PortfoliosLab logoPortfoliosLab logo
TRC vs. ALCO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

TRC vs. ALCO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tejon Ranch Co. (TRC) and Alico, Inc. (ALCO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, TRC achieves a 19.72% return, which is significantly higher than ALCO's 10.15% return. Over the past 10 years, TRC has underperformed ALCO with an annualized return of -2.29%, while ALCO has yielded a comparatively higher 5.04% annualized return.


TRC

1D
-1.10%
1M
-5.03%
YTD
19.72%
6M
15.47%
1Y
19.27%
3Y*
1.64%
5Y*
4.23%
10Y*
-2.29%

ALCO

1D
-1.38%
1M
-1.89%
YTD
10.15%
6M
7.09%
1Y
24.14%
3Y*
18.36%
5Y*
6.44%
10Y*
5.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TRC vs. ALCO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TRC
Tejon Ranch Co.
19.72%-0.82%-7.56%-8.70%-1.26%32.04%-9.57%-3.62%-20.13%-18.36%
ALCO
Alico, Inc.
10.15%40.97%-10.17%22.77%-32.56%25.30%-12.12%22.51%0.79%9.52%

Correlation

The correlation between TRC and ALCO is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.33

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

0.37

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

0.36

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

0.33

Correlation (All Time)
Calculated using the full available price history since Mar 18, 1992

0.26

The correlation between TRC and ALCO shifts across timeframes, from 0.26 (all time) to 0.37 (3 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS

TRC:

$0.02

ALCO:

-$2.48

PS Ratio

TRC:

7.48

ALCO:

18.61

Total Revenue (TTM)

TRC:

$50.89M

ALCO:

$16.42M

Gross Profit (TTM)

TRC:

$6.05M

ALCO:

-$34.26M

EBITDA (TTM)

TRC:

$4.75M

ALCO:

$11.86M

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Tejon Ranch Co.

Alico, Inc.

Often compared with TRC:
TRC vs. SPY
Often compared with ALCO:
ALCO vs. LMNRALCO vs. TPL

Return for Risk

TRC vs. ALCO — Risk / Return Rank

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

TRC
TRC Risk / Return Rank: 6161
Overall Rank
TRC Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
TRC Sortino Ratio Rank: 6060
Sortino Ratio Rank
TRC Omega Ratio Rank: 6060
Omega Ratio Rank
TRC Calmar Ratio Rank: 6161
Calmar Ratio Rank
TRC Martin Ratio Rank: 5757
Martin Ratio Rank

ALCO
ALCO Risk / Return Rank: 7070
Overall Rank
ALCO Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
ALCO Sortino Ratio Rank: 6666
Sortino Ratio Rank
ALCO Omega Ratio Rank: 6565
Omega Ratio Rank
ALCO Calmar Ratio Rank: 7474
Calmar Ratio Rank
ALCO Martin Ratio Rank: 7575
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.

TRC vs. ALCO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tejon Ranch Co. (TRC) and Alico, Inc. (ALCO). 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.


TRCALCODifference
Sharpe ratioReturn per unit of total volatility

-0.20

Sortino ratioReturn per unit of downside risk

-0.28

Omega ratioGain probability vs. loss probability

1.16

1.19

-0.03

Calmar ratioReturn relative to maximum drawdown

1.00

1.95

-0.95

Martin ratioReturn relative to average drawdown

1.64

5.02

-3.38

TRC vs. ALCO - Sharpe Ratio Comparison

The current TRC Sharpe Ratio is 0.84, which is comparable to the ALCO Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of TRC and ALCO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


TRCALCODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

1.04

-0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

0.21

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.08

0.16

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.00

0.16

-0.16

Drawdowns

TRC vs. ALCO - Drawdown Comparison

The maximum TRC drawdown since its inception was -79.82%, which is greater than ALCO's maximum drawdown of -70.57%. Use the drawdown chart below to compare losses from any high point for TRC and ALCO.


Loading charts...

Drawdown Indicators


TRCALCODifference

Max Drawdown

Largest peak-to-trough decline

-79.82%

-70.57%

-9.25%

Max Drawdown (1Y)

Largest decline over 1 year

-19.41%

-12.43%

-6.98%

Max Drawdown (3Y)

Largest decline over 3 years

-24.31%

-19.62%

-4.69%

Max Drawdown (5Y)

Largest decline over 5 years

-32.43%

-45.64%

+13.21%

Max Drawdown (10Y)

Largest decline over 10 years

-55.00%

-45.64%

-9.36%

Current Drawdown

Current decline from peak

-69.54%

-20.05%

-49.49%

Average Drawdown

Average peak-to-trough decline

-46.93%

-32.25%

-14.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.77%

4.88%

+6.89%

Volatility

TRC vs. ALCO - Volatility Comparison

Tejon Ranch Co. (TRC) has a higher volatility of 7.36% compared to Alico, Inc. (ALCO) at 5.37%. This indicates that TRC's price experiences larger fluctuations and is considered to be riskier than ALCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


TRCALCODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.36%

5.37%

+1.99%

Volatility (6M)

Calculated over the trailing 6-month period

15.99%

17.13%

-1.14%

Volatility (1Y)

Calculated over the trailing 1-year period

23.09%

23.31%

-0.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.04%

30.45%

-4.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.59%

32.15%

-4.56%

Dividends

TRC vs. ALCO - Dividend Comparison

TRC has not paid dividends to shareholders, while ALCO's dividend yield for the trailing twelve months is around 0.50%.


PositionTTM20252024202320222021202020192018201720162015
ALCO
Alico, Inc.
0.50%0.41%0.77%0.69%6.49%4.54%1.45%0.75%0.81%0.81%0.88%0.62%
TRC
Tejon Ranch Co.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

TRC vs. ALCO - Financials Comparison

This section allows you to compare key financial metrics between Tejon Ranch Co. and Alico, 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


0.0010.00M20.00M30.00M40.00M50.00M60.00M20222023202420252026
9.50M
5.34M
(TRC) Total Revenue
(ALCO) Total Revenue
Values in USD except per share items

Frequently Asked Questions


TRC and ALCO have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TRC has higher volatility (7.36%) compared to ALCO (5.37%). In terms of maximum drawdown, TRC dropped -79.82% vs ALCO's -70.57%.

ALCO currently has the higher Sharpe Ratio (1.04 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.

Portfolio Optimizer

Find the right allocation for TRC and ALCO

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

Open Portfolio Optimizer