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

Correlation

The correlation between TDG and TXT is 0.51, 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. TXT - Performance Comparison

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

0.00%5,000.00%10,000.00%15,000.00%NovemberDecember2025FebruaryMarchApril
14,859.22%
74.64%
TDG
TXT

Key characteristics

Sharpe Ratio

TDG:

0.89

TXT:

-0.99

Sortino Ratio

TDG:

1.31

TXT:

-1.25

Omega Ratio

TDG:

1.16

TXT:

0.84

Calmar Ratio

TDG:

1.78

TXT:

-0.87

Martin Ratio

TDG:

3.65

TXT:

-1.60

Ulcer Index

TDG:

5.95%

TXT:

14.93%

Daily Std Dev

TDG:

24.52%

TXT:

24.20%

Max Drawdown

TDG:

-62.64%

TXT:

-94.72%

Current Drawdown

TDG:

-0.85%

TXT:

-25.19%

Fundamentals

Market Cap

TDG:

$78.49B

TXT:

$13.16B

EPS

TDG:

$28.37

TXT:

$4.34

PE Ratio

TDG:

49.33

TXT:

16.70

PEG Ratio

TDG:

4.25

TXT:

0.72

Total Revenue (TTM)

TDG:

$6.24B

TXT:

$10.57B

Gross Profit (TTM)

TDG:

$3.67B

TXT:

$1.98B

EBITDA (TTM)

TDG:

$3.15B

TXT:

$1.09B

Returns By Period

In the year-to-date period, TDG achieves a 10.44% return, which is significantly higher than TXT's -5.22% return. Over the past 10 years, TDG has outperformed TXT with an annualized return of 25.32%, while TXT has yielded a comparatively lower 5.06% annualized return.


TDG

YTD

10.44%

1M

2.10%

6M

2.44%

1Y

22.75%

5Y*

42.47%

10Y*

25.32%

TXT

YTD

-5.22%

1M

-2.05%

6M

-16.63%

1Y

-22.92%

5Y*

24.13%

10Y*

5.06%

*Annualized

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

TDG vs. TXT — 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 8080
Overall Rank
The Sharpe Ratio Rank of TDG is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of TDG is 7373
Sortino Ratio Rank
The Omega Ratio Rank of TDG is 7171
Omega Ratio Rank
The Calmar Ratio Rank of TDG is 9292
Calmar Ratio Rank
The Martin Ratio Rank of TDG is 8181
Martin Ratio Rank

TXT
The Risk-Adjusted Performance Rank of TXT is 88
Overall Rank
The Sharpe Ratio Rank of TXT is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of TXT is 1010
Sortino Ratio Rank
The Omega Ratio Rank of TXT is 1111
Omega Ratio Rank
The Calmar Ratio Rank of TXT is 44
Calmar Ratio Rank
The Martin Ratio Rank of TXT is 77
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. TXT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TransDigm Group Incorporated (TDG) and Textron Inc. (TXT). 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 TDG, currently valued at 0.89, compared to the broader market-2.00-1.000.001.002.003.00
TDG: 0.89
TXT: -0.99
The chart of Sortino ratio for TDG, currently valued at 1.31, compared to the broader market-6.00-4.00-2.000.002.004.00
TDG: 1.31
TXT: -1.25
The chart of Omega ratio for TDG, currently valued at 1.16, compared to the broader market0.501.001.502.00
TDG: 1.16
TXT: 0.84
The chart of Calmar ratio for TDG, currently valued at 1.78, compared to the broader market0.001.002.003.004.005.00
TDG: 1.78
TXT: -0.87
The chart of Martin ratio for TDG, currently valued at 3.65, compared to the broader market-5.000.005.0010.0015.0020.00
TDG: 3.65
TXT: -1.60

The current TDG Sharpe Ratio is 0.89, which is higher than the TXT Sharpe Ratio of -0.99. The chart below compares the historical Sharpe Ratios of TDG and TXT, 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-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.89
-0.99
TDG
TXT

Dividends

TDG vs. TXT - Dividend Comparison

TDG's dividend yield for the trailing twelve months is around 5.36%, more than TXT's 0.11% yield.


TTM20242023202220212020201920182017201620152014
TDG
TransDigm Group Incorporated
5.36%5.92%3.46%2.94%0.00%0.00%11.16%0.00%8.01%9.64%0.00%12.73%
TXT
Textron Inc.
0.11%0.10%0.10%0.11%0.10%0.17%0.18%0.17%0.14%0.16%0.19%0.19%

Drawdowns

TDG vs. TXT - Drawdown Comparison

The maximum TDG drawdown since its inception was -62.64%, smaller than the maximum TXT drawdown of -94.72%. Use the drawdown chart below to compare losses from any high point for TDG and TXT. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-0.85%
-25.19%
TDG
TXT

Volatility

TDG vs. TXT - Volatility Comparison

The current volatility for TransDigm Group Incorporated (TDG) is 5.54%, while Textron Inc. (TXT) has a volatility of 7.23%. This indicates that TDG experiences smaller price fluctuations and is considered to be less risky than TXT 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%NovemberDecember2025FebruaryMarchApril
5.54%
7.23%
TDG
TXT

Financials

TDG vs. TXT - Financials Comparison

This section allows you to compare key financial metrics between TransDigm Group Incorporated and Textron 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
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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.

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