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SPR vs. TRMD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SPR and TRMD is 0.14, 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

SPR vs. TRMD - Performance Comparison

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

0.00%200.00%400.00%600.00%800.00%JulyAugustSeptemberOctoberNovemberDecember
-63.47%
368.01%
SPR
TRMD

Key characteristics

Sharpe Ratio

SPR:

0.19

TRMD:

-0.73

Sortino Ratio

SPR:

0.57

TRMD:

-0.91

Omega Ratio

SPR:

1.08

TRMD:

0.90

Calmar Ratio

SPR:

0.10

TRMD:

-0.50

Martin Ratio

SPR:

0.75

TRMD:

-1.36

Ulcer Index

SPR:

10.25%

TRMD:

17.55%

Daily Std Dev

SPR:

39.84%

TRMD:

32.61%

Max Drawdown

SPR:

-85.37%

TRMD:

-48.24%

Current Drawdown

SPR:

-67.21%

TRMD:

-47.92%

Fundamentals

Market Cap

SPR:

$3.87B

TRMD:

$2.32B

EPS

SPR:

-$12.13

TRMD:

$8.08

Total Revenue (TTM)

SPR:

$6.48B

TRMD:

$1.65B

Gross Profit (TTM)

SPR:

-$640.40M

TRMD:

$889.07M

EBITDA (TTM)

SPR:

-$749.80M

TRMD:

$969.48M

Returns By Period

In the year-to-date period, SPR achieves a 4.66% return, which is significantly higher than TRMD's -25.01% return.


SPR

YTD

4.66%

1M

5.99%

6M

-0.89%

1Y

3.91%

5Y*

-14.95%

10Y*

-2.39%

TRMD

YTD

-25.01%

1M

-16.72%

6M

-41.67%

1Y

-29.14%

5Y*

29.76%

10Y*

N/A

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Risk-Adjusted Performance

SPR vs. TRMD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Spirit AeroSystems Holdings, Inc. (SPR) and TORM plc (TRMD). 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 SPR, currently valued at 0.19, compared to the broader market-4.00-2.000.002.000.19-0.73
The chart of Sortino ratio for SPR, currently valued at 0.57, compared to the broader market-4.00-2.000.002.004.000.57-0.91
The chart of Omega ratio for SPR, currently valued at 1.08, compared to the broader market0.501.001.502.001.080.90
The chart of Calmar ratio for SPR, currently valued at 0.10, compared to the broader market0.002.004.006.000.10-0.50
The chart of Martin ratio for SPR, currently valued at 0.75, compared to the broader market-5.000.005.0010.0015.0020.0025.000.75-1.36
SPR
TRMD

The current SPR Sharpe Ratio is 0.19, which is higher than the TRMD Sharpe Ratio of -0.73. The chart below compares the historical Sharpe Ratios of SPR and TRMD, 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-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.19
-0.73
SPR
TRMD

Dividends

SPR vs. TRMD - Dividend Comparison

SPR has not paid dividends to shareholders, while TRMD's dividend yield for the trailing twelve months is around 39.05%.


TTM20232022202120202019201820172016
SPR
Spirit AeroSystems Holdings, Inc.
0.00%0.00%0.10%0.09%0.10%0.66%0.64%0.46%0.17%
TRMD
TORM plc
39.05%23.05%6.99%0.00%14.89%0.00%0.00%0.00%0.00%

Drawdowns

SPR vs. TRMD - Drawdown Comparison

The maximum SPR drawdown since its inception was -85.37%, which is greater than TRMD's maximum drawdown of -48.24%. Use the drawdown chart below to compare losses from any high point for SPR and TRMD. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-66.21%
-47.92%
SPR
TRMD

Volatility

SPR vs. TRMD - Volatility Comparison

The current volatility for Spirit AeroSystems Holdings, Inc. (SPR) is 5.98%, while TORM plc (TRMD) has a volatility of 9.65%. This indicates that SPR experiences smaller price fluctuations and is considered to be less risky than TRMD 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%JulyAugustSeptemberOctoberNovemberDecember
5.98%
9.65%
SPR
TRMD

Financials

SPR vs. TRMD - Financials Comparison

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