PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
STE vs. BRKR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between STE and BRKR is 0.37, 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.


-0.50.00.51.00.4

Performance

STE vs. BRKR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in STERIS plc (STE) and Bruker Corporation (BRKR). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-5.14%
-16.77%
STE
BRKR

Key characteristics

Sharpe Ratio

STE:

-0.14

BRKR:

-0.67

Sortino Ratio

STE:

-0.06

BRKR:

-0.83

Omega Ratio

STE:

0.99

BRKR:

0.90

Calmar Ratio

STE:

-0.15

BRKR:

-0.53

Martin Ratio

STE:

-0.42

BRKR:

-0.98

Ulcer Index

STE:

7.19%

BRKR:

26.31%

Daily Std Dev

STE:

21.18%

BRKR:

38.26%

Max Drawdown

STE:

-77.21%

BRKR:

-94.83%

Current Drawdown

STE:

-16.03%

BRKR:

-41.21%

Fundamentals

Market Cap

STE:

$20.68B

BRKR:

$8.76B

EPS

STE:

$5.95

BRKR:

$2.07

PE Ratio

STE:

35.21

BRKR:

27.93

PEG Ratio

STE:

1.16

BRKR:

3.64

Total Revenue (TTM)

STE:

$5.42B

BRKR:

$3.24B

Gross Profit (TTM)

STE:

$2.40B

BRKR:

$1.58B

EBITDA (TTM)

STE:

$1.34B

BRKR:

$533.60M

Returns By Period

In the year-to-date period, STE achieves a -4.94% return, which is significantly higher than BRKR's -24.53% return. Over the past 10 years, STE has outperformed BRKR with an annualized return of 13.30%, while BRKR has yielded a comparatively lower 11.32% annualized return.


STE

YTD

-4.94%

1M

-4.39%

6M

-3.90%

1Y

-4.59%

5Y*

7.68%

10Y*

13.30%

BRKR

YTD

-24.53%

1M

14.69%

6M

-16.77%

1Y

-23.79%

5Y*

1.69%

10Y*

11.32%

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

STE vs. BRKR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for STERIS plc (STE) and Bruker Corporation (BRKR). 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 STE, currently valued at -0.22, compared to the broader market-4.00-2.000.002.00-0.22-0.67
The chart of Sortino ratio for STE, currently valued at -0.17, compared to the broader market-4.00-2.000.002.004.00-0.17-0.83
The chart of Omega ratio for STE, currently valued at 0.98, compared to the broader market0.501.001.502.000.980.90
The chart of Calmar ratio for STE, currently valued at -0.23, compared to the broader market0.002.004.006.00-0.23-0.53
The chart of Martin ratio for STE, currently valued at -0.63, compared to the broader market0.0010.0020.00-0.63-0.98
STE
BRKR

The current STE Sharpe Ratio is -0.14, which is higher than the BRKR Sharpe Ratio of -0.67. The chart below compares the historical Sharpe Ratios of STE and BRKR, 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-0.60-0.40-0.200.000.200.400.60JulyAugustSeptemberOctoberNovemberDecember
-0.22
-0.67
STE
BRKR

Dividends

STE vs. BRKR - Dividend Comparison

STE's dividend yield for the trailing twelve months is around 1.05%, more than BRKR's 0.36% yield.


TTM20232022202120202019201820172016201520142013
STE
STERIS plc
1.05%0.90%0.97%0.68%0.81%0.93%1.22%1.35%1.57%1.27%1.36%1.66%
BRKR
Bruker Corporation
0.36%0.27%0.29%0.19%0.30%0.31%0.54%0.47%0.76%0.00%0.00%0.00%

Drawdowns

STE vs. BRKR - Drawdown Comparison

The maximum STE drawdown since its inception was -77.21%, smaller than the maximum BRKR drawdown of -94.83%. Use the drawdown chart below to compare losses from any high point for STE and BRKR. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-16.03%
-41.21%
STE
BRKR

Volatility

STE vs. BRKR - Volatility Comparison

The current volatility for STERIS plc (STE) is 5.30%, while Bruker Corporation (BRKR) has a volatility of 14.76%. This indicates that STE experiences smaller price fluctuations and is considered to be less risky than BRKR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
5.30%
14.76%
STE
BRKR

Financials

STE vs. BRKR - Financials Comparison

This section allows you to compare key financial metrics between STERIS plc and Bruker Corporation. 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab