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RS vs. SLGN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between RS and SLGN is 0.35, 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.


-0.50.00.51.00.4

Performance

RS vs. SLGN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Reliance Steel & Aluminum Co. (RS) and Silgan Holdings Inc. (SLGN). The values are adjusted to include any dividend payments, if applicable.

2,000.00%3,000.00%4,000.00%5,000.00%6,000.00%7,000.00%JulyAugustSeptemberOctoberNovemberDecember
5,831.82%
2,008.79%
RS
SLGN

Key characteristics

Sharpe Ratio

RS:

-0.01

SLGN:

0.92

Sortino Ratio

RS:

0.22

SLGN:

1.41

Omega Ratio

RS:

1.03

SLGN:

1.17

Calmar Ratio

RS:

-0.02

SLGN:

0.81

Martin Ratio

RS:

-0.03

SLGN:

3.54

Ulcer Index

RS:

11.66%

SLGN:

5.31%

Daily Std Dev

RS:

29.16%

SLGN:

20.49%

Max Drawdown

RS:

-83.80%

SLGN:

-86.14%

Current Drawdown

RS:

-20.01%

SLGN:

-9.00%

Fundamentals

Market Cap

RS:

$15.16B

SLGN:

$5.72B

EPS

RS:

$18.28

SLGN:

$2.76

PE Ratio

RS:

15.32

SLGN:

19.39

PEG Ratio

RS:

1.20

SLGN:

1.19

Total Revenue (TTM)

RS:

$14.05B

SLGN:

$5.78B

Gross Profit (TTM)

RS:

$4.05B

SLGN:

$991.28M

EBITDA (TTM)

RS:

$1.60B

SLGN:

$821.05M

Returns By Period

In the year-to-date period, RS achieves a -2.41% return, which is significantly lower than SLGN's 17.10% return. Over the past 10 years, RS has outperformed SLGN with an annualized return of 18.57%, while SLGN has yielded a comparatively lower 7.89% annualized return.


RS

YTD

-2.41%

1M

-13.90%

6M

-3.86%

1Y

-2.18%

5Y*

19.41%

10Y*

18.57%

SLGN

YTD

17.10%

1M

-5.84%

6M

18.73%

1Y

16.56%

5Y*

12.54%

10Y*

7.89%

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Risk-Adjusted Performance

RS vs. SLGN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Reliance Steel & Aluminum Co. (RS) and Silgan Holdings Inc. (SLGN). 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 RS, currently valued at -0.01, compared to the broader market-4.00-2.000.002.00-0.010.92
The chart of Sortino ratio for RS, currently valued at 0.22, compared to the broader market-4.00-2.000.002.004.000.221.41
The chart of Omega ratio for RS, currently valued at 1.03, compared to the broader market0.501.001.502.001.031.17
The chart of Calmar ratio for RS, currently valued at -0.02, compared to the broader market0.002.004.006.00-0.020.81
The chart of Martin ratio for RS, currently valued at -0.03, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.033.54
RS
SLGN

The current RS Sharpe Ratio is -0.01, which is lower than the SLGN Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of RS and SLGN, 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-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
-0.01
0.92
RS
SLGN

Dividends

RS vs. SLGN - Dividend Comparison

RS's dividend yield for the trailing twelve months is around 1.64%, more than SLGN's 1.46% yield.


TTM20232022202120202019201820172016201520142013
RS
Reliance Steel & Aluminum Co.
1.64%1.43%1.73%1.70%2.09%1.84%2.81%2.10%2.07%2.76%2.28%2.06%
SLGN
Silgan Holdings Inc.
1.46%1.59%1.23%1.31%1.29%1.42%1.69%0.92%0.00%0.00%0.00%0.00%

Drawdowns

RS vs. SLGN - Drawdown Comparison

The maximum RS drawdown since its inception was -83.80%, roughly equal to the maximum SLGN drawdown of -86.14%. Use the drawdown chart below to compare losses from any high point for RS and SLGN. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-20.01%
-9.00%
RS
SLGN

Volatility

RS vs. SLGN - Volatility Comparison

Reliance Steel & Aluminum Co. (RS) has a higher volatility of 7.13% compared to Silgan Holdings Inc. (SLGN) at 4.88%. This indicates that RS's price experiences larger fluctuations and is considered to be riskier than SLGN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
7.13%
4.88%
RS
SLGN

Financials

RS vs. SLGN - Financials Comparison

This section allows you to compare key financial metrics between Reliance Steel & Aluminum Co. and Silgan Holdings 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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