TDG vs. VSEC
Compare and contrast key facts about TransDigm Group Incorporated (TDG) and VSE Corporation (VSEC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TDG or VSEC.
Performance
TDG vs. VSEC - Performance Comparison
Returns By Period
In the year-to-date period, TDG achieves a 30.90% return, which is significantly lower than VSEC's 79.41% return. Over the past 10 years, TDG has outperformed VSEC with an annualized return of 25.65%, while VSEC has yielded a comparatively lower 16.04% annualized return.
TDG
30.90%
-9.39%
2.49%
39.10%
21.72%
25.65%
VSEC
79.41%
9.12%
50.63%
87.27%
25.55%
16.04%
Fundamentals
| TDG | VSEC | |
|---|---|---|
| Market Cap | $76.22B | $2.47B |
| EPS | $25.57 | $2.04 |
| PE Ratio | 53.01 | 59.39 |
| PEG Ratio | 4.06 | 1.08 |
| Total Revenue (TTM) | $7.94B | $1.02B |
| Gross Profit (TTM) | $4.58B | $350.71M |
| EBITDA (TTM) | $3.80B | $113.30M |
Key characteristics
| TDG | VSEC | |
|---|---|---|
| Sharpe Ratio | 1.69 | 2.23 |
| Sortino Ratio | 2.17 | 3.00 |
| Omega Ratio | 1.29 | 1.38 |
| Calmar Ratio | 3.24 | 4.89 |
| Martin Ratio | 9.86 | 14.55 |
| Ulcer Index | 3.86% | 5.91% |
| Daily Std Dev | 22.49% | 38.61% |
| Max Drawdown | -62.64% | -76.09% |
| Current Drawdown | -11.16% | -4.96% |
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Correlation
The correlation between TDG and VSEC is 0.35, 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.
Risk-Adjusted Performance
TDG vs. VSEC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for TransDigm Group Incorporated (TDG) and VSE Corporation (VSEC). 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.
Dividends
TDG vs. VSEC - Dividend Comparison
TDG's dividend yield for the trailing twelve months is around 8.77%, more than VSEC's 0.35% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TDG TransDigm Group Incorporated | 5.98% | 3.46% | 2.94% | 0.00% | 0.00% | 11.16% | 0.00% | 8.01% | 9.64% | 0.00% | 12.73% | 13.66% |
VSEC VSE Corporation | 0.35% | 0.77% | 0.85% | 0.59% | 0.94% | 0.89% | 1.00% | 0.54% | 0.59% | 0.68% | 0.58% | 0.71% |
Drawdowns
TDG vs. VSEC - Drawdown Comparison
The maximum TDG drawdown since its inception was -62.64%, smaller than the maximum VSEC drawdown of -76.09%. Use the drawdown chart below to compare losses from any high point for TDG and VSEC. For additional features, visit the drawdowns tool.
Volatility
TDG vs. VSEC - Volatility Comparison
The current volatility for TransDigm Group Incorporated (TDG) is 10.10%, while VSE Corporation (VSEC) has a volatility of 12.53%. This indicates that TDG experiences smaller price fluctuations and is considered to be less risky than VSEC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
TDG vs. VSEC - Financials Comparison
This section allows you to compare key financial metrics between TransDigm Group Incorporated and VSE 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.
Total Revenue: Total amount of money received from sales and other business activities