OTIS
RTX

The current OTIS Sharpe Ratio is 0.42, which is lower than the RTX Sharpe Ratio of 2.59. The chart below compares the historical Sharpe Ratios of OTIS and RTX, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.42
2.59
OTIS
RTX

Dividends

OTIS vs. RTX - Dividend Comparison

OTIS's dividend yield for the trailing twelve months is around 1.61%, less than RTX's 2.13% 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%
RTX
Raytheon Technologies Corporation
2.13%2.76%2.14%2.33%2.64%2.09%2.84%2.28%2.55%2.84%2.19%2.06%

Drawdowns

OTIS vs. RTX - Drawdown Comparison

The maximum OTIS drawdown since its inception was -29.99%, smaller than the maximum RTX drawdown of -52.56%. Use the drawdown chart below to compare losses from any high point for OTIS and RTX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.40%
-7.95%
OTIS
RTX

Volatility

OTIS vs. RTX - Volatility Comparison

The current volatility for Otis Worldwide Corporation (OTIS) is 4.94%, while Raytheon Technologies Corporation (RTX) has a volatility of 5.69%. This indicates that OTIS experiences smaller price fluctuations and is considered to be less risky than RTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
4.94%
5.69%
OTIS
RTX

Financials

OTIS vs. RTX - Financials Comparison

This section allows you to compare key financial metrics between Otis Worldwide Corporation and Raytheon Technologies Corporation. 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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