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PSN vs. BWXT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between PSN and BWXT is 0.44, 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.


-0.50.00.51.00.4

Performance

PSN vs. BWXT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Parsons Corporation (PSN) and BWX Technologies, Inc. (BWXT). The values are adjusted to include any dividend payments, if applicable.

100.00%150.00%200.00%250.00%JulyAugustSeptemberOctoberNovemberDecember
218.19%
143.45%
PSN
BWXT

Key characteristics

Sharpe Ratio

PSN:

1.74

BWXT:

1.71

Sortino Ratio

PSN:

2.86

BWXT:

2.33

Omega Ratio

PSN:

1.42

BWXT:

1.35

Calmar Ratio

PSN:

3.22

BWXT:

2.88

Martin Ratio

PSN:

8.34

BWXT:

6.59

Ulcer Index

PSN:

6.45%

BWXT:

7.61%

Daily Std Dev

PSN:

30.84%

BWXT:

29.30%

Max Drawdown

PSN:

-43.79%

BWXT:

-47.88%

Current Drawdown

PSN:

-15.56%

BWXT:

-15.01%

Fundamentals

Market Cap

PSN:

$10.23B

BWXT:

$11.14B

EPS

PSN:

$0.70

BWXT:

$3.02

PE Ratio

PSN:

137.61

BWXT:

40.35

Total Revenue (TTM)

PSN:

$6.51B

BWXT:

$2.68B

Gross Profit (TTM)

PSN:

$1.40B

BWXT:

$669.49M

EBITDA (TTM)

PSN:

$308.99M

BWXT:

$469.64M

Returns By Period

In the year-to-date period, PSN achieves a 52.58% return, which is significantly higher than BWXT's 49.01% return.


PSN

YTD

52.58%

1M

0.40%

6M

22.53%

1Y

52.14%

5Y*

18.57%

10Y*

N/A

BWXT

YTD

49.01%

1M

-12.70%

6M

22.32%

1Y

49.07%

5Y*

13.75%

10Y*

19.38%

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Risk-Adjusted Performance

PSN vs. BWXT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Parsons Corporation (PSN) and BWX Technologies, Inc. (BWXT). 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 PSN, currently valued at 1.74, compared to the broader market-4.00-2.000.002.001.741.71
The chart of Sortino ratio for PSN, currently valued at 2.86, compared to the broader market-4.00-2.000.002.004.002.862.33
The chart of Omega ratio for PSN, currently valued at 1.42, compared to the broader market0.501.001.502.001.421.35
The chart of Calmar ratio for PSN, currently valued at 3.22, compared to the broader market0.002.004.006.003.222.88
The chart of Martin ratio for PSN, currently valued at 8.34, compared to the broader market-5.000.005.0010.0015.0020.0025.008.346.59
PSN
BWXT

The current PSN Sharpe Ratio is 1.74, which is comparable to the BWXT Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of PSN and BWXT, 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 Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.74
1.71
PSN
BWXT

Dividends

PSN vs. BWXT - Dividend Comparison

PSN has not paid dividends to shareholders, while BWXT's dividend yield for the trailing twelve months is around 0.85%.


TTM20232022202120202019201820172016201520142013
PSN
Parsons Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BWXT
BWX Technologies, Inc.
0.85%1.20%1.52%1.75%1.26%1.10%1.67%0.69%0.91%0.83%1.32%0.99%

Drawdowns

PSN vs. BWXT - Drawdown Comparison

The maximum PSN drawdown since its inception was -43.79%, smaller than the maximum BWXT drawdown of -47.88%. Use the drawdown chart below to compare losses from any high point for PSN and BWXT. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-15.56%
-15.01%
PSN
BWXT

Volatility

PSN vs. BWXT - Volatility Comparison

Parsons Corporation (PSN) has a higher volatility of 7.94% compared to BWX Technologies, Inc. (BWXT) at 7.43%. This indicates that PSN's price experiences larger fluctuations and is considered to be riskier than BWXT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
7.94%
7.43%
PSN
BWXT

Financials

PSN vs. BWXT - Financials Comparison

This section allows you to compare key financial metrics between Parsons Corporation and BWX Technologies, 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
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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.

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