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TRMB vs. IOT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between TRMB and IOT is 0.47, 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

TRMB vs. IOT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Trimble Inc. (TRMB) and Samsara Inc. (IOT). The values are adjusted to include any dividend payments, if applicable.

-50.00%0.00%50.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
-17.83%
79.43%
TRMB
IOT

Key characteristics

Sharpe Ratio

TRMB:

1.33

IOT:

0.67

Sortino Ratio

TRMB:

2.23

IOT:

1.24

Omega Ratio

TRMB:

1.28

IOT:

1.15

Calmar Ratio

TRMB:

0.81

IOT:

1.02

Martin Ratio

TRMB:

4.15

IOT:

2.92

Ulcer Index

TRMB:

9.49%

IOT:

11.58%

Daily Std Dev

TRMB:

29.47%

IOT:

50.41%

Max Drawdown

TRMB:

-87.23%

IOT:

-70.38%

Current Drawdown

TRMB:

-25.16%

IOT:

-21.35%

Fundamentals

Market Cap

TRMB:

$17.80B

IOT:

$26.25B

EPS

TRMB:

$5.98

IOT:

-$0.47

PEG Ratio

TRMB:

2.55

IOT:

0.00

Total Revenue (TTM)

TRMB:

$3.63B

IOT:

$1.18B

Gross Profit (TTM)

TRMB:

$2.24B

IOT:

$892.14M

EBITDA (TTM)

TRMB:

$633.20M

IOT:

-$164.02M

Returns By Period

In the year-to-date period, TRMB achieves a 34.66% return, which is significantly higher than IOT's 32.77% return.


TRMB

YTD

34.66%

1M

0.29%

6M

27.61%

1Y

36.61%

5Y*

11.14%

10Y*

10.14%

IOT

YTD

32.77%

1M

-15.79%

6M

51.16%

1Y

31.16%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

TRMB vs. IOT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Trimble Inc. (TRMB) and Samsara Inc. (IOT). 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 TRMB, currently valued at 1.33, compared to the broader market-4.00-2.000.002.001.330.67
The chart of Sortino ratio for TRMB, currently valued at 2.23, compared to the broader market-4.00-2.000.002.004.002.231.24
The chart of Omega ratio for TRMB, currently valued at 1.28, compared to the broader market0.501.001.502.001.281.15
The chart of Calmar ratio for TRMB, currently valued at 0.89, compared to the broader market0.002.004.006.000.891.02
The chart of Martin ratio for TRMB, currently valued at 4.15, compared to the broader market-5.000.005.0010.0015.0020.0025.004.152.92
TRMB
IOT

The current TRMB Sharpe Ratio is 1.33, which is higher than the IOT Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of TRMB and IOT, 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 Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.33
0.67
TRMB
IOT

Dividends

TRMB vs. IOT - Dividend Comparison

Neither TRMB nor IOT has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

TRMB vs. IOT - Drawdown Comparison

The maximum TRMB drawdown since its inception was -87.23%, which is greater than IOT's maximum drawdown of -70.38%. Use the drawdown chart below to compare losses from any high point for TRMB and IOT. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-19.19%
-21.35%
TRMB
IOT

Volatility

TRMB vs. IOT - Volatility Comparison

The current volatility for Trimble Inc. (TRMB) is 5.66%, while Samsara Inc. (IOT) has a volatility of 16.32%. This indicates that TRMB experiences smaller price fluctuations and is considered to be less risky than IOT 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
5.66%
16.32%
TRMB
IOT

Financials

TRMB vs. IOT - Financials Comparison

This section allows you to compare key financial metrics between Trimble Inc. and Samsara 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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