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TKR vs. MSA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between TKR and MSA is 0.36, 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.


-0.50.00.51.00.4

Performance

TKR vs. MSA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Timken Company (TKR) and MSA Safety Incorporated (MSA). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
-11.04%
-11.40%
TKR
MSA

Key characteristics

Sharpe Ratio

TKR:

-0.26

MSA:

-0.01

Sortino Ratio

TKR:

-0.17

MSA:

0.13

Omega Ratio

TKR:

0.98

MSA:

1.02

Calmar Ratio

TKR:

-0.34

MSA:

-0.01

Martin Ratio

TKR:

-0.76

MSA:

-0.01

Ulcer Index

TKR:

9.93%

MSA:

8.47%

Daily Std Dev

TKR:

28.86%

MSA:

20.11%

Max Drawdown

TKR:

-72.45%

MSA:

-70.32%

Current Drawdown

TKR:

-21.99%

MSA:

-17.25%

Fundamentals

Market Cap

TKR:

$5.24B

MSA:

$6.64B

EPS

TKR:

$4.82

MSA:

$6.92

PE Ratio

TKR:

15.51

MSA:

24.42

PEG Ratio

TKR:

0.93

MSA:

1.70

Total Revenue (TTM)

TKR:

$4.59B

MSA:

$1.80B

Gross Profit (TTM)

TKR:

$1.41B

MSA:

$866.40M

EBITDA (TTM)

TKR:

$813.30M

MSA:

$459.98M

Returns By Period

In the year-to-date period, TKR achieves a -8.68% return, which is significantly lower than MSA's -1.49% return. Over the past 10 years, TKR has underperformed MSA with an annualized return of 7.61%, while MSA has yielded a comparatively higher 14.02% annualized return.


TKR

YTD

-8.68%

1M

-3.29%

6M

-11.81%

1Y

-8.96%

5Y*

7.04%

10Y*

7.61%

MSA

YTD

-1.49%

1M

-2.91%

6M

-10.49%

1Y

0.04%

5Y*

6.72%

10Y*

14.02%

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

TKR vs. MSA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Timken Company (TKR) and MSA Safety Incorporated (MSA). 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 TKR, currently valued at -0.26, compared to the broader market-4.00-2.000.002.00-0.26-0.01
The chart of Sortino ratio for TKR, currently valued at -0.17, compared to the broader market-4.00-2.000.002.004.00-0.170.13
The chart of Omega ratio for TKR, currently valued at 0.98, compared to the broader market0.501.001.502.000.981.02
The chart of Calmar ratio for TKR, currently valued at -0.34, compared to the broader market0.002.004.006.00-0.34-0.01
The chart of Martin ratio for TKR, currently valued at -0.76, compared to the broader market0.0010.0020.00-0.76-0.01
TKR
MSA

The current TKR Sharpe Ratio is -0.26, which is lower than the MSA Sharpe Ratio of -0.01. The chart below compares the historical Sharpe Ratios of TKR and MSA, 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-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.26
-0.01
TKR
MSA

Dividends

TKR vs. MSA - Dividend Comparison

TKR's dividend yield for the trailing twelve months is around 1.88%, more than MSA's 1.22% yield.


TTM20232022202120202019201820172016201520142013
TKR
The Timken Company
1.88%1.62%1.74%1.72%1.46%1.99%2.97%2.18%2.62%3.60%2.01%1.67%
MSA
MSA Safety Incorporated
1.22%1.11%1.26%1.16%1.14%1.30%1.58%1.78%1.89%2.92%2.32%2.30%

Drawdowns

TKR vs. MSA - Drawdown Comparison

The maximum TKR drawdown since its inception was -72.45%, roughly equal to the maximum MSA drawdown of -70.32%. Use the drawdown chart below to compare losses from any high point for TKR and MSA. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-21.99%
-17.25%
TKR
MSA

Volatility

TKR vs. MSA - Volatility Comparison

The Timken Company (TKR) and MSA Safety Incorporated (MSA) have volatilities of 6.80% and 6.69%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
6.80%
6.69%
TKR
MSA

Financials

TKR vs. MSA - Financials Comparison

This section allows you to compare key financial metrics between The Timken Company and MSA Safety Incorporated. 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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