PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
TW vs. LMB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between TW and LMB is 0.12, 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.


-0.50.00.51.00.1

Performance

TW vs. LMB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tradeweb Markets Inc. (TW) and Limbach Holdings, Inc. (LMB). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%80.00%AugustSeptemberOctoberNovemberDecember2025
16.55%
50.50%
TW
LMB

Key characteristics

Sharpe Ratio

TW:

1.52

LMB:

2.14

Sortino Ratio

TW:

2.12

LMB:

2.61

Omega Ratio

TW:

1.27

LMB:

1.34

Calmar Ratio

TW:

3.03

LMB:

5.03

Martin Ratio

TW:

8.47

LMB:

13.13

Ulcer Index

TW:

3.71%

LMB:

9.48%

Daily Std Dev

TW:

20.71%

LMB:

58.46%

Max Drawdown

TW:

-48.64%

LMB:

-84.10%

Current Drawdown

TW:

-5.93%

LMB:

-14.55%

Fundamentals

Market Cap

TW:

$27.96B

LMB:

$1.01B

EPS

TW:

$2.08

LMB:

$2.18

PE Ratio

TW:

61.61

LMB:

41.28

PEG Ratio

TW:

3.15

LMB:

2.54

Total Revenue (TTM)

TW:

$1.26B

LMB:

$375.13M

Gross Profit (TTM)

TW:

$1.00B

LMB:

$98.62M

EBITDA (TTM)

TW:

$705.01M

LMB:

$36.06M

Returns By Period

In the year-to-date period, TW achieves a -2.12% return, which is significantly lower than LMB's 5.21% return.


TW

YTD

-2.12%

1M

-5.03%

6M

19.47%

1Y

31.44%

5Y*

24.43%

10Y*

N/A

LMB

YTD

5.21%

1M

4.77%

6M

49.85%

1Y

113.22%

5Y*

85.57%

10Y*

28.35%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

TW vs. LMB — Risk-Adjusted Performance Rank

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

TW
The Risk-Adjusted Performance Rank of TW is 8787
Overall Rank
The Sharpe Ratio Rank of TW is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of TW is 8282
Sortino Ratio Rank
The Omega Ratio Rank of TW is 8181
Omega Ratio Rank
The Calmar Ratio Rank of TW is 9595
Calmar Ratio Rank
The Martin Ratio Rank of TW is 8989
Martin Ratio Rank

LMB
The Risk-Adjusted Performance Rank of LMB is 9292
Overall Rank
The Sharpe Ratio Rank of LMB is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of LMB is 8888
Sortino Ratio Rank
The Omega Ratio Rank of LMB is 8787
Omega Ratio Rank
The Calmar Ratio Rank of LMB is 9898
Calmar Ratio Rank
The Martin Ratio Rank of LMB is 9494
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.

TW vs. LMB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Tradeweb Markets Inc. (TW) and Limbach Holdings, Inc. (LMB). 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 TW, currently valued at 1.52, compared to the broader market-2.000.002.001.522.14
The chart of Sortino ratio for TW, currently valued at 2.12, compared to the broader market-4.00-2.000.002.004.002.122.61
The chart of Omega ratio for TW, currently valued at 1.27, compared to the broader market0.501.001.502.001.271.34
The chart of Calmar ratio for TW, currently valued at 3.03, compared to the broader market0.002.004.006.003.035.03
The chart of Martin ratio for TW, currently valued at 8.47, compared to the broader market-10.000.0010.0020.008.4713.13
TW
LMB

The current TW Sharpe Ratio is 1.52, which is comparable to the LMB Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of TW and LMB, 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 Ratio1.001.502.002.503.003.504.00AugustSeptemberOctoberNovemberDecember2025
1.52
2.14
TW
LMB

Dividends

TW vs. LMB - Dividend Comparison

TW's dividend yield for the trailing twelve months is around 0.31%, while LMB has not paid dividends to shareholders.


TTM202420232022202120202019
TW
Tradeweb Markets Inc.
0.31%0.31%0.40%0.49%0.32%0.51%0.52%
LMB
Limbach Holdings, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

TW vs. LMB - Drawdown Comparison

The maximum TW drawdown since its inception was -48.64%, smaller than the maximum LMB drawdown of -84.10%. Use the drawdown chart below to compare losses from any high point for TW and LMB. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-5.93%
-14.55%
TW
LMB

Volatility

TW vs. LMB - Volatility Comparison

The current volatility for Tradeweb Markets Inc. (TW) is 6.70%, while Limbach Holdings, Inc. (LMB) has a volatility of 20.56%. This indicates that TW experiences smaller price fluctuations and is considered to be less risky than LMB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%AugustSeptemberOctoberNovemberDecember2025
6.70%
20.56%
TW
LMB

Financials

TW vs. LMB - Financials Comparison

This section allows you to compare key financial metrics between Tradeweb Markets Inc. and Limbach 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


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab