TXT vs. TDG
Compare and contrast key facts about Textron Inc. (TXT) and TransDigm Group Incorporated (TDG).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TXT or TDG.
Key characteristics
| TXT | TDG | |
|---|---|---|
| YTD Return | 8.96% | 42.26% |
| 1Y Return | 13.64% | 49.68% |
| 3Y Return (Ann) | 4.49% | 33.73% |
| 5Y Return (Ann) | 13.42% | 23.80% |
| 10Y Return (Ann) | 7.87% | 26.69% |
| Sharpe Ratio | 0.66 | 2.35 |
| Sortino Ratio | 1.00 | 2.97 |
| Omega Ratio | 1.14 | 1.38 |
| Calmar Ratio | 0.89 | 4.27 |
| Martin Ratio | 1.95 | 13.40 |
| Ulcer Index | 7.80% | 3.75% |
| Daily Std Dev | 23.23% | 21.37% |
| Max Drawdown | -94.72% | -62.64% |
| Current Drawdown | -9.66% | -3.44% |
Fundamentals
| TXT | TDG | |
|---|---|---|
| Market Cap | $16.13B | $76.22B |
| EPS | $4.57 | $25.57 |
| PE Ratio | 19.02 | 53.01 |
| PEG Ratio | 0.83 | 4.06 |
| Total Revenue (TTM) | $13.98B | $7.94B |
| Gross Profit (TTM) | $2.24B | $4.58B |
| EBITDA (TTM) | -$1.31B | $3.80B |
Correlation
The correlation between TXT and TDG is 0.51, 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.
Performance
TXT vs. TDG - Performance Comparison
In the year-to-date period, TXT achieves a 8.96% return, which is significantly lower than TDG's 42.26% return. Over the past 10 years, TXT has underperformed TDG with an annualized return of 7.87%, while TDG has yielded a comparatively higher 26.69% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
TXT vs. TDG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Textron Inc. (TXT) and TransDigm Group Incorporated (TDG). 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.
Dividends
TXT vs. TDG - Dividend Comparison
TXT's dividend yield for the trailing twelve months is around 0.09%, less than TDG's 8.07% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TXT Textron Inc. | 0.09% | 0.10% | 0.11% | 0.10% | 0.17% | 0.18% | 0.17% | 0.14% | 0.16% | 0.19% | 0.19% | 0.22% |
TDG TransDigm Group Incorporated | 8.07% | 3.46% | 2.94% | 0.00% | 0.00% | 11.16% | 0.00% | 8.01% | 9.64% | 0.00% | 12.73% | 13.66% |
Drawdowns
TXT vs. TDG - Drawdown Comparison
The maximum TXT drawdown since its inception was -94.72%, which is greater than TDG's maximum drawdown of -62.64%. Use the drawdown chart below to compare losses from any high point for TXT and TDG. For additional features, visit the drawdowns tool.
Volatility
TXT vs. TDG - Volatility Comparison
Textron Inc. (TXT) has a higher volatility of 10.31% compared to TransDigm Group Incorporated (TDG) at 7.58%. This indicates that TXT's price experiences larger fluctuations and is considered to be riskier than TDG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
TXT vs. TDG - Financials Comparison
This section allows you to compare key financial metrics between Textron Inc. and TransDigm Group Incorporated. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities