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SHYF vs. CMCO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SHYF and CMCO is 0.43, 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.


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.

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Key characteristics

Sharpe Ratio

SHYF:

-0.25

CMCO:

-1.05

Sortino Ratio

SHYF:

0.16

CMCO:

-1.58

Omega Ratio

SHYF:

1.02

CMCO:

0.73

Calmar Ratio

SHYF:

-0.16

CMCO:

-0.86

Martin Ratio

SHYF:

-0.45

CMCO:

-1.92

Ulcer Index

SHYF:

30.40%

CMCO:

34.27%

Daily Std Dev

SHYF:

66.49%

CMCO:

61.74%

Max Drawdown

SHYF:

-94.35%

CMCO:

-95.20%

Current Drawdown

SHYF:

-79.96%

CMCO:

-74.16%

Fundamentals

Market Cap

SHYF:

$367.56M

CMCO:

$395.12M

EPS

SHYF:

$0.02

CMCO:

-$0.18

PS Ratio

SHYF:

0.46

CMCO:

0.41

PB Ratio

SHYF:

1.47

CMCO:

0.45

Total Revenue (TTM)

SHYF:

$792.89M

CMCO:

$716.14M

Gross Profit (TTM)

SHYF:

$163.43M

CMCO:

$238.47M

EBITDA (TTM)

SHYF:

$31.34M

CMCO:

$64.45M

Returns By Period

In the year-to-date period, SHYF achieves a -10.52% return, which is significantly higher than CMCO's -62.69% return. Over the past 10 years, SHYF has outperformed CMCO with an annualized return of 9.21%, while CMCO has yielded a comparatively lower -4.75% annualized return.


SHYF

YTD

-10.52%

1M

14.13%

6M

-21.49%

1Y

-16.48%

3Y*

-22.61%

5Y*

-8.19%

10Y*

9.21%

CMCO

YTD

-62.69%

1M

-12.44%

6M

-64.47%

1Y

-64.33%

3Y*

-25.93%

5Y*

-15.18%

10Y*

-4.75%

*Annualized

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The Shyft Group, Inc.

Columbus McKinnon Corporation

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

SHYF vs. CMCO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SHYF
The Risk-Adjusted Performance Rank of SHYF is 4040
Overall Rank
The Sharpe Ratio Rank of SHYF is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of SHYF is 4141
Sortino Ratio Rank
The Omega Ratio Rank of SHYF is 4040
Omega Ratio Rank
The Calmar Ratio Rank of SHYF is 4040
Calmar Ratio Rank
The Martin Ratio Rank of SHYF is 4141
Martin Ratio Rank

CMCO
The Risk-Adjusted Performance Rank of CMCO is 33
Overall Rank
The Sharpe Ratio Rank of CMCO is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of CMCO is 44
Sortino Ratio Rank
The Omega Ratio Rank of CMCO is 22
Omega Ratio Rank
The Calmar Ratio Rank of CMCO is 33
Calmar Ratio Rank
The Martin Ratio Rank of CMCO is 11
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current SHYF Sharpe Ratio is -0.25, which is higher than the CMCO Sharpe Ratio of -1.05. 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

SHYF vs. CMCO - Dividend Comparison

SHYF's dividend yield for the trailing twelve months is around 1.92%, less than CMCO's 2.03% yield.


TTM20242023202220212020201920182017201620152014
SHYF
The Shyft Group, Inc.
1.92%1.70%1.64%0.80%0.20%0.35%0.55%1.38%0.63%1.08%3.22%1.90%
CMCO
Columbus McKinnon Corporation
2.03%0.75%0.72%0.83%0.52%0.62%0.57%0.63%0.40%0.59%0.85%0.43%

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.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

SHYF vs. CMCO - Volatility Comparison

The current volatility for The Shyft Group, Inc. (SHYF) is 13.18%, while Columbus McKinnon Corporation (CMCO) has a volatility of 23.00%. This indicates that SHYF experiences smaller price fluctuations and is considered to be less risky than CMCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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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


150.00M200.00M250.00M300.00M20212022202320242025
204.60M
234.14M
(SHYF) Total Revenue
(CMCO) Total Revenue
Values in USD except per share items