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TEX vs. CAT
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

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.

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Returns By Period

In the year-to-date period, TEX achieves a 17.71% return, which is significantly lower than CAT's 62.36% return. Over the past 10 years, TEX has underperformed CAT with an annualized return of 12.99%, while CAT has yielded a comparatively higher 31.52% annualized return.


TEX

1D
2.20%
1M
6.18%
YTD
17.71%
6M
26.47%
1Y
39.15%
3Y*
7.87%
5Y*
4.76%
10Y*
12.99%

CAT

1D
1.80%
1M
5.88%
YTD
62.36%
6M
57.25%
1Y
167.95%
3Y*
62.31%
5Y*
32.93%
10Y*
31.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TEX vs. CAT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TEX
Terex Corporation
17.71%17.25%-18.59%36.10%-1.44%27.22%17.82%9.67%-42.22%54.26%
CAT
Caterpillar Inc.
62.36%60.30%24.66%25.95%18.60%15.95%26.97%19.51%-17.56%75.03%

Correlation

The correlation between TEX and CAT is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.70

Correlation (3Y)
Calculated over the trailing 3-year period

0.70

Correlation (5Y)
Calculated over the trailing 5-year period

0.71

Correlation (10Y)
Calculated over the trailing 10-year period

0.71

Correlation (All Time)
Calculated using the full available price history since Mar 27, 1990

0.49

Over the past year, TEX and CAT have become more correlated (0.70) than their long-term average of 0.49, meaning their price movements have been converging.

Fundamentals

EPS

TEX:

$2.24

CAT:

$20.07

PE Ratio

TEX:

27.96

CAT:

46.14

PEG Ratio

TEX:

2.34

CAT:

3.05

PS Ratio

TEX:

0.52

CAT:

6.14

Total Revenue (TTM)

TEX:

$5.93B

CAT:

$70.76B

Gross Profit (TTM)

TEX:

$1.03B

CAT:

$23.01B

EBITDA (TTM)

TEX:

$449.00M

CAT:

$15.31B

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Return for Risk

TEX vs. CAT — Risk / Return Rank

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

TEX
TEX Risk / Return Rank: 6666
Overall Rank
TEX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
TEX Sortino Ratio Rank: 6363
Sortino Ratio Rank
TEX Omega Ratio Rank: 6262
Omega Ratio Rank
TEX Calmar Ratio Rank: 6767
Calmar Ratio Rank
TEX Martin Ratio Rank: 7070
Martin Ratio Rank

CAT
CAT Risk / Return Rank: 9898
Overall Rank
CAT Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
CAT Sortino Ratio Rank: 9898
Sortino Ratio Rank
CAT Omega Ratio Rank: 9797
Omega Ratio Rank
CAT Calmar Ratio Rank: 9898
Calmar Ratio Rank
CAT Martin Ratio Rank: 9999
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TEX vs. CAT - Risk-Adjusted Trends 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.


TEXCATDifference
Sharpe ratioReturn per unit of total volatility

-4.14

Sortino ratioReturn per unit of downside risk

-4.24

Omega ratioGain probability vs. loss probability

1.18

1.72

-0.54

Calmar ratioReturn relative to maximum drawdown

1.39

12.18

-10.79

Martin ratioReturn relative to average drawdown

3.82

40.49

-36.67

TEX vs. CAT - Sharpe Ratio Comparison

The current TEX Sharpe Ratio is 0.84, which is lower than the CAT Sharpe Ratio of 4.98. The chart below compares the historical Sharpe Ratios of TEX and CAT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


TEXCATDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

4.98

-4.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

1.08

-0.97

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

1.02

-0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

0.10

0.35

-0.26

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.


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Drawdown Indicators


TEXCATDifference

Max Drawdown

Largest peak-to-trough decline

-91.96%

-73.43%

-18.53%

Max Drawdown (1Y)

Largest decline over 1 year

-28.29%

-13.88%

-14.41%

Max Drawdown (3Y)

Largest decline over 3 years

-51.25%

-34.05%

-17.20%

Max Drawdown (5Y)

Largest decline over 5 years

-51.25%

-34.05%

-17.20%

Max Drawdown (10Y)

Largest decline over 10 years

-74.15%

-43.36%

-30.79%

Current Drawdown

Current decline from peak

-23.80%

-0.08%

-23.72%

Average Drawdown

Average peak-to-trough decline

-51.43%

-19.74%

-31.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.27%

4.17%

+6.10%

Volatility

TEX vs. CAT - Volatility Comparison

Terex Corporation (TEX) has a higher volatility of 13.77% compared to Caterpillar Inc. (CAT) at 11.17%. 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.


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Volatility by Period


TEXCATDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.77%

11.17%

+2.60%

Volatility (6M)

Calculated over the trailing 6-month period

34.67%

27.09%

+7.58%

Volatility (1Y)

Calculated over the trailing 1-year period

47.18%

33.97%

+13.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.14%

30.62%

+13.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

45.16%

30.86%

+14.30%

Dividends

TEX vs. CAT - Dividend Comparison

TEX's dividend yield for the trailing twelve months is around 1.09%, more than CAT's 0.65% yield.


PositionTTM20252024202320222021202020192018201720162015
CAT
Caterpillar Inc.
0.65%1.02%1.49%1.69%1.93%2.07%2.26%2.56%2.58%1.97%3.32%4.33%
TEX
Terex Corporation
1.09%1.27%1.47%1.11%1.22%1.09%0.34%1.48%1.45%0.66%0.89%1.30%

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


0.005.00B10.00B15.00B20.00B20222023202420252026
1.73B
17.42B
(TEX) Total Revenue
(CAT) Total Revenue
Values in USD except per share items

TEX vs. CAT - Profitability Comparison

The chart below illustrates the profitability comparison between Terex Corporation and Caterpillar Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%15.0%20.0%25.0%30.0%35.0%20222023202420252026
11.9%
35.1%
Portfolio components
TEX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Terex Corporation reported a gross profit of 206.00M and revenue of 1.73B. Therefore, the gross margin over that period was 11.9%.

CAT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Caterpillar Inc. reported a gross profit of 6.11B and revenue of 17.42B. Therefore, the gross margin over that period was 35.1%.

TEX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Terex Corporation reported an operating income of -82.00M and revenue of 1.73B, resulting in an operating margin of -4.7%.

CAT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Caterpillar Inc. reported an operating income of 3.09B and revenue of 17.42B, resulting in an operating margin of 17.7%.

TEX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Terex Corporation reported a net income of -89.00M and revenue of 1.73B, resulting in a net margin of -5.1%.

CAT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Caterpillar Inc. reported a net income of 2.55B and revenue of 17.42B, resulting in a net margin of 14.6%.


Frequently Asked Questions


TEX and CAT have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TEX has higher volatility (13.77%) compared to CAT (11.17%). In terms of maximum drawdown, TEX dropped -91.96% vs CAT's -73.43%.

CAT currently has the higher Sharpe Ratio (4.98 vs 0.84), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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