PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
PCAR vs. OTIS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between PCAR and OTIS 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

PCAR vs. OTIS - Performance Comparison

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

-15.00%-10.00%-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
1.10%
-2.06%
PCAR
OTIS

Key characteristics

Sharpe Ratio

PCAR:

0.53

OTIS:

0.36

Sortino Ratio

PCAR:

0.87

OTIS:

0.58

Omega Ratio

PCAR:

1.12

OTIS:

1.08

Calmar Ratio

PCAR:

0.53

OTIS:

0.59

Martin Ratio

PCAR:

1.02

OTIS:

1.46

Ulcer Index

PCAR:

13.58%

OTIS:

4.47%

Daily Std Dev

PCAR:

25.86%

OTIS:

18.40%

Max Drawdown

PCAR:

-66.16%

OTIS:

-29.99%

Current Drawdown

PCAR:

-12.65%

OTIS:

-11.12%

Fundamentals

Market Cap

PCAR:

$58.54B

OTIS:

$38.48B

EPS

PCAR:

$8.94

OTIS:

$4.03

PE Ratio

PCAR:

12.49

OTIS:

23.91

PEG Ratio

PCAR:

1.18

OTIS:

2.55

Total Revenue (TTM)

PCAR:

$34.83B

OTIS:

$14.21B

Gross Profit (TTM)

PCAR:

$6.74B

OTIS:

$4.26B

EBITDA (TTM)

PCAR:

$6.26B

OTIS:

$2.20B

Returns By Period

In the year-to-date period, PCAR achieves a 11.61% return, which is significantly higher than OTIS's 6.57% return.


PCAR

YTD

11.61%

1M

-3.66%

6M

0.65%

1Y

12.64%

5Y*

18.77%

10Y*

12.84%

OTIS

YTD

6.57%

1M

-6.87%

6M

-1.95%

1Y

6.16%

5Y*

N/A

10Y*

N/A

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

PCAR vs. OTIS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PACCAR Inc (PCAR) and Otis Worldwide Corporation (OTIS). 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 PCAR, currently valued at 0.53, compared to the broader market-4.00-2.000.002.000.530.36
The chart of Sortino ratio for PCAR, currently valued at 0.87, compared to the broader market-4.00-2.000.002.004.000.870.58
The chart of Omega ratio for PCAR, currently valued at 1.12, compared to the broader market0.501.001.502.001.121.08
The chart of Calmar ratio for PCAR, currently valued at 0.53, compared to the broader market0.002.004.006.000.530.59
The chart of Martin ratio for PCAR, currently valued at 1.02, compared to the broader market0.0010.0020.001.021.46
PCAR
OTIS

The current PCAR Sharpe Ratio is 0.53, which is higher than the OTIS Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of PCAR and OTIS, 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
0.53
0.36
PCAR
OTIS

Dividends

PCAR vs. OTIS - Dividend Comparison

PCAR's dividend yield for the trailing twelve months is around 1.09%, less than OTIS's 1.61% yield.


TTM20232022202120202019201820172016201520142013
PCAR
PACCAR Inc
1.09%4.34%4.23%3.22%2.29%4.53%5.41%3.08%2.44%4.89%2.73%2.87%
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%

Drawdowns

PCAR vs. OTIS - Drawdown Comparison

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


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-12.65%
-11.12%
PCAR
OTIS

Volatility

PCAR vs. OTIS - Volatility Comparison

PACCAR Inc (PCAR) has a higher volatility of 6.87% compared to Otis Worldwide Corporation (OTIS) at 4.78%. This indicates that PCAR's price experiences larger fluctuations and is considered to be riskier than OTIS 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
6.87%
4.78%
PCAR
OTIS

Financials

PCAR vs. OTIS - Financials Comparison

This section allows you to compare key financial metrics between PACCAR Inc and Otis Worldwide 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab