PortfoliosLab logo
SPR vs. BWXT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SPR and BWXT is 0.51, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

SPR vs. BWXT - Performance Comparison

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

0.00%200.00%400.00%600.00%800.00%NovemberDecember2025FebruaryMarchApril
69.09%
664.47%
SPR
BWXT

Key characteristics

Sharpe Ratio

SPR:

0.29

BWXT:

0.49

Sortino Ratio

SPR:

0.61

BWXT:

0.85

Omega Ratio

SPR:

1.08

BWXT:

1.13

Calmar Ratio

SPR:

0.12

BWXT:

0.53

Martin Ratio

SPR:

1.08

BWXT:

1.35

Ulcer Index

SPR:

7.98%

BWXT:

12.90%

Daily Std Dev

SPR:

29.53%

BWXT:

35.71%

Max Drawdown

SPR:

-85.37%

BWXT:

-47.88%

Current Drawdown

SPR:

-65.60%

BWXT:

-18.03%

Fundamentals

Market Cap

SPR:

$4.08B

BWXT:

$9.86B

EPS

SPR:

-$18.32

BWXT:

$3.16

PEG Ratio

SPR:

1.30

BWXT:

2.31

PS Ratio

SPR:

0.65

BWXT:

3.65

PB Ratio

SPR:

10.93

BWXT:

9.13

Total Revenue (TTM)

SPR:

$6.32B

BWXT:

$2.10B

Gross Profit (TTM)

SPR:

-$1.37B

BWXT:

$506.66M

EBITDA (TTM)

SPR:

-$1.04B

BWXT:

$343.11M

Returns By Period

In the year-to-date period, SPR achieves a 2.38% return, which is significantly higher than BWXT's -1.92% return. Over the past 10 years, SPR has underperformed BWXT with an annualized return of -3.69%, while BWXT has yielded a comparatively higher 18.07% annualized return.


SPR

YTD

2.38%

1M

-1.27%

6M

10.97%

1Y

9.68%

5Y*

14.14%

10Y*

-3.69%

BWXT

YTD

-1.92%

1M

6.48%

6M

-11.03%

1Y

16.19%

5Y*

17.67%

10Y*

18.07%

*Annualized

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

SPR vs. BWXT — Risk-Adjusted Performance Rank

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

SPR
The Risk-Adjusted Performance Rank of SPR is 6060
Overall Rank
The Sharpe Ratio Rank of SPR is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of SPR is 5656
Sortino Ratio Rank
The Omega Ratio Rank of SPR is 5656
Omega Ratio Rank
The Calmar Ratio Rank of SPR is 5858
Calmar Ratio Rank
The Martin Ratio Rank of SPR is 6565
Martin Ratio Rank

BWXT
The Risk-Adjusted Performance Rank of BWXT is 6868
Overall Rank
The Sharpe Ratio Rank of BWXT is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of BWXT is 6363
Sortino Ratio Rank
The Omega Ratio Rank of BWXT is 6464
Omega Ratio Rank
The Calmar Ratio Rank of BWXT is 7474
Calmar Ratio Rank
The Martin Ratio Rank of BWXT is 6868
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.

SPR vs. BWXT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Spirit AeroSystems Holdings, Inc. (SPR) 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.


The chart of Sharpe ratio for SPR, currently valued at 0.29, compared to the broader market-2.00-1.000.001.002.003.00
SPR: 0.29
BWXT: 0.49
The chart of Sortino ratio for SPR, currently valued at 0.61, compared to the broader market-6.00-4.00-2.000.002.004.00
SPR: 0.61
BWXT: 0.85
The chart of Omega ratio for SPR, currently valued at 1.08, compared to the broader market0.501.001.502.00
SPR: 1.08
BWXT: 1.13
The chart of Calmar ratio for SPR, currently valued at 0.12, compared to the broader market0.001.002.003.004.005.00
SPR: 0.12
BWXT: 0.53
The chart of Martin ratio for SPR, currently valued at 1.08, compared to the broader market-5.000.005.0010.0015.0020.00
SPR: 1.08
BWXT: 1.35

The current SPR Sharpe Ratio is 0.29, which is lower than the BWXT Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of SPR 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.29
0.49
SPR
BWXT

Dividends

SPR vs. BWXT - Dividend Comparison

SPR has not paid dividends to shareholders, while BWXT's dividend yield for the trailing twelve months is around 0.89%.


TTM20242023202220212020201920182017201620152014
SPR
Spirit AeroSystems Holdings, Inc.
0.00%0.00%0.00%0.10%0.09%0.10%0.66%0.64%0.46%0.17%0.00%0.00%
BWXT
BWX Technologies, Inc.
0.89%0.86%1.20%1.52%1.75%1.26%1.10%1.67%0.69%0.91%0.83%1.32%

Drawdowns

SPR vs. BWXT - Drawdown Comparison

The maximum SPR drawdown since its inception was -85.37%, which is greater than BWXT's maximum drawdown of -47.88%. Use the drawdown chart below to compare losses from any high point for SPR and BWXT. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-65.60%
-18.03%
SPR
BWXT

Volatility

SPR vs. BWXT - Volatility Comparison

Spirit AeroSystems Holdings, Inc. (SPR) and BWX Technologies, Inc. (BWXT) have volatilities of 17.04% and 17.02%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
17.04%
17.02%
SPR
BWXT

Financials

SPR vs. BWXT - Financials Comparison

This section allows you to compare key financial metrics between Spirit AeroSystems Holdings, Inc. 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