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

Correlation

The correlation between VRT and HUBB is 0.42, 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.


-0.50.00.51.00.4

Performance

VRT vs. HUBB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vertiv Holdings Co. (VRT) and Hubbell Incorporated (HUBB). 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%1,400.00%JulyAugustSeptemberOctoberNovemberDecember
1,122.88%
308.18%
VRT
HUBB

Key characteristics

Sharpe Ratio

VRT:

2.77

HUBB:

1.17

Sortino Ratio

VRT:

2.97

HUBB:

1.62

Omega Ratio

VRT:

1.39

HUBB:

1.22

Calmar Ratio

VRT:

4.21

HUBB:

2.17

Martin Ratio

VRT:

11.76

HUBB:

4.99

Ulcer Index

VRT:

13.13%

HUBB:

6.92%

Daily Std Dev

VRT:

55.73%

HUBB:

29.53%

Max Drawdown

VRT:

-71.24%

HUBB:

-41.63%

Current Drawdown

VRT:

-15.13%

HUBB:

-9.34%

Fundamentals

Market Cap

VRT:

$47.28B

HUBB:

$23.59B

EPS

VRT:

$1.44

HUBB:

$13.89

PE Ratio

VRT:

83.81

HUBB:

31.64

PEG Ratio

VRT:

1.15

HUBB:

2.36

Total Revenue (TTM)

VRT:

$7.53B

HUBB:

$5.64B

Gross Profit (TTM)

VRT:

$2.75B

HUBB:

$1.92B

EBITDA (TTM)

VRT:

$1.41B

HUBB:

$1.25B

Returns By Period

In the year-to-date period, VRT achieves a 150.23% return, which is significantly higher than HUBB's 31.38% return.


VRT

YTD

150.23%

1M

-15.13%

6M

32.54%

1Y

146.38%

5Y*

61.73%

10Y*

N/A

HUBB

YTD

31.38%

1M

-3.94%

6M

13.77%

1Y

33.15%

5Y*

25.93%

10Y*

N/A

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

VRT vs. HUBB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vertiv Holdings Co. (VRT) and Hubbell Incorporated (HUBB). 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 VRT, currently valued at 2.77, compared to the broader market-4.00-2.000.002.002.771.17
The chart of Sortino ratio for VRT, currently valued at 2.97, compared to the broader market-4.00-2.000.002.004.002.971.62
The chart of Omega ratio for VRT, currently valued at 1.39, compared to the broader market0.501.001.502.001.391.22
The chart of Calmar ratio for VRT, currently valued at 4.21, compared to the broader market0.002.004.006.004.212.17
The chart of Martin ratio for VRT, currently valued at 11.76, compared to the broader market-5.000.005.0010.0015.0020.0025.0011.764.99
VRT
HUBB

The current VRT Sharpe Ratio is 2.77, which is higher than the HUBB Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of VRT and HUBB, 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 Ratio0.001.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
2.77
1.17
VRT
HUBB

Dividends

VRT vs. HUBB - Dividend Comparison

VRT's dividend yield for the trailing twelve months is around 0.09%, less than HUBB's 1.17% yield.


TTM20232022202120202019201820172016
VRT
Vertiv Holdings Co.
0.09%0.05%0.07%0.04%0.05%0.00%0.00%0.00%0.00%
HUBB
Hubbell Incorporated
1.17%1.39%1.82%1.92%2.37%2.32%3.17%2.12%2.22%

Drawdowns

VRT vs. HUBB - Drawdown Comparison

The maximum VRT drawdown since its inception was -71.24%, which is greater than HUBB's maximum drawdown of -41.63%. Use the drawdown chart below to compare losses from any high point for VRT and HUBB. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-15.13%
-9.34%
VRT
HUBB

Volatility

VRT vs. HUBB - Volatility Comparison

Vertiv Holdings Co. (VRT) has a higher volatility of 14.11% compared to Hubbell Incorporated (HUBB) at 7.16%. This indicates that VRT's price experiences larger fluctuations and is considered to be riskier than HUBB 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
14.11%
7.16%
VRT
HUBB

Financials

VRT vs. HUBB - Financials Comparison

This section allows you to compare key financial metrics between Vertiv Holdings Co. and Hubbell 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


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 © 2024 PortfoliosLab