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

Correlation

The correlation between TT and KD is 0.68, 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.


Performance

TT vs. KD - Performance Comparison

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

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Key characteristics

Sharpe Ratio

TT:

1.17

KD:

1.11

Sortino Ratio

TT:

1.56

KD:

1.79

Omega Ratio

TT:

1.21

KD:

1.24

Calmar Ratio

TT:

1.28

KD:

0.98

Martin Ratio

TT:

3.33

KD:

3.14

Ulcer Index

TT:

9.41%

KD:

14.61%

Daily Std Dev

TT:

28.98%

KD:

43.72%

Max Drawdown

TT:

-77.92%

KD:

-79.80%

Current Drawdown

TT:

0.00%

KD:

-6.88%

Fundamentals

Market Cap

TT:

$94.19B

KD:

$9.48B

EPS

TT:

$12.21

KD:

$1.05

PE Ratio

TT:

34.59

KD:

38.79

PS Ratio

TT:

4.64

KD:

0.63

PB Ratio

TT:

12.57

KD:

5.51

Total Revenue (TTM)

TT:

$20.31B

KD:

$15.06B

Gross Profit (TTM)

TT:

$7.30B

KD:

$2.32B

EBITDA (TTM)

TT:

$4.06B

KD:

$1.16B

Returns By Period

The year-to-date returns for both investments are quite close, with TT having a 16.49% return and KD slightly higher at 16.94%.


TT

YTD

16.49%

1M

29.78%

6M

5.81%

1Y

33.45%

5Y*

43.11%

10Y*

25.20%

KD

YTD

16.94%

1M

35.54%

6M

44.91%

1Y

48.10%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

TT vs. KD — 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 8282
Overall Rank
The Sharpe Ratio Rank of TT is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of TT is 7979
Sortino Ratio Rank
The Omega Ratio Rank of TT is 7777
Omega Ratio Rank
The Calmar Ratio Rank of TT is 8787
Calmar Ratio Rank
The Martin Ratio Rank of TT is 8080
Martin Ratio Rank

KD
The Risk-Adjusted Performance Rank of KD is 8282
Overall Rank
The Sharpe Ratio Rank of KD is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of KD is 8282
Sortino Ratio Rank
The Omega Ratio Rank of KD is 8181
Omega Ratio Rank
The Calmar Ratio Rank of KD is 8383
Calmar Ratio Rank
The Martin Ratio Rank of KD is 7979
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. KD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Trane Technologies plc (TT) and Kyndryl Holdings, Inc. (KD). 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.


The current TT Sharpe Ratio is 1.17, which is comparable to the KD Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of TT and KD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

TT vs. KD - Dividend Comparison

TT's dividend yield for the trailing twelve months is around 0.81%, while KD has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
TT
Trane Technologies plc
0.81%0.91%1.23%1.59%1.17%1.46%1.59%2.15%1.91%1.81%2.10%1.58%
KD
Kyndryl Holdings, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

TT vs. KD - Drawdown Comparison

The maximum TT drawdown since its inception was -77.92%, roughly equal to the maximum KD drawdown of -79.80%. Use the drawdown chart below to compare losses from any high point for TT and KD. For additional features, visit the drawdowns tool.


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Volatility

TT vs. KD - Volatility Comparison

The current volatility for Trane Technologies plc (TT) is 9.55%, while Kyndryl Holdings, Inc. (KD) has a volatility of 13.06%. This indicates that TT experiences smaller price fluctuations and is considered to be less risky than KD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

TT vs. KD - Financials Comparison

This section allows you to compare key financial metrics between Trane Technologies plc and Kyndryl Holdings, 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


3.00B3.50B4.00B4.50B5.00B5.50B20212022202320242025
4.69B
3.80B
(TT) Total Revenue
(KD) Total Revenue
Values in USD except per share items