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TDG vs. EXR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between TDG and EXR is 0.50, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

TDG vs. EXR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TransDigm Group Incorporated (TDG) and Extra Space Storage Inc. (EXR). The values are adjusted to include any dividend payments, if applicable.

2,000.00%4,000.00%6,000.00%8,000.00%10,000.00%12,000.00%14,000.00%NovemberDecember2025FebruaryMarchApril
14,630.06%
1,756.31%
TDG
EXR

Key characteristics

Sharpe Ratio

TDG:

0.63

EXR:

0.40

Sortino Ratio

TDG:

0.99

EXR:

0.71

Omega Ratio

TDG:

1.13

EXR:

1.09

Calmar Ratio

TDG:

1.34

EXR:

0.28

Martin Ratio

TDG:

2.76

EXR:

0.88

Ulcer Index

TDG:

6.21%

EXR:

11.59%

Daily Std Dev

TDG:

27.16%

EXR:

25.88%

Max Drawdown

TDG:

-62.64%

EXR:

-71.35%

Current Drawdown

TDG:

-2.37%

EXR:

-29.11%

Fundamentals

Market Cap

TDG:

$76.72B

EXR:

$31.43B

EPS

TDG:

$28.39

EXR:

$4.03

PE Ratio

TDG:

48.19

EXR:

35.20

PEG Ratio

TDG:

4.13

EXR:

3.59

PS Ratio

TDG:

9.41

EXR:

9.42

PB Ratio

TDG:

0.00

EXR:

2.15

Total Revenue (TTM)

TDG:

$6.24B

EXR:

$2.46B

Gross Profit (TTM)

TDG:

$3.67B

EXR:

$1.58B

EBITDA (TTM)

TDG:

$3.15B

EXR:

$1.75B

Returns By Period

In the year-to-date period, TDG achieves a 8.75% return, which is significantly higher than EXR's -4.65% return. Over the past 10 years, TDG has outperformed EXR with an annualized return of 25.28%, while EXR has yielded a comparatively lower 11.76% annualized return.


TDG

YTD

8.75%

1M

-1.14%

6M

1.72%

1Y

15.79%

5Y*

38.56%

10Y*

25.28%

EXR

YTD

-4.65%

1M

-3.11%

6M

-13.39%

1Y

9.80%

5Y*

13.80%

10Y*

11.76%

*Annualized

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Risk-Adjusted Performance

TDG vs. EXR — Risk-Adjusted Performance Rank

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

TDG
The Risk-Adjusted Performance Rank of TDG is 7474
Overall Rank
The Sharpe Ratio Rank of TDG is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of TDG is 6666
Sortino Ratio Rank
The Omega Ratio Rank of TDG is 6565
Omega Ratio Rank
The Calmar Ratio Rank of TDG is 8989
Calmar Ratio Rank
The Martin Ratio Rank of TDG is 7878
Martin Ratio Rank

EXR
The Risk-Adjusted Performance Rank of EXR is 6262
Overall Rank
The Sharpe Ratio Rank of EXR is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of EXR is 5858
Sortino Ratio Rank
The Omega Ratio Rank of EXR is 5656
Omega Ratio Rank
The Calmar Ratio Rank of EXR is 6565
Calmar Ratio Rank
The Martin Ratio Rank of EXR is 6363
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TDG vs. EXR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TransDigm Group Incorporated (TDG) and Extra Space Storage Inc. (EXR). 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.


The chart of Sharpe ratio for TDG, currently valued at 0.63, compared to the broader market-2.00-1.000.001.002.003.00
TDG: 0.63
EXR: 0.40
The chart of Sortino ratio for TDG, currently valued at 0.99, compared to the broader market-6.00-4.00-2.000.002.004.00
TDG: 0.99
EXR: 0.71
The chart of Omega ratio for TDG, currently valued at 1.13, compared to the broader market0.501.001.502.00
TDG: 1.13
EXR: 1.09
The chart of Calmar ratio for TDG, currently valued at 1.34, compared to the broader market0.001.002.003.004.005.00
TDG: 1.34
EXR: 0.28
The chart of Martin ratio for TDG, currently valued at 2.75, compared to the broader market-5.000.005.0010.0015.0020.00
TDG: 2.76
EXR: 0.88

The current TDG Sharpe Ratio is 0.63, which is higher than the EXR Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of TDG and EXR, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.63
0.40
TDG
EXR

Dividends

TDG vs. EXR - Dividend Comparison

TDG's dividend yield for the trailing twelve months is around 5.44%, more than EXR's 4.59% yield.


TTM20242023202220212020201920182017201620152014
TDG
TransDigm Group Incorporated
5.44%5.92%3.46%2.94%0.00%0.00%11.16%0.00%8.01%9.64%0.00%12.73%
EXR
Extra Space Storage Inc.
4.59%4.33%4.04%4.08%1.98%3.11%3.37%3.71%3.57%3.79%2.54%3.09%

Drawdowns

TDG vs. EXR - Drawdown Comparison

The maximum TDG drawdown since its inception was -62.64%, smaller than the maximum EXR drawdown of -71.35%. Use the drawdown chart below to compare losses from any high point for TDG and EXR. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-2.37%
-29.11%
TDG
EXR

Volatility

TDG vs. EXR - Volatility Comparison

TransDigm Group Incorporated (TDG) has a higher volatility of 13.81% compared to Extra Space Storage Inc. (EXR) at 12.49%. This indicates that TDG's price experiences larger fluctuations and is considered to be riskier than EXR 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%14.00%NovemberDecember2025FebruaryMarchApril
13.81%
12.49%
TDG
EXR

Financials

TDG vs. EXR - Financials Comparison

This section allows you to compare key financial metrics between TransDigm Group Incorporated and Extra Space Storage 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


Values in USD except per share items