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TW vs. LMB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between TW and LMB is 0.11, 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.

200.00%400.00%600.00%800.00%1,000.00%1,200.00%JulyAugustSeptemberOctoberNovemberDecember
274.46%
1,024.34%
TW
LMB

Key characteristics

Sharpe Ratio

TW:

2.12

LMB:

1.74

Sortino Ratio

TW:

2.95

LMB:

2.34

Omega Ratio

TW:

1.38

LMB:

1.30

Calmar Ratio

TW:

3.80

LMB:

3.94

Martin Ratio

TW:

12.81

LMB:

10.01

Ulcer Index

TW:

3.54%

LMB:

9.74%

Daily Std Dev

TW:

21.42%

LMB:

56.16%

Max Drawdown

TW:

-48.64%

LMB:

-84.10%

Current Drawdown

TW:

-4.24%

LMB:

-16.85%

Fundamentals

Market Cap

TW:

$29.14B

LMB:

$1.05B

EPS

TW:

$2.08

LMB:

$2.18

PE Ratio

TW:

64.20

LMB:

42.74

PEG Ratio

TW:

3.07

LMB:

2.31

Total Revenue (TTM)

TW:

$1.63B

LMB:

$517.82M

Gross Profit (TTM)

TW:

$1.25B

LMB:

$131.10M

EBITDA (TTM)

TW:

$893.81M

LMB:

$47.77M

Returns By Period

In the year-to-date period, TW achieves a 44.03% return, which is significantly lower than LMB's 87.93% return.


TW

YTD

44.03%

1M

-0.03%

6M

24.33%

1Y

44.77%

5Y*

23.40%

10Y*

N/A

LMB

YTD

87.93%

1M

-9.00%

6M

49.68%

1Y

94.65%

5Y*

95.04%

10Y*

27.80%

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Risk-Adjusted Performance

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 2.12, compared to the broader market-4.00-2.000.002.002.121.74
The chart of Sortino ratio for TW, currently valued at 2.95, compared to the broader market-4.00-2.000.002.004.002.952.34
The chart of Omega ratio for TW, currently valued at 1.38, compared to the broader market0.501.001.502.001.381.30
The chart of Calmar ratio for TW, currently valued at 3.79, compared to the broader market0.002.004.006.003.803.94
The chart of Martin ratio for TW, currently valued at 12.81, compared to the broader market0.0010.0020.0012.8110.01
TW
LMB

The current TW Sharpe Ratio is 2.12, which is comparable to the LMB Sharpe Ratio of 1.74. 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 Ratio1.001.502.002.503.003.504.00JulyAugustSeptemberOctoberNovemberDecember
2.12
1.74
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.


TTM20232022202120202019
TW
Tradeweb Markets Inc.
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%

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%JulyAugustSeptemberOctoberNovemberDecember
-4.24%
-16.85%
TW
LMB

Volatility

TW vs. LMB - Volatility Comparison

The current volatility for Tradeweb Markets Inc. (TW) is 7.30%, while Limbach Holdings, Inc. (LMB) has a volatility of 13.18%. 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%JulyAugustSeptemberOctoberNovemberDecember
7.30%
13.18%
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
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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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