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

Performance

PCAR vs. PLUG - Performance Comparison

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

-50.00%-40.00%-30.00%-20.00%-10.00%0.00%10.00%JuneJulyAugustSeptemberOctoberNovember
7.17%
-39.50%
PCAR
PLUG

Returns By Period

In the year-to-date period, PCAR achieves a 16.32% return, which is significantly higher than PLUG's -57.11% return. Over the past 10 years, PCAR has outperformed PLUG with an annualized return of 13.87%, while PLUG has yielded a comparatively lower -6.88% annualized return.


PCAR

YTD

16.32%

1M

2.30%

6M

7.17%

1Y

28.53%

5Y (annualized)

20.85%

10Y (annualized)

13.87%

PLUG

YTD

-57.11%

1M

-13.84%

6M

-39.69%

1Y

-51.75%

5Y (annualized)

-11.16%

10Y (annualized)

-6.88%

Fundamentals


PCARPLUG
Market Cap$61.23B$1.75B
EPS$8.94-$2.27
PEG Ratio1.18-0.27
Total Revenue (TTM)$34.83B$485.78M
Gross Profit (TTM)$6.74B-$512.62M
EBITDA (TTM)$6.28B-$809.28M

Key characteristics


PCARPLUG
Sharpe Ratio1.16-0.55
Sortino Ratio1.59-0.48
Omega Ratio1.240.95
Calmar Ratio1.11-0.54
Martin Ratio2.18-1.28
Ulcer Index13.40%41.96%
Daily Std Dev25.28%98.28%
Max Drawdown-66.16%-99.99%
Current Drawdown-8.97%-99.87%

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Correlation

-0.50.00.51.00.3

The correlation between PCAR and PLUG is 0.26, 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.

Risk-Adjusted Performance

PCAR vs. PLUG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PACCAR Inc (PCAR) and Plug Power Inc. (PLUG). 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 1.16, compared to the broader market-4.00-2.000.002.004.001.16-0.55
The chart of Sortino ratio for PCAR, currently valued at 1.59, compared to the broader market-4.00-2.000.002.004.001.59-0.48
The chart of Omega ratio for PCAR, currently valued at 1.24, compared to the broader market0.501.001.502.001.240.95
The chart of Calmar ratio for PCAR, currently valued at 1.11, compared to the broader market0.002.004.006.001.11-0.54
The chart of Martin ratio for PCAR, currently valued at 2.18, compared to the broader market0.0010.0020.0030.002.18-1.28
PCAR
PLUG

The current PCAR Sharpe Ratio is 1.16, which is higher than the PLUG Sharpe Ratio of -0.55. The chart below compares the historical Sharpe Ratios of PCAR and PLUG, 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 Ratio-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
1.16
-0.55
PCAR
PLUG

Dividends

PCAR vs. PLUG - Dividend Comparison

PCAR's dividend yield for the trailing twelve months is around 3.89%, while PLUG has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
PCAR
PACCAR Inc
3.89%4.34%4.23%3.22%2.29%4.53%5.41%3.08%2.44%4.89%2.73%2.87%
PLUG
Plug Power Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PCAR vs. PLUG - Drawdown Comparison

The maximum PCAR drawdown since its inception was -66.16%, smaller than the maximum PLUG drawdown of -99.99%. Use the drawdown chart below to compare losses from any high point for PCAR and PLUG. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-8.97%
-99.87%
PCAR
PLUG

Volatility

PCAR vs. PLUG - Volatility Comparison

The current volatility for PACCAR Inc (PCAR) is 10.85%, while Plug Power Inc. (PLUG) has a volatility of 36.47%. This indicates that PCAR experiences smaller price fluctuations and is considered to be less risky than PLUG 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%JuneJulyAugustSeptemberOctoberNovember
10.85%
36.47%
PCAR
PLUG

Financials

PCAR vs. PLUG - Financials Comparison

This section allows you to compare key financial metrics between PACCAR Inc and Plug Power 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