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TEX vs. CAT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between TEX and CAT is 0.58, 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: 0.6

Performance

TEX vs. CAT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Terex Corporation (TEX) and Caterpillar Inc. (CAT). The values are adjusted to include any dividend payments, if applicable.

0.00%2,000.00%4,000.00%6,000.00%8,000.00%December2025FebruaryMarchAprilMay
281.81%
6,836.55%
TEX
CAT

Key characteristics

Sharpe Ratio

TEX:

-0.61

CAT:

-0.05

Sortino Ratio

TEX:

-0.72

CAT:

0.14

Omega Ratio

TEX:

0.92

CAT:

1.02

Calmar Ratio

TEX:

-0.46

CAT:

-0.05

Martin Ratio

TEX:

-1.06

CAT:

-0.14

Ulcer Index

TEX:

26.39%

CAT:

12.35%

Daily Std Dev

TEX:

46.18%

CAT:

30.40%

Max Drawdown

TEX:

-91.96%

CAT:

-73.43%

Current Drawdown

TEX:

-52.22%

CAT:

-21.68%

Fundamentals

Market Cap

TEX:

$2.41B

CAT:

$152.23B

EPS

TEX:

$4.96

CAT:

$20.49

PE Ratio

TEX:

7.34

CAT:

15.80

PEG Ratio

TEX:

1.64

CAT:

1.60

PS Ratio

TEX:

0.52

CAT:

2.37

PB Ratio

TEX:

1.43

CAT:

7.58

Total Revenue (TTM)

TEX:

$5.06B

CAT:

$63.26B

Gross Profit (TTM)

TEX:

$1.00B

CAT:

$22.45B

EBITDA (TTM)

TEX:

$523.00M

CAT:

$14.81B

Returns By Period

In the year-to-date period, TEX achieves a -13.46% return, which is significantly lower than CAT's -10.00% return. Over the past 10 years, TEX has underperformed CAT with an annualized return of 4.89%, while CAT has yielded a comparatively higher 17.17% annualized return.


TEX

YTD

-13.46%

1M

16.53%

6M

-21.96%

1Y

-30.83%

5Y*

24.96%

10Y*

4.89%

CAT

YTD

-10.00%

1M

12.92%

6M

-14.00%

1Y

-2.30%

5Y*

27.03%

10Y*

17.17%

*Annualized

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Risk-Adjusted Performance

TEX vs. CAT — Risk-Adjusted Performance Rank

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

TEX
The Risk-Adjusted Performance Rank of TEX is 2020
Overall Rank
The Sharpe Ratio Rank of TEX is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of TEX is 1717
Sortino Ratio Rank
The Omega Ratio Rank of TEX is 2020
Omega Ratio Rank
The Calmar Ratio Rank of TEX is 2121
Calmar Ratio Rank
The Martin Ratio Rank of TEX is 2525
Martin Ratio Rank

CAT
The Risk-Adjusted Performance Rank of CAT is 4444
Overall Rank
The Sharpe Ratio Rank of CAT is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of CAT is 4040
Sortino Ratio Rank
The Omega Ratio Rank of CAT is 4040
Omega Ratio Rank
The Calmar Ratio Rank of CAT is 4747
Calmar Ratio Rank
The Martin Ratio Rank of CAT is 4747
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.

TEX vs. CAT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Terex Corporation (TEX) and Caterpillar Inc. (CAT). 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 TEX, currently valued at -0.61, compared to the broader market-2.00-1.000.001.002.003.00
TEX: -0.61
CAT: -0.05
The chart of Sortino ratio for TEX, currently valued at -0.72, compared to the broader market-6.00-4.00-2.000.002.004.00
TEX: -0.72
CAT: 0.14
The chart of Omega ratio for TEX, currently valued at 0.92, compared to the broader market0.501.001.502.00
TEX: 0.92
CAT: 1.02
The chart of Calmar ratio for TEX, currently valued at -0.46, compared to the broader market0.001.002.003.004.005.00
TEX: -0.46
CAT: -0.05
The chart of Martin ratio for TEX, currently valued at -1.06, compared to the broader market-10.000.0010.0020.00
TEX: -1.06
CAT: -0.14

The current TEX Sharpe Ratio is -0.61, which is lower than the CAT Sharpe Ratio of -0.05. The chart below compares the historical Sharpe Ratios of TEX and CAT, 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-1.000.001.002.003.00December2025FebruaryMarchAprilMay
-0.61
-0.05
TEX
CAT

Dividends

TEX vs. CAT - Dividend Comparison

TEX's dividend yield for the trailing twelve months is around 1.71%, less than CAT's 1.74% yield.


TTM20242023202220212020201920182017201620152014
TEX
Terex Corporation
1.71%1.47%1.11%1.22%1.09%0.34%1.48%1.45%0.66%0.89%1.30%0.72%
CAT
Caterpillar Inc.
1.74%1.49%1.69%1.93%2.07%2.26%2.56%2.58%1.97%3.32%4.33%2.84%

Drawdowns

TEX vs. CAT - Drawdown Comparison

The maximum TEX drawdown since its inception was -91.96%, which is greater than CAT's maximum drawdown of -73.43%. Use the drawdown chart below to compare losses from any high point for TEX and CAT. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-52.22%
-21.68%
TEX
CAT

Volatility

TEX vs. CAT - Volatility Comparison

Terex Corporation (TEX) has a higher volatility of 23.81% compared to Caterpillar Inc. (CAT) at 17.32%. This indicates that TEX's price experiences larger fluctuations and is considered to be riskier than CAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%December2025FebruaryMarchAprilMay
23.81%
17.32%
TEX
CAT

Financials

TEX vs. CAT - Financials Comparison

This section allows you to compare key financial metrics between Terex Corporation and Caterpillar 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


0.005.00B10.00B15.00B20212022202320242025
1.23B
14.25B
(TEX) Total Revenue
(CAT) Total Revenue
Values in USD except per share items