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TTEK vs. PH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between TTEK and PH is 0.35, 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

TTEK vs. PH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tetra Tech, Inc. (TTEK) and Parker-Hannifin Corporation (PH). The values are adjusted to include any dividend payments, if applicable.

10,000.00%12,000.00%14,000.00%16,000.00%18,000.00%20,000.00%JulyAugustSeptemberOctoberNovemberDecember
16,228.19%
13,845.27%
TTEK
PH

Key characteristics

Sharpe Ratio

TTEK:

0.79

PH:

1.76

Sortino Ratio

TTEK:

1.17

PH:

2.72

Omega Ratio

TTEK:

1.18

PH:

1.36

Calmar Ratio

TTEK:

1.09

PH:

4.03

Martin Ratio

TTEK:

3.36

PH:

11.01

Ulcer Index

TTEK:

6.64%

PH:

4.14%

Daily Std Dev

TTEK:

28.25%

PH:

25.93%

Max Drawdown

TTEK:

-77.90%

PH:

-66.92%

Current Drawdown

TTEK:

-20.32%

PH:

-8.61%

Fundamentals

Market Cap

TTEK:

$11.11B

PH:

$85.73B

EPS

TTEK:

$1.23

PH:

$22.18

PE Ratio

TTEK:

33.73

PH:

30.03

PEG Ratio

TTEK:

2.23

PH:

2.80

Total Revenue (TTM)

TTEK:

$5.20B

PH:

$19.99B

Gross Profit (TTM)

TTEK:

$866.44M

PH:

$7.20B

EBITDA (TTM)

TTEK:

$584.12M

PH:

$4.95B

Returns By Period

In the year-to-date period, TTEK achieves a 21.07% return, which is significantly lower than PH's 42.03% return. Over the past 10 years, TTEK has outperformed PH with an annualized return of 24.65%, while PH has yielded a comparatively lower 19.40% annualized return.


TTEK

YTD

21.07%

1M

-1.31%

6M

-4.48%

1Y

21.75%

5Y*

20.23%

10Y*

24.65%

PH

YTD

42.03%

1M

-6.26%

6M

29.03%

1Y

43.52%

5Y*

27.58%

10Y*

19.40%

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Risk-Adjusted Performance

TTEK vs. PH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Tetra Tech, Inc. (TTEK) and Parker-Hannifin Corporation (PH). 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 TTEK, currently valued at 0.79, compared to the broader market-4.00-2.000.002.000.791.76
The chart of Sortino ratio for TTEK, currently valued at 1.17, compared to the broader market-4.00-2.000.002.004.001.172.72
The chart of Omega ratio for TTEK, currently valued at 1.18, compared to the broader market0.501.001.502.001.181.36
The chart of Calmar ratio for TTEK, currently valued at 1.09, compared to the broader market0.002.004.006.001.094.03
The chart of Martin ratio for TTEK, currently valued at 3.36, compared to the broader market-5.000.005.0010.0015.0020.0025.003.3611.01
TTEK
PH

The current TTEK Sharpe Ratio is 0.79, which is lower than the PH Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of TTEK and PH, 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 Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.79
1.76
TTEK
PH

Dividends

TTEK vs. PH - Dividend Comparison

TTEK's dividend yield for the trailing twelve months is around 1.14%, more than PH's 0.98% yield.


TTM20232022202120202019201820172016201520142013
TTEK
Tetra Tech, Inc.
1.14%2.40%1.80%0.85%1.74%1.92%3.52%2.39%3.31%2.27%2.88%0.00%
PH
Parker-Hannifin Corporation
0.98%1.25%1.73%1.25%1.29%1.65%1.97%1.32%1.80%2.60%1.61%1.38%

Drawdowns

TTEK vs. PH - Drawdown Comparison

The maximum TTEK drawdown since its inception was -77.90%, which is greater than PH's maximum drawdown of -66.92%. Use the drawdown chart below to compare losses from any high point for TTEK and PH. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-20.32%
-8.61%
TTEK
PH

Volatility

TTEK vs. PH - Volatility Comparison

The current volatility for Tetra Tech, Inc. (TTEK) is 4.14%, while Parker-Hannifin Corporation (PH) has a volatility of 5.26%. This indicates that TTEK experiences smaller price fluctuations and is considered to be less risky than PH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
4.14%
5.26%
TTEK
PH

Financials

TTEK vs. PH - Financials Comparison

This section allows you to compare key financial metrics between Tetra Tech, Inc. and Parker-Hannifin 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
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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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