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STLD vs. CMC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


STLDCMC
YTD Return27.11%26.00%
1Y Return38.59%39.89%
3Y Return (Ann)33.42%23.66%
5Y Return (Ann)39.25%27.02%
10Y Return (Ann)23.71%16.67%
Sharpe Ratio1.201.25
Sortino Ratio1.972.10
Omega Ratio1.231.25
Calmar Ratio1.391.66
Martin Ratio3.175.14
Ulcer Index11.98%7.65%
Daily Std Dev31.64%31.40%
Max Drawdown-87.05%-83.77%
Current Drawdown-3.74%-0.91%

Fundamentals


STLDCMC
Market Cap$22.92B$7.09B
EPS$11.13$4.14
PE Ratio13.3515.03
PEG Ratio10.9112.25
Total Revenue (TTM)$17.90B$7.93B
Gross Profit (TTM)$3.08B$1.38B
EBITDA (TTM)$2.36B$981.95M

Correlation

-0.50.00.51.00.6

The correlation between STLD and CMC is 0.61, 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.

Performance

STLD vs. CMC - Performance Comparison

The year-to-date returns for both stocks are quite close, with STLD having a 27.11% return and CMC slightly lower at 26.00%. Over the past 10 years, STLD has outperformed CMC with an annualized return of 23.71%, while CMC has yielded a comparatively lower 16.67% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


2,500.00%3,000.00%3,500.00%4,000.00%4,500.00%5,000.00%JuneJulyAugustSeptemberOctoberNovember
4,843.59%
2,861.27%
STLD
CMC

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Risk-Adjusted Performance

STLD vs. CMC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Steel Dynamics, Inc. (STLD) and Commercial Metals Company (CMC). 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.


STLD
Sharpe ratio
The chart of Sharpe ratio for STLD, currently valued at 1.20, compared to the broader market-4.00-2.000.002.004.001.20
Sortino ratio
The chart of Sortino ratio for STLD, currently valued at 1.97, compared to the broader market-4.00-2.000.002.004.006.001.97
Omega ratio
The chart of Omega ratio for STLD, currently valued at 1.23, compared to the broader market0.501.001.502.001.23
Calmar ratio
The chart of Calmar ratio for STLD, currently valued at 1.39, compared to the broader market0.002.004.006.001.39
Martin ratio
The chart of Martin ratio for STLD, currently valued at 3.17, compared to the broader market0.0010.0020.0030.003.17
CMC
Sharpe ratio
The chart of Sharpe ratio for CMC, currently valued at 1.25, compared to the broader market-4.00-2.000.002.004.001.25
Sortino ratio
The chart of Sortino ratio for CMC, currently valued at 2.10, compared to the broader market-4.00-2.000.002.004.006.002.10
Omega ratio
The chart of Omega ratio for CMC, currently valued at 1.25, compared to the broader market0.501.001.502.001.25
Calmar ratio
The chart of Calmar ratio for CMC, currently valued at 1.66, compared to the broader market0.002.004.006.001.66
Martin ratio
The chart of Martin ratio for CMC, currently valued at 5.14, compared to the broader market0.0010.0020.0030.005.14

STLD vs. CMC - Sharpe Ratio Comparison

The current STLD Sharpe Ratio is 1.20, which is comparable to the CMC Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of STLD and CMC, 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 Ratio0.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
1.20
1.25
STLD
CMC

Dividends

STLD vs. CMC - Dividend Comparison

STLD's dividend yield for the trailing twelve months is around 1.22%, more than CMC's 1.12% yield.


TTM20232022202120202019201820172016201520142013
STLD
Steel Dynamics, Inc.
1.22%1.44%1.39%1.68%2.71%2.82%2.50%1.44%1.57%3.09%2.33%2.25%
CMC
Commercial Metals Company
1.12%1.28%1.20%1.38%2.34%2.16%3.00%2.25%2.20%3.51%2.95%2.36%

Drawdowns

STLD vs. CMC - Drawdown Comparison

The maximum STLD drawdown since its inception was -87.05%, roughly equal to the maximum CMC drawdown of -83.77%. Use the drawdown chart below to compare losses from any high point for STLD and CMC. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.74%
-0.91%
STLD
CMC

Volatility

STLD vs. CMC - Volatility Comparison

Steel Dynamics, Inc. (STLD) and Commercial Metals Company (CMC) have volatilities of 16.06% and 16.39%, 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.


6.00%8.00%10.00%12.00%14.00%16.00%JuneJulyAugustSeptemberOctoberNovember
16.06%
16.39%
STLD
CMC

Financials

STLD vs. CMC - Financials Comparison

This section allows you to compare key financial metrics between Steel Dynamics, Inc. and Commercial Metals Company. 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