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PH vs. AVAV
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

PH vs. AVAV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Parker-Hannifin Corporation (PH) and AeroVironment, Inc. (AVAV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PH achieves a 3.21% return, which is significantly higher than AVAV's -29.48% return. Over the past 10 years, PH has outperformed AVAV with an annualized return of 25.12%, while AVAV has yielded a comparatively lower 18.47% annualized return.


PH

1D
0.12%
1M
2.39%
YTD
3.21%
6M
2.52%
1Y
36.66%
3Y*
36.33%
5Y*
26.12%
10Y*
25.12%

AVAV

1D
-7.14%
1M
5.96%
YTD
-29.48%
6M
-28.63%
1Y
-10.28%
3Y*
20.96%
5Y*
8.68%
10Y*
18.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PH vs. AVAV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PH
Parker-Hannifin Corporation
3.21%39.54%39.58%60.81%-6.91%18.30%34.78%40.75%-24.00%44.91%
AVAV
AeroVironment, Inc.
-29.48%57.18%22.10%47.14%38.09%-28.62%40.75%-9.14%20.99%109.32%

Correlation

The correlation between PH and AVAV is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.17

Correlation (3Y)
Calculated over the trailing 3-year period

0.27

Correlation (5Y)
Calculated over the trailing 5-year period

0.31

Correlation (10Y)
Calculated over the trailing 10-year period

0.39

Correlation (All Time)
Calculated using the full available price history since Jan 23, 2007

0.39

Over the past year, the correlation between PH and AVAV has dropped to 0.17 - well below their long-term average of 0.39, suggesting their price drivers have been diverging.

Fundamentals

Market Cap

PH:

$115.65B

AVAV:

$8.32B

EPS

PH:

$27.11

AVAV:

-$4.63

PS Ratio

PH:

5.53

AVAV:

6.94

PB Ratio

PH:

7.43

AVAV:

1.95

Total Revenue (TTM)

PH:

$20.99B

AVAV:

$1.19B

Gross Profit (TTM)

PH:

$7.81B

AVAV:

$104.63M

EBITDA (TTM)

PH:

$5.31B

AVAV:

-$242.06M

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Return for Risk

PH vs. AVAV — Risk / Return Rank

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

PH
PH Risk / Return Rank: 7979
Overall Rank
PH Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
PH Sortino Ratio Rank: 8080
Sortino Ratio Rank
PH Omega Ratio Rank: 7777
Omega Ratio Rank
PH Calmar Ratio Rank: 7676
Calmar Ratio Rank
PH Martin Ratio Rank: 7979
Martin Ratio Rank

AVAV
AVAV Risk / Return Rank: 3838
Overall Rank
AVAV Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
AVAV Sortino Ratio Rank: 4040
Sortino Ratio Rank
AVAV Omega Ratio Rank: 3939
Omega Ratio Rank
AVAV Calmar Ratio Rank: 3737
Calmar Ratio Rank
AVAV Martin Ratio Rank: 3737
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PH vs. AVAV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Parker-Hannifin Corporation (PH) and AeroVironment, Inc. (AVAV). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PHAVAVDifference
Sharpe ratioReturn per unit of total volatility

+1.61

Sortino ratioReturn per unit of downside risk

+1.83

Omega ratioGain probability vs. loss probability

1.26

1.04

+0.22

Calmar ratioReturn relative to maximum drawdown

1.90

-0.17

+2.07

Martin ratioReturn relative to average drawdown

5.64

-0.30

+5.94

PH vs. AVAV - Sharpe Ratio Comparison

The current PH Sharpe Ratio is 1.47, which is higher than the AVAV Sharpe Ratio of -0.14. The chart below compares the historical Sharpe Ratios of PH and AVAV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PH vs. AVAV - Drawdown Comparison

The maximum PH drawdown since its inception was -66.92%, which is greater than AVAV's maximum drawdown of -61.45%. Use the drawdown chart below to compare losses from any high point for PH and AVAV.


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Drawdown Indicators


PHAVAVDifference

Max Drawdown

Largest peak-to-trough decline

-66.92%

-61.45%

-5.47%

Max Drawdown (1Y)

Largest decline over 1 year

-19.34%

-61.45%

+42.11%

Max Drawdown (3Y)

Largest decline over 3 years

-26.79%

-61.45%

+34.66%

Max Drawdown (5Y)

Largest decline over 5 years

-28.64%

-61.45%

+32.81%

Max Drawdown (10Y)

Largest decline over 10 years

-54.68%

-61.45%

+6.77%

Current Drawdown

Current decline from peak

-11.49%

-58.38%

+46.89%

Average Drawdown

Average peak-to-trough decline

-15.33%

-28.71%

+13.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.52%

34.44%

-27.92%

Volatility

PH vs. AVAV - Volatility Comparison

The current volatility for Parker-Hannifin Corporation (PH) is 7.58%, while AeroVironment, Inc. (AVAV) has a volatility of 26.86%. This indicates that PH experiences smaller price fluctuations and is considered to be less risky than AVAV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PHAVAVDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.58%

26.86%

-19.28%

Volatility (6M)

Calculated over the trailing 6-month period

18.96%

57.90%

-38.94%

Volatility (1Y)

Calculated over the trailing 1-year period

25.10%

74.35%

-49.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.68%

56.01%

-27.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.70%

52.05%

-20.35%

Dividends

PH vs. AVAV - Dividend Comparison

PH's dividend yield for the trailing twelve months is around 0.82%, while AVAV has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
AVAV
AeroVironment, 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%
PH
Parker-Hannifin Corporation
0.82%0.80%1.00%1.25%1.73%1.25%1.29%1.65%1.97%1.32%1.80%2.60%

Financials

PH vs. AVAV - Financials Comparison

This section allows you to compare key financial metrics between Parker-Hannifin Corporation and AeroVironment, 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


0.001.00B2.00B3.00B4.00B5.00B20222023202420252026
5.49B
-10.80M
(PH) Total Revenue
(AVAV) Total Revenue
Values in USD except per share items

Frequently Asked Questions


PH and AVAV have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AVAV has higher volatility (26.86%) compared to PH (7.58%). In terms of maximum drawdown, PH dropped -66.92% vs AVAV's -61.45%.

PH currently has the higher Sharpe Ratio (1.47 vs -0.14), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for PH and AVAV

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