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

Correlation

The correlation between PCAR and FTAI is 0.60, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

PCAR vs. FTAI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PACCAR Inc (PCAR) and Fortress Transportation and Infrastructure Investors LLC (FTAI). The values are adjusted to include any dividend payments, if applicable.

0.00%500.00%1,000.00%1,500.00%2,000.00%NovemberDecember2025FebruaryMarchApril
203.98%
1,354.03%
PCAR
FTAI

Key characteristics

Sharpe Ratio

PCAR:

-0.51

FTAI:

0.60

Sortino Ratio

PCAR:

-0.54

FTAI:

1.21

Omega Ratio

PCAR:

0.93

FTAI:

1.18

Calmar Ratio

PCAR:

-0.56

FTAI:

0.88

Martin Ratio

PCAR:

-1.43

FTAI:

2.13

Ulcer Index

PCAR:

10.89%

FTAI:

21.58%

Daily Std Dev

PCAR:

30.72%

FTAI:

76.54%

Max Drawdown

PCAR:

-66.16%

FTAI:

-72.79%

Current Drawdown

PCAR:

-23.16%

FTAI:

-39.90%

Fundamentals

Market Cap

PCAR:

$48.65B

FTAI:

$10.40B

EPS

PCAR:

$7.90

FTAI:

-$0.32

PEG Ratio

PCAR:

1.93

FTAI:

3.22

PS Ratio

PCAR:

1.45

FTAI:

5.99

PB Ratio

PCAR:

2.67

FTAI:

127.95

Total Revenue (TTM)

PCAR:

$24.92B

FTAI:

$1.41B

Gross Profit (TTM)

PCAR:

$4.44B

FTAI:

$582.66M

EBITDA (TTM)

PCAR:

$4.09B

FTAI:

$340.57M

Returns By Period

In the year-to-date period, PCAR achieves a -11.39% return, which is significantly higher than FTAI's -27.00% return.


PCAR

YTD

-11.39%

1M

-7.68%

6M

-10.23%

1Y

-15.08%

5Y*

19.71%

10Y*

11.75%

FTAI

YTD

-27.00%

1M

-8.04%

6M

-26.96%

1Y

44.79%

5Y*

72.13%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

PCAR vs. FTAI — Risk-Adjusted Performance Rank

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

PCAR
The Risk-Adjusted Performance Rank of PCAR is 1919
Overall Rank
The Sharpe Ratio Rank of PCAR is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of PCAR is 2323
Sortino Ratio Rank
The Omega Ratio Rank of PCAR is 2323
Omega Ratio Rank
The Calmar Ratio Rank of PCAR is 1616
Calmar Ratio Rank
The Martin Ratio Rank of PCAR is 1010
Martin Ratio Rank

FTAI
The Risk-Adjusted Performance Rank of FTAI is 7575
Overall Rank
The Sharpe Ratio Rank of FTAI is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of FTAI is 7272
Sortino Ratio Rank
The Omega Ratio Rank of FTAI is 7474
Omega Ratio Rank
The Calmar Ratio Rank of FTAI is 8383
Calmar Ratio Rank
The Martin Ratio Rank of FTAI is 7474
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.

PCAR vs. FTAI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PACCAR Inc (PCAR) and Fortress Transportation and Infrastructure Investors LLC (FTAI). 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 chart of Sharpe ratio for PCAR, currently valued at -0.51, compared to the broader market-2.00-1.000.001.002.003.00
PCAR: -0.51
FTAI: 0.60
The chart of Sortino ratio for PCAR, currently valued at -0.54, compared to the broader market-6.00-4.00-2.000.002.004.00
PCAR: -0.54
FTAI: 1.21
The chart of Omega ratio for PCAR, currently valued at 0.93, compared to the broader market0.501.001.502.00
PCAR: 0.93
FTAI: 1.18
The chart of Calmar ratio for PCAR, currently valued at -0.56, compared to the broader market0.001.002.003.004.005.00
PCAR: -0.56
FTAI: 0.88
The chart of Martin ratio for PCAR, currently valued at -1.43, compared to the broader market-5.000.005.0010.0015.0020.00
PCAR: -1.43
FTAI: 2.13

The current PCAR Sharpe Ratio is -0.51, which is lower than the FTAI Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of PCAR and FTAI, 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 Ratio0.002.004.006.008.00NovemberDecember2025FebruaryMarchApril
-0.51
0.60
PCAR
FTAI

Dividends

PCAR vs. FTAI - Dividend Comparison

PCAR's dividend yield for the trailing twelve months is around 4.60%, more than FTAI's 1.14% yield.


TTM20242023202220212020201920182017201620152014
PCAR
PACCAR Inc
4.60%4.01%4.34%4.23%3.22%2.29%4.53%5.41%3.08%2.44%4.89%2.73%
FTAI
Fortress Transportation and Infrastructure Investors LLC
1.14%0.83%2.59%6.97%4.56%5.63%6.76%9.21%6.62%9.93%4.26%0.00%

Drawdowns

PCAR vs. FTAI - Drawdown Comparison

The maximum PCAR drawdown since its inception was -66.16%, smaller than the maximum FTAI drawdown of -72.79%. Use the drawdown chart below to compare losses from any high point for PCAR and FTAI. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-23.16%
-39.90%
PCAR
FTAI

Volatility

PCAR vs. FTAI - Volatility Comparison

The current volatility for PACCAR Inc (PCAR) is 14.57%, while Fortress Transportation and Infrastructure Investors LLC (FTAI) has a volatility of 33.47%. This indicates that PCAR experiences smaller price fluctuations and is considered to be less risky than FTAI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%50.00%NovemberDecember2025FebruaryMarchApril
14.57%
33.47%
PCAR
FTAI

Financials

PCAR vs. FTAI - Financials Comparison

This section allows you to compare key financial metrics between PACCAR Inc and Fortress Transportation and Infrastructure Investors LLC. 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