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SPXC vs. TREX
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SPXC vs. TREX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPX Corporation (SPXC) and Trex Company, Inc. (TREX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SPXC achieves a 14.94% return, which is significantly lower than TREX's 19.87% return. Over the past 10 years, SPXC has outperformed TREX with an annualized return of 30.96%, while TREX has yielded a comparatively lower 14.76% 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%

TREX

1D
6.05%
1M
4.60%
YTD
19.87%
6M
22.45%
1Y
-25.77%
3Y*
-10.07%
5Y*
-15.54%
10Y*
14.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPXC vs. TREX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPXC
SPX Corporation
14.94%37.48%44.06%53.86%10.00%9.42%7.19%81.65%-10.77%32.34%
TREX
Trex Company, Inc.
19.87%-49.18%-16.62%95.58%-68.65%61.29%86.29%51.42%9.53%68.31%

Correlation

The correlation between SPXC and TREX is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.45

Correlation (3Y)
Calculated over the trailing 3-year period

0.46

Correlation (5Y)
Calculated over the trailing 5-year period

0.50

Correlation (10Y)
Calculated over the trailing 10-year period

0.48

Correlation (All Time)
Calculated using the full available price history since Apr 9, 1999

0.37

The correlation between SPXC and TREX shifts across timeframes, from 0.37 (all time) to 0.50 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

SPXC:

$11.62B

TREX:

$4.42B

EPS

SPXC:

$5.19

TREX:

$1.80

PE Ratio

SPXC:

44.32

TREX:

23.41

PEG Ratio

SPXC:

0.01

TREX:

64.36

PS Ratio

SPXC:

4.78

TREX:

3.80

PB Ratio

SPXC:

5.08

TREX:

4.44

Total Revenue (TTM)

SPXC:

$2.35B

TREX:

$1.18B

Gross Profit (TTM)

SPXC:

$909.30M

TREX:

$461.26M

EBITDA (TTM)

SPXC:

$475.30M

TREX:

$308.51M

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Return for Risk

SPXC vs. TREX — Risk / Return Rank

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

SPXC
SPXC Risk / Return Rank: 7676
Overall Rank
SPXC Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
SPXC Sortino Ratio Rank: 7575
Sortino Ratio Rank
SPXC Omega Ratio Rank: 7373
Omega Ratio Rank
SPXC Calmar Ratio Rank: 7575
Calmar Ratio Rank
SPXC Martin Ratio Rank: 7777
Martin Ratio Rank

TREX
TREX Risk / Return Rank: 2424
Overall Rank
TREX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
TREX Sortino Ratio Rank: 2323
Sortino Ratio Rank
TREX Omega Ratio Rank: 2121
Omega Ratio Rank
TREX Calmar Ratio Rank: 2626
Calmar Ratio Rank
TREX Martin Ratio Rank: 2929
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SPXC vs. TREX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPX Corporation (SPXC) and Trex Company, Inc. (TREX). 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.


SPXCTREXDifference
Sharpe ratioReturn per unit of total volatility

+1.78

Sortino ratioReturn per unit of downside risk

+2.32

Omega ratioGain probability vs. loss probability

1.23

0.94

+0.30

Calmar ratioReturn relative to maximum drawdown

1.99

-0.46

+2.45

Martin ratioReturn relative to average drawdown

5.09

-0.73

+5.82

SPXC vs. TREX - Sharpe Ratio Comparison

The current SPXC Sharpe Ratio is 1.26, which is higher than the TREX Sharpe Ratio of -0.52. The chart below compares the historical Sharpe Ratios of SPXC and TREX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SPXCTREXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

-0.52

+1.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.86

-0.33

+1.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

0.32

+0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.25

+0.09

Drawdowns

SPXC vs. TREX - Drawdown Comparison

The maximum SPXC drawdown since its inception was -81.12%, smaller than the maximum TREX drawdown of -90.53%. Use the drawdown chart below to compare losses from any high point for SPXC and TREX.


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Drawdown Indicators


SPXCTREXDifference

Max Drawdown

Largest peak-to-trough decline

-81.12%

-90.53%

+9.41%

Max Drawdown (1Y)

Largest decline over 1 year

-23.15%

-56.01%

+32.86%

Max Drawdown (3Y)

Largest decline over 3 years

-33.54%

-69.90%

+36.36%

Max Drawdown (5Y)

Largest decline over 5 years

-38.32%

-78.58%

+40.26%

Max Drawdown (10Y)

Largest decline over 10 years

-50.26%

-78.58%

+28.32%

Current Drawdown

Current decline from peak

-5.39%

-70.11%

+64.72%

Average Drawdown

Average peak-to-trough decline

-29.02%

-38.75%

+9.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.03%

35.32%

-26.29%

Volatility

SPXC vs. TREX - Volatility Comparison

The current volatility for SPX Corporation (SPXC) is 10.68%, while Trex Company, Inc. (TREX) has a volatility of 13.04%. This indicates that SPXC experiences smaller price fluctuations and is considered to be less risky than TREX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPXCTREXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.68%

13.04%

-2.36%

Volatility (6M)

Calculated over the trailing 6-month period

27.88%

26.51%

+1.37%

Volatility (1Y)

Calculated over the trailing 1-year period

36.54%

50.31%

-13.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.14%

47.13%

-11.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.46%

46.37%

-8.91%

Dividends

SPXC vs. TREX - Dividend Comparison

Neither SPXC nor TREX has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
TREX
Trex Company, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

SPXC vs. TREX - Financials Comparison

This section allows you to compare key financial metrics between SPX Corporation and Trex Company, 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


200.00M300.00M400.00M500.00M600.00M20222023202420252026
566.80M
343.40M
(SPXC) Total Revenue
(TREX) Total Revenue
Values in USD except per share items

SPXC vs. TREX - Profitability Comparison

The chart below illustrates the profitability comparison between SPX Corporation and Trex Company, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

25.0%30.0%35.0%40.0%45.0%20222023202420252026
40.7%
40.5%
Portfolio components
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%.

TREX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Trex Company, Inc. reported a gross profit of 139.02M and revenue of 343.40M. Therefore, the gross margin over that period was 40.5%.

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%.

TREX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Trex Company, Inc. reported an operating income of 83.51M and revenue of 343.40M, resulting in an operating margin of 24.3%.

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%.

TREX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Trex Company, Inc. reported a net income of 61.40M and revenue of 343.40M, resulting in a net margin of 17.9%.


Frequently Asked Questions


SPXC and TREX have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TREX has higher volatility (13.04%) compared to SPXC (10.68%). In terms of maximum drawdown, SPXC dropped -81.12% vs TREX's -90.53%.

SPXC currently has the higher Sharpe Ratio (1.26 vs -0.52), 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.

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