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

Correlation

The correlation between TT and CW is 0.38, 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.


-0.50.00.51.00.4

Performance

TT vs. CW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Trane Technologies plc (TT) and Curtiss-Wright Corporation (CW). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%AugustSeptemberOctoberNovemberDecember2025
13.33%
29.34%
TT
CW

Key characteristics

Sharpe Ratio

TT:

2.60

CW:

2.76

Sortino Ratio

TT:

3.36

CW:

3.38

Omega Ratio

TT:

1.43

CW:

1.49

Calmar Ratio

TT:

5.20

CW:

5.87

Martin Ratio

TT:

16.07

CW:

17.46

Ulcer Index

TT:

3.79%

CW:

3.83%

Daily Std Dev

TT:

23.42%

CW:

24.21%

Max Drawdown

TT:

-77.92%

CW:

-59.19%

Current Drawdown

TT:

-6.96%

CW:

-5.74%

Fundamentals

Market Cap

TT:

$87.58B

CW:

$13.92B

EPS

TT:

$10.90

CW:

$10.57

PE Ratio

TT:

35.71

CW:

34.71

PEG Ratio

TT:

2.79

CW:

2.71

Total Revenue (TTM)

TT:

$14.96B

CW:

$2.30B

Gross Profit (TTM)

TT:

$5.37B

CW:

$836.12M

EBITDA (TTM)

TT:

$2.97B

CW:

$482.90M

Returns By Period

In the year-to-date period, TT achieves a 5.37% return, which is significantly higher than CW's 3.40% return. Over the past 10 years, TT has outperformed CW with an annualized return of 24.97%, while CW has yielded a comparatively lower 19.00% annualized return.


TT

YTD

5.37%

1M

3.20%

6M

15.97%

1Y

57.94%

5Y*

32.80%

10Y*

24.97%

CW

YTD

3.40%

1M

3.59%

6M

30.58%

1Y

65.17%

5Y*

20.69%

10Y*

19.00%

*Annualized

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

TT vs. CW — Risk-Adjusted Performance Rank

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

TT
The Risk-Adjusted Performance Rank of TT is 9595
Overall Rank
The Sharpe Ratio Rank of TT is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of TT is 9494
Sortino Ratio Rank
The Omega Ratio Rank of TT is 9292
Omega Ratio Rank
The Calmar Ratio Rank of TT is 9898
Calmar Ratio Rank
The Martin Ratio Rank of TT is 9696
Martin Ratio Rank

CW
The Risk-Adjusted Performance Rank of CW is 9696
Overall Rank
The Sharpe Ratio Rank of CW is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of CW is 9494
Sortino Ratio Rank
The Omega Ratio Rank of CW is 9595
Omega Ratio Rank
The Calmar Ratio Rank of CW is 9999
Calmar Ratio Rank
The Martin Ratio Rank of CW is 9797
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TT vs. CW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Trane Technologies plc (TT) and Curtiss-Wright Corporation (CW). 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 TT, currently valued at 2.60, compared to the broader market-2.000.002.004.002.602.76
The chart of Sortino ratio for TT, currently valued at 3.36, compared to the broader market-4.00-2.000.002.004.006.003.363.38
The chart of Omega ratio for TT, currently valued at 1.43, compared to the broader market0.501.001.502.001.431.49
The chart of Calmar ratio for TT, currently valued at 5.20, compared to the broader market0.002.004.006.005.205.87
The chart of Martin ratio for TT, currently valued at 16.07, compared to the broader market-10.000.0010.0020.0030.0016.0717.46
TT
CW

The current TT Sharpe Ratio is 2.60, which is comparable to the CW Sharpe Ratio of 2.76. The chart below compares the historical Sharpe Ratios of TT and CW, 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 Ratio2.002.503.003.504.004.50AugustSeptemberOctoberNovemberDecember2025
2.60
2.76
TT
CW

Dividends

TT vs. CW - Dividend Comparison

TT's dividend yield for the trailing twelve months is around 0.86%, more than CW's 0.23% yield.


TTM20242023202220212020201920182017201620152014
TT
Trane Technologies plc
0.86%0.91%1.23%1.59%1.17%1.46%1.59%2.15%1.91%1.81%2.10%1.58%
CW
Curtiss-Wright Corporation
0.23%0.23%0.35%0.45%0.51%0.58%0.47%0.59%0.46%0.53%0.76%0.74%

Drawdowns

TT vs. CW - Drawdown Comparison

The maximum TT drawdown since its inception was -77.92%, which is greater than CW's maximum drawdown of -59.19%. Use the drawdown chart below to compare losses from any high point for TT and CW. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-6.96%
-5.74%
TT
CW

Volatility

TT vs. CW - Volatility Comparison

The current volatility for Trane Technologies plc (TT) is 6.11%, while Curtiss-Wright Corporation (CW) has a volatility of 9.16%. This indicates that TT experiences smaller price fluctuations and is considered to be less risky than CW 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%AugustSeptemberOctoberNovemberDecember2025
6.11%
9.16%
TT
CW

Financials

TT vs. CW - Financials Comparison

This section allows you to compare key financial metrics between Trane Technologies plc and Curtiss-Wright 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 © 2025 PortfoliosLab