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

Correlation

The correlation between TTEK and PH is 0.60, 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.


-0.50.00.51.0
Correlation: 0.6

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.

12,000.00%14,000.00%16,000.00%18,000.00%20,000.00%22,000.00%NovemberDecember2025FebruaryMarchApril
13,440.13%
12,815.64%
TTEK
PH

Key characteristics

Sharpe Ratio

TTEK:

-0.52

PH:

0.28

Sortino Ratio

TTEK:

-0.54

PH:

0.66

Omega Ratio

TTEK:

0.92

PH:

1.09

Calmar Ratio

TTEK:

-0.37

PH:

0.37

Martin Ratio

TTEK:

-0.77

PH:

1.24

Ulcer Index

TTEK:

21.40%

PH:

7.88%

Daily Std Dev

TTEK:

31.80%

PH:

34.86%

Max Drawdown

TTEK:

-77.89%

PH:

-66.92%

Current Drawdown

TTEK:

-38.02%

PH:

-15.35%

Fundamentals

Market Cap

TTEK:

$8.44B

PH:

$77.00B

EPS

TTEK:

$0.95

PH:

$24.22

PE Ratio

TTEK:

32.85

PH:

24.69

PEG Ratio

TTEK:

2.23

PH:

2.41

PS Ratio

TTEK:

1.87

PH:

3.87

PB Ratio

TTEK:

4.94

PH:

5.87

Total Revenue (TTM)

TTEK:

$4.14B

PH:

$14.83B

Gross Profit (TTM)

TTEK:

$689.93M

PH:

$5.40B

EBITDA (TTM)

TTEK:

$340.66M

PH:

$4.03B

Returns By Period

In the year-to-date period, TTEK achieves a -21.52% return, which is significantly lower than PH's -5.75% return. Over the past 10 years, TTEK has outperformed PH with an annualized return of 23.52%, while PH has yielded a comparatively lower 19.53% annualized return.


TTEK

YTD

-21.52%

1M

5.80%

6M

-34.66%

1Y

-18.04%

5Y*

17.42%

10Y*

23.52%

PH

YTD

-5.75%

1M

-4.51%

6M

-3.36%

1Y

9.15%

5Y*

35.48%

10Y*

19.53%

*Annualized

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Risk-Adjusted Performance

TTEK vs. PH — Risk-Adjusted Performance Rank

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

TTEK
The Risk-Adjusted Performance Rank of TTEK is 2626
Overall Rank
The Sharpe Ratio Rank of TTEK is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of TTEK is 2323
Sortino Ratio Rank
The Omega Ratio Rank of TTEK is 2222
Omega Ratio Rank
The Calmar Ratio Rank of TTEK is 2828
Calmar Ratio Rank
The Martin Ratio Rank of TTEK is 3535
Martin Ratio Rank

PH
The Risk-Adjusted Performance Rank of PH is 6363
Overall Rank
The Sharpe Ratio Rank of PH is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of PH is 5656
Sortino Ratio Rank
The Omega Ratio Rank of PH is 5858
Omega Ratio Rank
The Calmar Ratio Rank of PH is 6969
Calmar Ratio Rank
The Martin Ratio Rank of PH is 6868
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.

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.


The chart of Sharpe ratio for TTEK, currently valued at -0.52, compared to the broader market-2.00-1.000.001.002.003.00
TTEK: -0.52
PH: 0.28
The chart of Sortino ratio for TTEK, currently valued at -0.54, compared to the broader market-6.00-4.00-2.000.002.004.00
TTEK: -0.54
PH: 0.66
The chart of Omega ratio for TTEK, currently valued at 0.92, compared to the broader market0.501.001.502.00
TTEK: 0.92
PH: 1.09
The chart of Calmar ratio for TTEK, currently valued at -0.37, compared to the broader market0.001.002.003.004.005.00
TTEK: -0.37
PH: 0.37
The chart of Martin ratio for TTEK, currently valued at -0.77, compared to the broader market-5.000.005.0010.0015.0020.00
TTEK: -0.77
PH: 1.24

The current TTEK Sharpe Ratio is -0.52, which is lower than the PH Sharpe Ratio of 0.28. 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.52
0.28
TTEK
PH

Dividends

TTEK vs. PH - Dividend Comparison

TTEK's dividend yield for the trailing twelve months is around 0.74%, less than PH's 1.09% yield.


TTM20242023202220212020201920182017201620152014
TTEK
Tetra Tech, Inc.
0.74%0.57%0.61%0.61%0.45%0.57%0.66%0.89%0.81%0.81%1.19%0.79%
PH
Parker-Hannifin Corporation
1.09%1.00%1.25%1.73%1.25%1.29%1.65%1.97%1.32%1.80%2.60%1.61%

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.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-38.02%
-15.35%
TTEK
PH

Volatility

TTEK vs. PH - Volatility Comparison

The current volatility for Tetra Tech, Inc. (TTEK) is 11.03%, while Parker-Hannifin Corporation (PH) has a volatility of 22.30%. 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%20.00%NovemberDecember2025FebruaryMarchApril
11.03%
22.30%
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