PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
TRN vs. NJR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between TRN and NJR is 0.28, 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.


-0.50.00.51.00.3

Performance

TRN vs. NJR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Trinity Industries, Inc. (TRN) and New Jersey Resources Corporation (NJR). The values are adjusted to include any dividend payments, if applicable.

2,000.00%3,000.00%4,000.00%5,000.00%6,000.00%7,000.00%JulyAugustSeptemberOctoberNovemberDecember
2,062.95%
6,074.99%
TRN
NJR

Key characteristics

Sharpe Ratio

TRN:

1.27

NJR:

0.53

Sortino Ratio

TRN:

2.03

NJR:

0.85

Omega Ratio

TRN:

1.25

NJR:

1.11

Calmar Ratio

TRN:

1.63

NJR:

0.37

Martin Ratio

TRN:

7.28

NJR:

2.07

Ulcer Index

TRN:

6.01%

NJR:

4.82%

Daily Std Dev

TRN:

34.55%

NJR:

18.81%

Max Drawdown

TRN:

-86.22%

NJR:

-50.72%

Current Drawdown

TRN:

-6.80%

NJR:

-10.45%

Fundamentals

Market Cap

TRN:

$3.01B

NJR:

$4.74B

EPS

TRN:

$2.25

NJR:

$2.92

PE Ratio

TRN:

16.30

NJR:

16.27

PEG Ratio

TRN:

2.78

NJR:

2.02

Total Revenue (TTM)

TRN:

$3.25B

NJR:

$1.80B

Gross Profit (TTM)

TRN:

$669.50M

NJR:

$623.23M

EBITDA (TTM)

TRN:

$759.20M

NJR:

$665.88M

Returns By Period

In the year-to-date period, TRN achieves a 39.78% return, which is significantly higher than NJR's 8.40% return. Over the past 10 years, TRN has outperformed NJR with an annualized return of 8.81%, while NJR has yielded a comparatively lower 8.08% annualized return.


TRN

YTD

39.78%

1M

-3.79%

6M

18.67%

1Y

41.05%

5Y*

13.36%

10Y*

8.81%

NJR

YTD

8.40%

1M

-3.78%

6M

12.65%

1Y

8.54%

5Y*

4.21%

10Y*

8.08%

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

TRN vs. NJR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Trinity Industries, Inc. (TRN) and New Jersey Resources Corporation (NJR). 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 TRN, currently valued at 1.27, compared to the broader market-4.00-2.000.002.001.270.53
The chart of Sortino ratio for TRN, currently valued at 2.03, compared to the broader market-4.00-2.000.002.004.002.030.85
The chart of Omega ratio for TRN, currently valued at 1.25, compared to the broader market0.501.001.502.001.251.11
The chart of Calmar ratio for TRN, currently valued at 1.63, compared to the broader market0.002.004.006.001.630.37
The chart of Martin ratio for TRN, currently valued at 7.28, compared to the broader market-5.000.005.0010.0015.0020.0025.007.282.07
TRN
NJR

The current TRN Sharpe Ratio is 1.27, which is higher than the NJR Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of TRN and NJR, 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-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
1.27
0.53
TRN
NJR

Dividends

TRN vs. NJR - Dividend Comparison

TRN's dividend yield for the trailing twelve months is around 3.13%, less than NJR's 3.74% yield.


TTM20232022202120202019201820172016201520142013
TRN
Trinity Industries, Inc.
3.13%3.91%3.11%2.78%2.88%2.89%1.82%1.28%1.59%1.75%1.25%0.92%
NJR
New Jersey Resources Corporation
3.74%3.63%3.04%3.39%3.63%2.72%2.48%2.63%2.79%2.82%2.84%3.55%

Drawdowns

TRN vs. NJR - Drawdown Comparison

The maximum TRN drawdown since its inception was -86.22%, which is greater than NJR's maximum drawdown of -50.72%. Use the drawdown chart below to compare losses from any high point for TRN and NJR. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.80%
-10.45%
TRN
NJR

Volatility

TRN vs. NJR - Volatility Comparison

Trinity Industries, Inc. (TRN) has a higher volatility of 7.61% compared to New Jersey Resources Corporation (NJR) at 7.15%. This indicates that TRN's price experiences larger fluctuations and is considered to be riskier than NJR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
7.61%
7.15%
TRN
NJR

Financials

TRN vs. NJR - Financials Comparison

This section allows you to compare key financial metrics between Trinity Industries, Inc. and New Jersey Resources Corporation. 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab