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TT vs. GGG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between TT and GGG is 0.40, 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

TT vs. GGG - Performance Comparison

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

25,000.00%30,000.00%35,000.00%40,000.00%45,000.00%JulyAugustSeptemberOctoberNovemberDecember
30,383.39%
41,262.30%
TT
GGG

Key characteristics

Sharpe Ratio

TT:

2.56

GGG:

0.05

Sortino Ratio

TT:

3.33

GGG:

0.20

Omega Ratio

TT:

1.43

GGG:

1.02

Calmar Ratio

TT:

6.03

GGG:

0.05

Martin Ratio

TT:

20.45

GGG:

0.09

Ulcer Index

TT:

2.92%

GGG:

9.89%

Daily Std Dev

TT:

23.29%

GGG:

19.12%

Max Drawdown

TT:

-77.92%

GGG:

-68.77%

Current Drawdown

TT:

-9.85%

GGG:

-9.69%

Fundamentals

Market Cap

TT:

$88.16B

GGG:

$14.56B

EPS

TT:

$10.92

GGG:

$2.83

PE Ratio

TT:

35.88

GGG:

30.46

PEG Ratio

TT:

2.81

GGG:

2.91

Total Revenue (TTM)

TT:

$19.39B

GGG:

$2.13B

Gross Profit (TTM)

TT:

$6.84B

GGG:

$1.14B

EBITDA (TTM)

TT:

$3.73B

GGG:

$573.71M

Returns By Period

In the year-to-date period, TT achieves a 56.18% return, which is significantly higher than GGG's -1.19% return. Over the past 10 years, TT has outperformed GGG with an annualized return of 24.59%, while GGG has yielded a comparatively lower 13.98% annualized return.


TT

YTD

56.18%

1M

-9.03%

6M

13.37%

1Y

57.15%

5Y*

31.28%

10Y*

24.59%

GGG

YTD

-1.19%

1M

-4.30%

6M

7.20%

1Y

0.05%

5Y*

11.66%

10Y*

13.98%

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Risk-Adjusted Performance

TT vs. GGG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Trane Technologies plc (TT) and Graco Inc. (GGG). 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 2.56, compared to the broader market-4.00-2.000.002.002.560.05
The chart of Sortino ratio for TT, currently valued at 3.33, compared to the broader market-4.00-2.000.002.004.003.330.20
The chart of Omega ratio for TT, currently valued at 1.43, compared to the broader market0.501.001.502.001.431.02
The chart of Calmar ratio for TT, currently valued at 6.03, compared to the broader market0.002.004.006.006.030.05
The chart of Martin ratio for TT, currently valued at 20.45, compared to the broader market-5.000.005.0010.0015.0020.0025.0020.450.09
TT
GGG

The current TT Sharpe Ratio is 2.56, which is higher than the GGG Sharpe Ratio of 0.05. The chart below compares the historical Sharpe Ratios of TT and GGG, 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 Ratio0.001.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
2.56
0.05
TT
GGG

Dividends

TT vs. GGG - Dividend Comparison

TT's dividend yield for the trailing twelve months is around 0.89%, less than GGG's 1.20% yield.


TTM20232022202120202019201820172016201520142013
TT
Trane Technologies plc
0.89%1.23%1.59%1.17%1.46%1.59%2.15%1.91%1.81%2.10%1.58%1.09%
GGG
Graco Inc.
1.20%1.08%1.25%0.93%0.97%1.23%1.27%2.65%1.59%1.67%2.40%1.28%

Drawdowns

TT vs. GGG - Drawdown Comparison

The maximum TT drawdown since its inception was -77.92%, which is greater than GGG's maximum drawdown of -68.77%. Use the drawdown chart below to compare losses from any high point for TT and GGG. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.85%
-9.69%
TT
GGG

Volatility

TT vs. GGG - Volatility Comparison

The current volatility for Trane Technologies plc (TT) is 5.34%, while Graco Inc. (GGG) has a volatility of 5.83%. This indicates that TT experiences smaller price fluctuations and is considered to be less risky than GGG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.34%
5.83%
TT
GGG

Financials

TT vs. GGG - Financials Comparison

This section allows you to compare key financial metrics between Trane Technologies plc and Graco 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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