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

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.

-10.00%0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
-5.51%
34.13%
TTEK
PH

Returns By Period

In the year-to-date period, TTEK achieves a 22.67% return, which is significantly lower than PH's 54.20% return. Over the past 10 years, TTEK has outperformed PH with an annualized return of 25.23%, while PH has yielded a comparatively lower 20.25% annualized return.


TTEK

YTD

22.67%

1M

-16.38%

6M

-5.51%

1Y

24.64%

5Y (annualized)

20.85%

10Y (annualized)

25.23%

PH

YTD

54.20%

1M

11.93%

6M

34.13%

1Y

64.74%

5Y (annualized)

30.88%

10Y (annualized)

20.25%

Fundamentals


TTEKPH
Market Cap$10.77B$88.87B
EPS$1.23$22.16
PE Ratio32.7031.16
PEG Ratio2.233.14
Total Revenue (TTM)$5.20B$19.99B
Gross Profit (TTM)$866.44M$7.20B
EBITDA (TTM)$557.96M$4.95B

Key characteristics


TTEKPH
Sharpe Ratio0.862.48
Sortino Ratio1.253.62
Omega Ratio1.201.50
Calmar Ratio1.225.66
Martin Ratio5.4716.21
Ulcer Index4.53%3.95%
Daily Std Dev28.70%25.88%
Max Drawdown-77.89%-66.92%
Current Drawdown-19.26%-0.77%

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Correlation

-0.50.00.51.00.4

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.

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 0.86, compared to the broader market-4.00-2.000.002.004.000.862.48
The chart of Sortino ratio for TTEK, currently valued at 1.25, compared to the broader market-4.00-2.000.002.004.001.253.62
The chart of Omega ratio for TTEK, currently valued at 1.20, compared to the broader market0.501.001.502.001.201.50
The chart of Calmar ratio for TTEK, currently valued at 1.22, compared to the broader market0.002.004.006.001.225.66
The chart of Martin ratio for TTEK, currently valued at 5.47, compared to the broader market0.0010.0020.0030.005.4716.21
TTEK
PH

The current TTEK Sharpe Ratio is 0.86, which is lower than the PH Sharpe Ratio of 2.48. 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 Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
0.86
2.48
TTEK
PH

Dividends

TTEK vs. PH - Dividend Comparison

TTEK's dividend yield for the trailing twelve months is around 0.54%, less than PH's 0.91% yield.


TTM20232022202120202019201820172016201520142013
TTEK
Tetra Tech, Inc.
0.54%1.23%1.25%1.80%1.68%2.61%2.74%2.39%1.65%3.50%2.88%0.00%
PH
Parker-Hannifin Corporation
0.91%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 -77.89%, 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%JuneJulyAugustSeptemberOctoberNovember
-19.26%
-0.77%
TTEK
PH

Volatility

TTEK vs. PH - Volatility Comparison

Tetra Tech, Inc. (TTEK) has a higher volatility of 17.76% compared to Parker-Hannifin Corporation (PH) at 9.82%. This indicates that TTEK's price experiences larger fluctuations and is considered to be riskier than PH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
17.76%
9.82%
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