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

Correlation

The correlation between TEX and CAT is 0.49, 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.


-0.50.00.51.00.5

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.

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
-14.13%
10.77%
TEX
CAT

Key characteristics

Sharpe Ratio

TEX:

-0.49

CAT:

0.96

Sortino Ratio

TEX:

-0.50

CAT:

1.47

Omega Ratio

TEX:

0.94

CAT:

1.19

Calmar Ratio

TEX:

-0.42

CAT:

1.58

Martin Ratio

TEX:

-1.30

CAT:

3.47

Ulcer Index

TEX:

15.03%

CAT:

7.20%

Daily Std Dev

TEX:

39.75%

CAT:

26.07%

Max Drawdown

TEX:

-91.96%

CAT:

-73.43%

Current Drawdown

TEX:

-45.46%

CAT:

-13.56%

Fundamentals

Market Cap

TEX:

$3.16B

CAT:

$181.44B

EPS

TEX:

$6.85

CAT:

$21.52

PE Ratio

TEX:

6.90

CAT:

17.46

PEG Ratio

TEX:

1.64

CAT:

1.69

Total Revenue (TTM)

TEX:

$5.11B

CAT:

$65.66B

Gross Profit (TTM)

TEX:

$1.14B

CAT:

$23.58B

EBITDA (TTM)

TEX:

$639.00M

CAT:

$16.27B

Returns By Period

In the year-to-date period, TEX achieves a -19.57% return, which is significantly lower than CAT's 23.84% return. Over the past 10 years, TEX has underperformed CAT with an annualized return of 6.41%, while CAT has yielded a comparatively higher 17.73% annualized return.


TEX

YTD

-19.57%

1M

-11.17%

6M

-13.53%

1Y

-19.46%

5Y*

9.68%

10Y*

6.41%

CAT

YTD

23.84%

1M

-5.74%

6M

10.33%

1Y

26.38%

5Y*

22.26%

10Y*

17.73%

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Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for TEX, currently valued at -0.49, compared to the broader market-4.00-2.000.002.00-0.491.01
The chart of Sortino ratio for TEX, currently valued at -0.50, compared to the broader market-4.00-2.000.002.004.00-0.501.54
The chart of Omega ratio for TEX, currently valued at 0.94, compared to the broader market0.501.001.502.000.941.20
The chart of Calmar ratio for TEX, currently valued at -0.42, compared to the broader market0.002.004.006.00-0.421.67
The chart of Martin ratio for TEX, currently valued at -1.30, compared to the broader market0.0010.0020.00-1.303.64
TEX
CAT

The current TEX Sharpe Ratio is -0.49, which is lower than the CAT Sharpe Ratio of 0.96. 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.49
1.01
TEX
CAT

Dividends

TEX vs. CAT - Dividend Comparison

TEX's dividend yield for the trailing twelve months is around 1.49%, which matches CAT's 1.50% yield.


TTM20232022202120202019201820172016201520142013
TEX
Terex Corporation
1.49%1.11%1.22%1.09%0.34%1.48%1.45%0.66%0.89%1.30%0.72%0.12%
CAT
Caterpillar Inc.
1.50%1.69%1.93%2.07%2.26%2.56%2.58%1.97%3.32%4.33%2.84%1.89%

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.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-45.46%
-13.56%
TEX
CAT

Volatility

TEX vs. CAT - Volatility Comparison

Terex Corporation (TEX) has a higher volatility of 9.72% compared to Caterpillar Inc. (CAT) at 6.55%. 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%JulyAugustSeptemberOctoberNovemberDecember
9.72%
6.55%
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


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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