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TRN vs. PCAR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between TRN and PCAR is 0.43, 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.


-0.50.00.51.00.4

Performance

TRN vs. PCAR - Performance Comparison

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

0.00%5,000.00%10,000.00%15,000.00%20,000.00%25,000.00%JulyAugustSeptemberOctoberNovemberDecember
2,062.95%
25,302.80%
TRN
PCAR

Key characteristics

Sharpe Ratio

TRN:

1.27

PCAR:

0.55

Sortino Ratio

TRN:

2.03

PCAR:

0.89

Omega Ratio

TRN:

1.25

PCAR:

1.13

Calmar Ratio

TRN:

1.63

PCAR:

0.54

Martin Ratio

TRN:

7.28

PCAR:

1.05

Ulcer Index

TRN:

6.01%

PCAR:

13.63%

Daily Std Dev

TRN:

34.55%

PCAR:

25.84%

Max Drawdown

TRN:

-86.22%

PCAR:

-66.16%

Current Drawdown

TRN:

-6.80%

PCAR:

-12.20%

Fundamentals

Market Cap

TRN:

$3.01B

PCAR:

$58.54B

EPS

TRN:

$2.25

PCAR:

$8.94

PE Ratio

TRN:

16.30

PCAR:

12.49

PEG Ratio

TRN:

2.78

PCAR:

1.18

Total Revenue (TTM)

TRN:

$3.25B

PCAR:

$34.83B

Gross Profit (TTM)

TRN:

$669.50M

PCAR:

$6.74B

EBITDA (TTM)

TRN:

$759.20M

PCAR:

$6.26B

Returns By Period

In the year-to-date period, TRN achieves a 39.78% return, which is significantly higher than PCAR's 12.20% return. Over the past 10 years, TRN has underperformed PCAR with an annualized return of 8.81%, while PCAR has yielded a comparatively higher 12.86% annualized return.


TRN

YTD

39.78%

1M

-3.79%

6M

18.67%

1Y

41.05%

5Y*

13.36%

10Y*

8.81%

PCAR

YTD

12.20%

1M

-1.50%

6M

2.84%

1Y

13.06%

5Y*

18.87%

10Y*

12.86%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

TRN vs. PCAR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Trinity Industries, Inc. (TRN) and PACCAR Inc (PCAR). 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-4.00-2.000.002.001.270.55
The chart of Sortino ratio for TRN, currently valued at 2.03, compared to the broader market-4.00-2.000.002.004.002.030.89
The chart of Omega ratio for TRN, currently valued at 1.25, compared to the broader market0.501.001.502.001.251.13
The chart of Calmar ratio for TRN, currently valued at 1.63, compared to the broader market0.002.004.006.001.630.54
The chart of Martin ratio for TRN, currently valued at 7.28, compared to the broader market-5.000.005.0010.0015.0020.0025.007.281.05
TRN
PCAR

The current TRN Sharpe Ratio is 1.27, which is higher than the PCAR Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of TRN and PCAR, 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 Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
1.27
0.55
TRN
PCAR

Dividends

TRN vs. PCAR - Dividend Comparison

TRN's dividend yield for the trailing twelve months is around 3.13%, less than PCAR's 3.96% 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%
PCAR
PACCAR Inc
3.96%4.34%4.23%3.22%2.29%4.53%5.41%3.08%2.44%4.89%2.73%2.87%

Drawdowns

TRN vs. PCAR - Drawdown Comparison

The maximum TRN drawdown since its inception was -86.22%, which is greater than PCAR's maximum drawdown of -66.16%. Use the drawdown chart below to compare losses from any high point for TRN and PCAR. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.80%
-12.20%
TRN
PCAR

Volatility

TRN vs. PCAR - Volatility Comparison

Trinity Industries, Inc. (TRN) has a higher volatility of 7.61% compared to PACCAR Inc (PCAR) at 6.81%. This indicates that TRN's price experiences larger fluctuations and is considered to be riskier than PCAR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
7.61%
6.81%
TRN
PCAR

Financials

TRN vs. PCAR - Financials Comparison

This section allows you to compare key financial metrics between Trinity Industries, Inc. and PACCAR 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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