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POOL vs. PNR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

POOL vs. PNR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pool Corporation (POOL) and Pentair plc (PNR). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
1.81%
29.90%
POOL
PNR

Returns By Period

In the year-to-date period, POOL achieves a -6.90% return, which is significantly lower than PNR's 48.75% return. Over the past 10 years, POOL has outperformed PNR with an annualized return of 21.38%, while PNR has yielded a comparatively lower 10.68% annualized return.


POOL

YTD

-6.90%

1M

4.86%

6M

1.81%

1Y

4.19%

5Y (annualized)

13.22%

10Y (annualized)

21.38%

PNR

YTD

48.75%

1M

9.11%

6M

29.90%

1Y

72.44%

5Y (annualized)

21.40%

10Y (annualized)

10.68%

Fundamentals


POOLPNR
Market Cap$13.74B$17.21B
EPS$11.64$4.00
PE Ratio31.0126.04
PEG Ratio1.811.90
Total Revenue (TTM)$5.33B$4.09B
Gross Profit (TTM)$1.58B$1.60B
EBITDA (TTM)$679.62M$939.50M

Key characteristics


POOLPNR
Sharpe Ratio0.142.86
Sortino Ratio0.443.63
Omega Ratio1.051.48
Calmar Ratio0.093.92
Martin Ratio0.3316.80
Ulcer Index12.66%4.31%
Daily Std Dev30.73%25.37%
Max Drawdown-75.71%-58.95%
Current Drawdown-34.30%0.00%

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Correlation

-0.50.00.51.00.4

The correlation between POOL and PNR is 0.38, 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

POOL vs. PNR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Pool Corporation (POOL) and Pentair plc (PNR). 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 POOL, currently valued at 0.14, compared to the broader market-4.00-2.000.002.004.000.142.86
The chart of Sortino ratio for POOL, currently valued at 0.44, compared to the broader market-4.00-2.000.002.004.000.443.63
The chart of Omega ratio for POOL, currently valued at 1.05, compared to the broader market0.501.001.502.001.051.48
The chart of Calmar ratio for POOL, currently valued at 0.09, compared to the broader market0.002.004.006.000.093.92
The chart of Martin ratio for POOL, currently valued at 0.33, compared to the broader market0.0010.0020.0030.000.3316.80
POOL
PNR

The current POOL Sharpe Ratio is 0.14, which is lower than the PNR Sharpe Ratio of 2.86. The chart below compares the historical Sharpe Ratios of POOL and PNR, 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
0.14
2.86
POOL
PNR

Dividends

POOL vs. PNR - Dividend Comparison

POOL's dividend yield for the trailing twelve months is around 1.28%, more than PNR's 0.86% yield.


TTM20232022202120202019201820172016201520142013
POOL
Pool Corporation
1.28%1.08%1.26%0.53%0.61%0.99%1.16%1.10%1.14%1.24%1.34%1.26%
PNR
Pentair plc
0.86%1.21%1.87%1.10%1.43%1.57%2.17%1.95%2.39%2.58%1.66%1.24%

Drawdowns

POOL vs. PNR - Drawdown Comparison

The maximum POOL drawdown since its inception was -75.71%, which is greater than PNR's maximum drawdown of -58.95%. Use the drawdown chart below to compare losses from any high point for POOL and PNR. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-34.30%
0
POOL
PNR

Volatility

POOL vs. PNR - Volatility Comparison

Pool Corporation (POOL) has a higher volatility of 7.63% compared to Pentair plc (PNR) at 4.85%. This indicates that POOL's price experiences larger fluctuations and is considered to be riskier than PNR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%JuneJulyAugustSeptemberOctoberNovember
7.63%
4.85%
POOL
PNR

Financials

POOL vs. PNR - Financials Comparison

This section allows you to compare key financial metrics between Pool Corporation and Pentair plc. 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