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TXT vs. TDG
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

TXT vs. TDG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Textron Inc. (TXT) and TransDigm Group Incorporated (TDG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TXT achieves a -0.22% return, which is significantly higher than TDG's -2.55% return. Over the past 10 years, TXT has underperformed TDG with an annualized return of 9.43%, while TDG has yielded a comparatively higher 23.19% annualized return.


TXT

1D
-2.83%
1M
-5.30%
YTD
-0.22%
6M
-4.29%
1Y
13.04%
3Y*
10.34%
5Y*
5.83%
10Y*
9.43%

TDG

1D
-2.44%
1M
6.79%
YTD
-2.55%
6M
-0.45%
1Y
-3.98%
3Y*
21.26%
5Y*
17.96%
10Y*
23.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TXT vs. TDG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TXT
Textron Inc.
-0.22%14.08%-4.80%13.71%-7.87%59.93%8.60%-2.86%-18.62%16.72%
TDG
TransDigm Group Incorporated
-2.55%12.15%32.27%66.57%1.77%2.82%10.51%84.41%23.83%19.84%

Correlation

The correlation between TXT and TDG is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.38

Correlation (3Y)
Calculated over the trailing 3-year period

0.44

Correlation (5Y)
Calculated over the trailing 5-year period

0.54

Correlation (10Y)
Calculated over the trailing 10-year period

0.54

Correlation (All Time)
Calculated using the full available price history since Mar 15, 2006

0.50

The correlation between TXT and TDG shifts across timeframes, from 0.38 (1 year) to 0.54 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

TXT:

$15.32B

TDG:

$75.42B

EPS

TXT:

$5.23

TDG:

$34.79

PE Ratio

TXT:

16.61

TDG:

37.25

PEG Ratio

TXT:

1.41

TDG:

1.11

PS Ratio

TXT:

1.02

TDG:

7.93

Total Revenue (TTM)

TXT:

$15.19B

TDG:

$9.50B

Gross Profit (TTM)

TXT:

$2.19B

TDG:

$5.61B

EBITDA (TTM)

TXT:

$1.61B

TDG:

$4.78B

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Return for Risk

TXT vs. TDG — Risk / Return Rank

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

TXT
TXT Risk / Return Rank: 5757
Overall Rank
TXT Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
TXT Sortino Ratio Rank: 5252
Sortino Ratio Rank
TXT Omega Ratio Rank: 5151
Omega Ratio Rank
TXT Calmar Ratio Rank: 6262
Calmar Ratio Rank
TXT Martin Ratio Rank: 6060
Martin Ratio Rank

TDG
TDG Risk / Return Rank: 3535
Overall Rank
TDG Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
TDG Sortino Ratio Rank: 3131
Sortino Ratio Rank
TDG Omega Ratio Rank: 3232
Omega Ratio Rank
TDG Calmar Ratio Rank: 3737
Calmar Ratio Rank
TDG Martin Ratio Rank: 3737
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TXT vs. TDG - Risk-Adjusted Trends 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


TXTTDGDifference
Sharpe ratioReturn per unit of total volatility

+0.65

Sortino ratioReturn per unit of downside risk

+0.83

Omega ratioGain probability vs. loss probability

1.11

1.00

+0.11

Calmar ratioReturn relative to maximum drawdown

0.89

-0.16

+1.05

Martin ratioReturn relative to average drawdown

1.82

-0.27

+2.09

TXT vs. TDG - Sharpe Ratio Comparison

The current TXT Sharpe Ratio is 0.51, which is higher than the TDG Sharpe Ratio of -0.14. The chart below compares the historical Sharpe Ratios of TXT and TDG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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.


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Drawdown Indicators


TXTTDGDifference

Max Drawdown

Largest peak-to-trough decline

-94.72%

-62.64%

-32.08%

Max Drawdown (1Y)

Largest decline over 1 year

-14.69%

-25.30%

+10.61%

Max Drawdown (3Y)

Largest decline over 3 years

-37.33%

-25.30%

-12.03%

Max Drawdown (5Y)

Largest decline over 5 years

-37.33%

-25.30%

-12.03%

Max Drawdown (10Y)

Largest decline over 10 years

-69.96%

-62.64%

-7.32%

Current Drawdown

Current decline from peak

-13.69%

-14.55%

+0.86%

Average Drawdown

Average peak-to-trough decline

-26.95%

-7.96%

-18.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.17%

14.88%

-7.71%

Volatility

TXT vs. TDG - Volatility Comparison

The current volatility for Textron Inc. (TXT) is 7.51%, while TransDigm Group Incorporated (TDG) has a volatility of 9.38%. This indicates that TXT experiences smaller price fluctuations and is considered to be less risky than TDG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TXTTDGDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.51%

9.38%

-1.87%

Volatility (6M)

Calculated over the trailing 6-month period

20.53%

22.04%

-1.51%

Volatility (1Y)

Calculated over the trailing 1-year period

25.87%

28.53%

-2.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.49%

27.97%

-0.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.01%

33.86%

-0.85%

Dividends

TXT vs. TDG - Dividend Comparison

TXT's dividend yield for the trailing twelve months is around 0.09%, less than TDG's 6.94% yield.


PositionTTM20252024202320222021202020192018201720162015
TDG
TransDigm Group Incorporated
6.94%6.77%5.92%3.46%2.94%0.00%0.00%11.16%0.00%8.01%9.64%0.00%
TXT
Textron Inc.
0.09%0.09%0.10%0.10%0.47%0.10%0.17%0.18%0.17%0.14%0.16%0.19%

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


1.00B1.50B2.00B2.50B3.00B3.50B4.00B4.50B20222023202420252026
3.70B
2.54B
(TXT) Total Revenue
(TDG) Total Revenue
Values in USD except per share items

TXT vs. TDG - Profitability Comparison

The chart below illustrates the profitability comparison between Textron Inc. and TransDigm Group Incorporated over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%20.0%30.0%40.0%50.0%60.0%20222023202420252026
8.7%
59.4%
Portfolio components
TXT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Textron Inc. reported a gross profit of 320.00M and revenue of 3.70B. Therefore, the gross margin over that period was 8.7%.

TDG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, TransDigm Group Incorporated reported a gross profit of 1.51B and revenue of 2.54B. Therefore, the gross margin over that period was 59.4%.

TXT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Textron Inc. reported an operating income of 226.00M and revenue of 3.70B, resulting in an operating margin of 6.1%.

TDG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, TransDigm Group Incorporated reported an operating income of 1.18B and revenue of 2.54B, resulting in an operating margin of 46.3%.

TXT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Textron Inc. reported a net income of 220.00M and revenue of 3.70B, resulting in a net margin of 6.0%.

TDG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, TransDigm Group Incorporated reported a net income of 535.00M and revenue of 2.54B, resulting in a net margin of 21.0%.


Frequently Asked Questions


TXT and TDG have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TDG has higher volatility (9.38%) compared to TXT (7.51%). In terms of maximum drawdown, TXT dropped -94.72% vs TDG's -62.64%.

TXT currently has the higher Sharpe Ratio (0.51 vs -0.14), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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