SPXC vs. TDG
SPXC (SPX Corporation) and TDG (TransDigm Group Incorporated) are both stocks. Both are in the Industrials sector — SPXC in Specialty Industrial Machinery, TDG in Aerospace & Defense. Over the past 10 years, SPXC returned 30.96%/yr vs 22.15%/yr for TDG. At a 0.44 correlation, their price movements are largely independent.
Performance
SPXC vs. TDG - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SPXC achieves a 14.94% return, which is significantly higher than TDG's -9.29% return. Over the past 10 years, SPXC has outperformed TDG with an annualized return of 30.96%, while TDG has yielded a comparatively lower 22.15% annualized return.
SPXC
- 1D
- 0.94%
- 1M
- 13.37%
- YTD
- 14.94%
- 6M
- 11.54%
- 1Y
- 45.81%
- 3Y*
- 39.57%
- 5Y*
- 30.08%
- 10Y*
- 30.96%
TDG
- 1D
- -2.62%
- 1M
- -0.72%
- YTD
- -9.29%
- 6M
- -10.46%
- 1Y
- -12.05%
- 3Y*
- 20.83%
- 5Y*
- 16.93%
- 10Y*
- 22.15%
SPXC vs. TDG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPXC SPX Corporation | 14.94% | 37.48% | 44.06% | 53.86% | 10.00% | 9.42% | 7.19% | 81.65% | -10.77% | 32.34% |
TDG TransDigm Group Incorporated | -9.29% | 12.15% | 32.27% | 66.57% | 1.77% | 2.82% | 10.51% | 84.41% | 23.83% | 19.84% |
Correlation
The correlation between SPXC and TDG is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.39 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.47 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Mar 16, 2006 | 0.44 |
The correlation between SPXC and TDG shifts across timeframes, from 0.28 (1 year) to 0.47 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
SPXC:
$11.62B
TDG:
$70.21B
SPXC:
$5.19
TDG:
$34.79
SPXC:
44.32
TDG:
34.67
SPXC:
0.01
TDG:
1.03
SPXC:
4.78
TDG:
7.38
SPXC:
$2.35B
TDG:
$9.50B
SPXC:
$909.30M
TDG:
$5.61B
SPXC:
$475.30M
TDG:
$4.78B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SPXC vs. TDG — Risk / Return Rank
SPXC
TDG
SPXC vs. TDG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPX Corporation (SPXC) and TransDigm Group Incorporated (TDG). 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.
| SPXC | TDG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.70 | ||
| Sortino ratioReturn per unit of downside risk | +2.33 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 0.94 | +0.29 |
| Calmar ratioReturn relative to maximum drawdown | 1.99 | -0.48 | +2.47 |
| Martin ratioReturn relative to average drawdown | 5.09 | -0.83 | +5.92 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| SPXC | TDG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.26 | -0.44 | +1.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.86 | 0.61 | +0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.83 | 0.66 | +0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.85 | -0.51 |
Drawdowns
SPXC vs. TDG - Drawdown Comparison
The maximum SPXC drawdown since its inception was -81.12%, which is greater than TDG's maximum drawdown of -62.64%. Use the drawdown chart below to compare losses from any high point for SPXC and TDG.
Loading charts...
Drawdown Indicators
| SPXC | TDG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.12% | -62.64% | -18.48% |
Max Drawdown (1Y)Largest decline over 1 year | -23.15% | -25.30% | +2.15% |
Max Drawdown (3Y)Largest decline over 3 years | -33.54% | -25.30% | -8.24% |
Max Drawdown (5Y)Largest decline over 5 years | -38.32% | -25.30% | -13.02% |
Max Drawdown (10Y)Largest decline over 10 years | -50.26% | -62.64% | +12.38% |
Current DrawdownCurrent decline from peak | -5.39% | -20.46% | +15.07% |
Average DrawdownAverage peak-to-trough decline | -29.02% | -7.95% | -21.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.03% | 14.58% | -5.55% |
Volatility
SPXC vs. TDG - Volatility Comparison
SPX Corporation (SPXC) has a higher volatility of 10.68% compared to TransDigm Group Incorporated (TDG) at 7.72%. This indicates that SPXC's price experiences larger fluctuations and is considered to be riskier than TDG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SPXC | TDG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.68% | 7.72% | +2.96% |
Volatility (6M)Calculated over the trailing 6-month period | 27.88% | 21.00% | +6.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.54% | 27.63% | +8.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.14% | 27.81% | +7.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.46% | 33.78% | +3.68% |
Dividends
SPXC vs. TDG - Dividend Comparison
SPXC has not paid dividends to shareholders, while TDG's dividend yield for the trailing twelve months is around 7.46%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPXC SPX Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 386.22% |
TDG TransDigm Group Incorporated | 7.46% | 6.77% | 5.92% | 3.46% | 2.94% | 0.00% | 0.00% | 11.16% | 0.00% | 8.01% | 9.64% | 0.00% |
Financials
SPXC vs. TDG - Financials Comparison
This section allows you to compare key financial metrics between SPX Corporation and TransDigm Group Incorporated. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
SPXC vs. TDG - Profitability Comparison
SPXC - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, SPX Corporation reported a gross profit of 230.60M and revenue of 566.80M. Therefore, the gross margin over that period was 40.7%.
TDG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, TransDigm Group Incorporated reported a gross profit of 1.51B and revenue of 2.54B. Therefore, the gross margin over that period was 59.4%.
SPXC - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, SPX Corporation reported an operating income of 87.70M and revenue of 566.80M, resulting in an operating margin of 15.5%.
TDG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, TransDigm Group Incorporated reported an operating income of 1.18B and revenue of 2.54B, resulting in an operating margin of 46.3%.
SPXC - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, SPX Corporation reported a net income of 59.90M and revenue of 566.80M, resulting in a net margin of 10.6%.
TDG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, TransDigm Group Incorporated reported a net income of 535.00M and revenue of 2.54B, resulting in a net margin of 21.0%.
Frequently Asked Questions
SPXC and TDG have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SPXC has higher volatility (10.68%) compared to TDG (7.72%). In terms of maximum drawdown, SPXC dropped -81.12% vs TDG's -62.64%.
SPXC currently has the higher Sharpe Ratio (1.26 vs -0.44), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for SPXC and TDG
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer