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TLGPY vs. ATMU
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

TLGPY vs. ATMU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Telstra Corporation Limited (TLGPY) and Atmus Filtration Technologies Inc. (ATMU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TLGPY achieves a 10.36% return, which is significantly higher than ATMU's 0.60% return.


TLGPY

1D
0.00%
1M
-7.57%
YTD
10.36%
6M
12.61%
1Y
17.19%
3Y*
13.53%
5Y*
10Y*

ATMU

1D
0.64%
1M
6.86%
YTD
0.60%
6M
-3.20%
1Y
49.39%
3Y*
33.71%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TLGPY vs. ATMU - Yearly Performance Comparison


2026 (YTD)202520242023
TLGPY
Telstra Corporation Limited
10.36%38.47%-3.13%0.89%
ATMU
Atmus Filtration Technologies Inc.
0.60%33.16%67.28%8.40%

Correlation

The correlation between TLGPY and ATMU is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.26

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

0.24

Correlation (All Time)
Calculated using the full available price history since May 26, 2023

0.23

Fundamentals

Market Cap

TLGPY:

$40.49B

ATMU:

$4.27B

EPS

TLGPY:

A$1.72

ATMU:

$2.56

PE Ratio

TLGPY:

14.83

ATMU:

20.38

PEG Ratio

TLGPY:

2.20

ATMU:

3.67

PS Ratio

TLGPY:

1.27

ATMU:

3.19

PB Ratio

TLGPY:

4.35

ATMU:

10.59

Total Revenue (TTM)

TLGPY:

A$46.06B

ATMU:

$1.35B

Gross Profit (TTM)

TLGPY:

A$17.20B

ATMU:

$529.00M

EBITDA (TTM)

TLGPY:

A$15.42B

ATMU:

$334.60M

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Return for Risk

TLGPY vs. ATMU — Risk / Return Rank

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

TLGPY
TLGPY Risk / Return Rank: 7171
Overall Rank
TLGPY Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
TLGPY Sortino Ratio Rank: 6868
Sortino Ratio Rank
TLGPY Omega Ratio Rank: 6464
Omega Ratio Rank
TLGPY Calmar Ratio Rank: 7070
Calmar Ratio Rank
TLGPY Martin Ratio Rank: 7878
Martin Ratio Rank

ATMU
ATMU Risk / Return Rank: 7575
Overall Rank
ATMU Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
ATMU Sortino Ratio Rank: 7373
Sortino Ratio Rank
ATMU Omega Ratio Rank: 7676
Omega Ratio Rank
ATMU Calmar Ratio Rank: 7272
Calmar Ratio Rank
ATMU Martin Ratio Rank: 7676
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.

TLGPY vs. ATMU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Telstra Corporation Limited (TLGPY) and Atmus Filtration Technologies Inc. (ATMU). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


TLGPYATMUDifference
Sharpe ratioReturn per unit of total volatility

-0.31

Sortino ratioReturn per unit of downside risk

-0.25

Omega ratioGain probability vs. loss probability

1.18

1.26

-0.08

Calmar ratioReturn relative to maximum drawdown

1.50

1.64

-0.14

Martin ratioReturn relative to average drawdown

5.48

5.01

+0.47

TLGPY vs. ATMU - Sharpe Ratio Comparison

The current TLGPY Sharpe Ratio is 1.06, which is comparable to the ATMU Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of TLGPY and ATMU, 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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Drawdowns

TLGPY vs. ATMU - Drawdown Comparison

The maximum TLGPY drawdown since its inception was -19.28%, smaller than the maximum ATMU drawdown of -30.22%. Use the drawdown chart below to compare losses from any high point for TLGPY and ATMU.


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Drawdown Indicators


TLGPYATMUDifference

Max Drawdown

Largest peak-to-trough decline

-19.28%

-30.22%

+10.94%

Max Drawdown (1Y)

Largest decline over 1 year

-11.52%

-30.22%

+18.70%

Max Drawdown (3Y)

Largest decline over 3 years

-17.52%

-30.22%

+12.70%

Current Drawdown

Current decline from peak

-10.04%

-20.42%

+10.38%

Average Drawdown

Average peak-to-trough decline

-5.37%

-8.75%

+3.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.14%

9.88%

-6.74%

Volatility

TLGPY vs. ATMU - Volatility Comparison

The current volatility for Telstra Corporation Limited (TLGPY) is 6.03%, while Atmus Filtration Technologies Inc. (ATMU) has a volatility of 10.54%. This indicates that TLGPY experiences smaller price fluctuations and is considered to be less risky than ATMU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TLGPYATMUDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.03%

10.54%

-4.51%

Volatility (6M)

Calculated over the trailing 6-month period

12.21%

30.93%

-18.72%

Volatility (1Y)

Calculated over the trailing 1-year period

16.35%

36.35%

-20.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.10%

34.43%

-13.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.10%

34.43%

-13.33%

Dividends

TLGPY vs. ATMU - Dividend Comparison

TLGPY's dividend yield for the trailing twelve months is around 3.81%, more than ATMU's 0.42% yield.


PositionTTM202520242023
ATMU
Atmus Filtration Technologies Inc.
0.42%0.40%0.26%0.00%
TLGPY
Telstra Corporation Limited
3.81%3.71%4.76%9.50%

Financials

TLGPY vs. ATMU - Financials Comparison

This section allows you to compare key financial metrics between Telstra Corporation Limited and Atmus Filtration Technologies 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


0.002.00B4.00B6.00B8.00B10.00B12.00B202120222023202420252026
11.43B
0
(TLGPY) Total Revenue
(ATMU) Total Revenue
Please note, different currencies. TLGPY values in AUD, ATMU values in USD

Frequently Asked Questions


TLGPY and ATMU have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ATMU has higher volatility (10.54%) compared to TLGPY (6.03%). In terms of maximum drawdown, TLGPY dropped -19.28% vs ATMU's -30.22%.

ATMU currently has the higher Sharpe Ratio (1.37 vs 1.06), 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.

Portfolio Optimizer

Find the right allocation for TLGPY and ATMU

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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