TXT vs. K

In the year-to-date period, TXT achieves a -10.53% return, which is significantly lower than K's 2.74% return. Over the past 10 years, TXT has underperformed K with an annualized return of 4.59%, while K has yielded a comparatively higher 6.84% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Textron Inc. (TXT) and Kellogg Company (K). 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 current TXT Sharpe Ratio is -0.97, which is lower than the K Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of TXT and K, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

TXT's dividend yield for the trailing twelve months is around 0.12%, less than K's 2.75% yield.

The maximum TXT drawdown since its inception was -94.72%, which is greater than K's maximum drawdown of -55.91%. Use the drawdown chart below to compare losses from any high point for TXT and K. For additional features, visit the drawdowns tool.

Textron Inc. (TXT) has a higher volatility of 17.24% compared to Kellogg Company (K) at 1.26%. This indicates that TXT's price experiences larger fluctuations and is considered to be riskier than K based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Textron Inc. and Kellogg Company. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.