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SIF vs. NPK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SIF and NPK is 0.08, 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.


-0.50.00.51.00.1

Performance

SIF vs. NPK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SIFCO Industries, Inc. (SIF) and National Presto Industries, Inc. (NPK). The values are adjusted to include any dividend payments, if applicable.

0.00%500.00%1,000.00%1,500.00%2,000.00%JulyAugustSeptemberOctoberNovemberDecember
49.83%
2,268.88%
SIF
NPK

Key characteristics

Sharpe Ratio

SIF:

-0.11

NPK:

0.83

Sortino Ratio

SIF:

0.24

NPK:

1.28

Omega Ratio

SIF:

1.03

NPK:

1.16

Calmar Ratio

SIF:

-0.07

NPK:

0.46

Martin Ratio

SIF:

-0.23

NPK:

1.86

Ulcer Index

SIF:

28.77%

NPK:

10.19%

Daily Std Dev

SIF:

57.27%

NPK:

22.93%

Max Drawdown

SIF:

-94.46%

NPK:

-50.88%

Current Drawdown

SIF:

-88.77%

NPK:

-21.03%

Fundamentals

Market Cap

SIF:

$22.93M

NPK:

$660.33M

EPS

SIF:

-$1.35

NPK:

$4.76

PEG Ratio

SIF:

0.00

NPK:

0.00

Total Revenue (TTM)

SIF:

$76.85M

NPK:

$351.95M

Gross Profit (TTM)

SIF:

$7.92M

NPK:

$65.29M

EBITDA (TTM)

SIF:

$2.25M

NPK:

$39.70M

Returns By Period

In the year-to-date period, SIF achieves a -11.89% return, which is significantly lower than NPK's 17.89% return. Over the past 10 years, SIF has underperformed NPK with an annualized return of -19.12%, while NPK has yielded a comparatively higher 8.91% annualized return.


SIF

YTD

-11.89%

1M

3.09%

6M

37.93%

1Y

-8.05%

5Y*

1.09%

10Y*

-19.12%

NPK

YTD

17.89%

1M

23.69%

6M

27.21%

1Y

17.87%

5Y*

4.24%

10Y*

8.91%

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Risk-Adjusted Performance

SIF vs. NPK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SIFCO Industries, Inc. (SIF) and National Presto Industries, Inc. (NPK). 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 SIF, currently valued at -0.17, compared to the broader market-4.00-2.000.002.00-0.170.83
The chart of Sortino ratio for SIF, currently valued at 0.15, compared to the broader market-4.00-2.000.002.004.000.151.28
The chart of Omega ratio for SIF, currently valued at 1.02, compared to the broader market0.501.001.502.001.021.16
The chart of Calmar ratio for SIF, currently valued at -0.11, compared to the broader market0.002.004.006.00-0.110.46
The chart of Martin ratio for SIF, currently valued at -0.34, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.341.86
SIF
NPK

The current SIF Sharpe Ratio is -0.11, which is lower than the NPK Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of SIF and NPK, 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-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.17
0.83
SIF
NPK

Dividends

SIF vs. NPK - Dividend Comparison

SIF has not paid dividends to shareholders, while NPK's dividend yield for the trailing twelve months is around 1.07%.


TTM20232022202120202019201820172016201520142013
SIF
SIFCO Industries, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.69%0.71%
NPK
National Presto Industries, Inc.
1.07%3.74%5.11%6.40%1.13%5.66%5.13%5.53%4.75%4.89%8.70%0.00%

Drawdowns

SIF vs. NPK - Drawdown Comparison

The maximum SIF drawdown since its inception was -94.46%, which is greater than NPK's maximum drawdown of -50.88%. Use the drawdown chart below to compare losses from any high point for SIF and NPK. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-88.77%
-21.03%
SIF
NPK

Volatility

SIF vs. NPK - Volatility Comparison

SIFCO Industries, Inc. (SIF) has a higher volatility of 13.98% compared to National Presto Industries, Inc. (NPK) at 7.17%. This indicates that SIF's price experiences larger fluctuations and is considered to be riskier than NPK 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
13.98%
7.17%
SIF
NPK

Financials

SIF vs. NPK - Financials Comparison

This section allows you to compare key financial metrics between SIFCO Industries, Inc. and National Presto Industries, 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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