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PH vs. MOAT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PH vs. MOAT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Parker-Hannifin Corporation (PH) and VanEck Morningstar Wide Moat ETF (MOAT). 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 MOAT's -0.66% return. Over the past 10 years, PH has outperformed MOAT with an annualized return of 25.12%, while MOAT has yielded a comparatively lower 13.47% annualized return.


PH

1D
0.12%
1M
4.72%
YTD
3.21%
6M
2.52%
1Y
39.33%
3Y*
36.33%
5Y*
26.12%
10Y*
25.12%

MOAT

1D
0.41%
1M
3.19%
YTD
-0.66%
6M
-1.22%
1Y
14.57%
3Y*
10.55%
5Y*
7.78%
10Y*
13.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PH vs. MOAT - 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%
MOAT
VanEck Morningstar Wide Moat ETF
-0.66%13.20%10.73%31.89%-13.66%24.12%14.84%34.79%-1.28%23.18%

Correlation

The correlation between PH and MOAT is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.51

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

0.60

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

0.65

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

0.67

Correlation (All Time)
Calculated using the full available price history since Apr 25, 2012

0.67

The correlation between PH and MOAT shifts across timeframes, from 0.51 (1 year) to 0.67 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

PH vs. MOAT — 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

MOAT
MOAT Risk / Return Rank: 2626
Overall Rank
MOAT Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
MOAT Sortino Ratio Rank: 2828
Sortino Ratio Rank
MOAT Omega Ratio Rank: 2626
Omega Ratio Rank
MOAT Calmar Ratio Rank: 2424
Calmar Ratio Rank
MOAT Martin Ratio Rank: 2626
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. MOAT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Parker-Hannifin Corporation (PH) and VanEck Morningstar Wide Moat ETF (MOAT). 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.


PHMOATDifference
Sharpe ratioReturn per unit of total volatility

+0.56

Sortino ratioReturn per unit of downside risk

+0.78

Omega ratioGain probability vs. loss probability

1.26

1.16

+0.11

Calmar ratioReturn relative to maximum drawdown

1.90

1.02

+0.89

Martin ratioReturn relative to average drawdown

5.64

3.11

+2.53

PH vs. MOAT - Sharpe Ratio Comparison

The current PH Sharpe Ratio is 1.47, which is higher than the MOAT Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of PH and MOAT, 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. MOAT - Drawdown Comparison

The maximum PH drawdown since its inception was -66.92%, which is greater than MOAT's maximum drawdown of -33.31%. Use the drawdown chart below to compare losses from any high point for PH and MOAT.


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Drawdown Indicators


PHMOATDifference

Max Drawdown

Largest peak-to-trough decline

-66.92%

-33.31%

-33.61%

Max Drawdown (1Y)

Largest decline over 1 year

-19.34%

-12.43%

-6.91%

Max Drawdown (3Y)

Largest decline over 3 years

-26.79%

-21.44%

-5.35%

Max Drawdown (5Y)

Largest decline over 5 years

-28.64%

-23.96%

-4.68%

Max Drawdown (10Y)

Largest decline over 10 years

-54.68%

-33.31%

-21.37%

Current Drawdown

Current decline from peak

-11.49%

-4.45%

-7.04%

Average Drawdown

Average peak-to-trough decline

-15.33%

-3.83%

-11.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.52%

4.06%

+2.46%

Volatility

PH vs. MOAT - Volatility Comparison

Parker-Hannifin Corporation (PH) has a higher volatility of 7.58% compared to VanEck Morningstar Wide Moat ETF (MOAT) at 4.13%. This indicates that PH's price experiences larger fluctuations and is considered to be riskier than MOAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PHMOATDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.58%

4.13%

+3.45%

Volatility (6M)

Calculated over the trailing 6-month period

18.96%

9.90%

+9.06%

Volatility (1Y)

Calculated over the trailing 1-year period

25.10%

13.93%

+11.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.68%

18.20%

+10.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.70%

18.68%

+13.02%

Dividends

PH vs. MOAT - Dividend Comparison

PH's dividend yield for the trailing twelve months is around 0.82%, less than MOAT's 1.36% yield.


PositionTTM20252024202320222021202020192018201720162015
MOAT
VanEck Morningstar Wide Moat ETF
1.36%1.36%1.37%0.86%1.25%1.08%1.46%1.31%1.79%1.07%1.17%2.13%
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%

Frequently Asked Questions


PH and MOAT have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PH has higher volatility (7.58%) compared to MOAT (4.13%). In terms of maximum drawdown, PH dropped -66.92% vs MOAT's -33.31%.

PH currently has the higher Sharpe Ratio (1.47 vs 0.91), 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.

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