PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
SHYF vs. CMCO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SHYF and CMCO is 0.30, 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.


-0.50.00.51.00.3

Performance

SHYF vs. CMCO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Shyft Group, Inc. (SHYF) and Columbus McKinnon Corporation (CMCO). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
1.69%
6.12%
SHYF
CMCO

Key characteristics

Sharpe Ratio

SHYF:

-0.13

CMCO:

-0.16

Sortino Ratio

SHYF:

0.21

CMCO:

-0.01

Omega Ratio

SHYF:

1.03

CMCO:

1.00

Calmar Ratio

SHYF:

-0.09

CMCO:

-0.12

Martin Ratio

SHYF:

-0.45

CMCO:

-0.28

Ulcer Index

SHYF:

16.29%

CMCO:

18.28%

Daily Std Dev

SHYF:

55.84%

CMCO:

31.96%

Max Drawdown

SHYF:

-94.35%

CMCO:

-95.20%

Current Drawdown

SHYF:

-77.80%

CMCO:

-30.67%

Fundamentals

Market Cap

SHYF:

$432.56M

CMCO:

$1.10B

EPS

SHYF:

-$0.10

CMCO:

$0.52

Total Revenue (TTM)

SHYF:

$787.08M

CMCO:

$1.00B

Gross Profit (TTM)

SHYF:

$142.17M

CMCO:

$337.10M

EBITDA (TTM)

SHYF:

$19.13M

CMCO:

$113.12M

Returns By Period

In the year-to-date period, SHYF achieves a -3.23% return, which is significantly higher than CMCO's -3.75% return. Over the past 10 years, SHYF has outperformed CMCO with an annualized return of 9.40%, while CMCO has yielded a comparatively lower 3.59% annualized return.


SHYF

YTD

-3.23%

1M

-15.53%

6M

-1.14%

1Y

-6.15%

5Y*

-8.21%

10Y*

9.40%

CMCO

YTD

-3.75%

1M

-3.24%

6M

6.12%

1Y

-5.11%

5Y*

-0.58%

10Y*

3.59%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

SHYF vs. CMCO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Shyft Group, Inc. (SHYF) and Columbus McKinnon Corporation (CMCO). 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 SHYF, currently valued at -0.11, compared to the broader market-4.00-2.000.002.00-0.11-0.16
The chart of Sortino ratio for SHYF, currently valued at 0.25, compared to the broader market-4.00-2.000.002.004.000.25-0.01
The chart of Omega ratio for SHYF, currently valued at 1.03, compared to the broader market0.501.001.502.001.031.00
The chart of Calmar ratio for SHYF, currently valued at -0.08, compared to the broader market0.002.004.006.00-0.08-0.12
The chart of Martin ratio for SHYF, currently valued at -0.38, compared to the broader market0.0010.0020.00-0.38-0.28
SHYF
CMCO

The current SHYF Sharpe Ratio is -0.13, which is comparable to the CMCO Sharpe Ratio of -0.16. The chart below compares the historical Sharpe Ratios of SHYF and CMCO, 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-1.00-0.500.000.50JulyAugustSeptemberOctoberNovemberDecember
-0.11
-0.16
SHYF
CMCO

Dividends

SHYF vs. CMCO - Dividend Comparison

SHYF's dividend yield for the trailing twelve months is around 1.72%, more than CMCO's 0.75% yield.


TTM20232022202120202019201820172016201520142013
SHYF
The Shyft Group, Inc.
1.72%1.64%0.80%0.20%0.35%0.55%1.38%0.63%1.08%3.22%1.90%1.49%
CMCO
Columbus McKinnon Corporation
0.75%0.72%0.83%0.52%0.62%0.57%0.63%0.40%0.59%0.85%0.43%0.00%

Drawdowns

SHYF vs. CMCO - Drawdown Comparison

The maximum SHYF drawdown since its inception was -94.35%, roughly equal to the maximum CMCO drawdown of -95.20%. Use the drawdown chart below to compare losses from any high point for SHYF and CMCO. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-77.80%
-30.67%
SHYF
CMCO

Volatility

SHYF vs. CMCO - Volatility Comparison

The Shyft Group, Inc. (SHYF) has a higher volatility of 18.56% compared to Columbus McKinnon Corporation (CMCO) at 7.87%. This indicates that SHYF's price experiences larger fluctuations and is considered to be riskier than CMCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
18.56%
7.87%
SHYF
CMCO

Financials

SHYF vs. CMCO - Financials Comparison

This section allows you to compare key financial metrics between The Shyft Group, Inc. and Columbus McKinnon Corporation. 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab