VRT vs. TDG
VRT (Vertiv Holdings Co.) and TDG (TransDigm Group Incorporated) are both stocks. Both are in the Industrials sector — VRT in Electrical Equipment & Parts, TDG in Aerospace & Defense. Over the past 5 years, VRT returned 62.98%/yr vs 16.93%/yr for TDG. At a 0.36 correlation, their price movements are largely independent.
Performance
VRT vs. TDG - Performance Comparison
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Returns By Period
In the year-to-date period, VRT achieves a 85.57% return, which is significantly higher than TDG's -9.29% return.
VRT
- 1D
- 0.02%
- 1M
- -11.59%
- YTD
- 85.57%
- 6M
- 61.97%
- 1Y
- 160.87%
- 3Y*
- 142.34%
- 5Y*
- 62.98%
- 10Y*
- —
TDG
- 1D
- -2.62%
- 1M
- -0.72%
- YTD
- -9.29%
- 6M
- -10.46%
- 1Y
- -12.05%
- 3Y*
- 20.83%
- 5Y*
- 16.93%
- 10Y*
- 22.15%
VRT vs. TDG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
VRT Vertiv Holdings Co. | 85.57% | 42.80% | 136.82% | 251.81% | -45.25% | 33.80% | 69.36% | 12.55% | -0.51% |
TDG TransDigm Group Incorporated | -9.29% | 12.15% | 32.27% | 66.57% | 1.77% | 2.82% | 10.51% | 84.41% | -7.07% |
Correlation
The correlation between VRT and TDG is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Jul 31, 2018 | 0.36 |
The correlation between VRT and TDG shifts across timeframes, from 0.16 (1 year) to 0.41 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
VRT:
$117.86B
TDG:
$70.21B
VRT:
$3.99
TDG:
$34.79
VRT:
75.41
TDG:
34.67
VRT:
0.33
TDG:
1.03
VRT:
10.84
TDG:
7.38
VRT:
$10.84B
TDG:
$9.50B
VRT:
$3.92B
TDG:
$5.61B
VRT:
$2.35B
TDG:
$4.78B
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Return for Risk
VRT vs. TDG — Risk / Return Rank
VRT
TDG
VRT vs. TDG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vertiv Holdings Co. (VRT) 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.
| VRT | TDG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.23 | ||
| Sortino ratioReturn per unit of downside risk | +3.70 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 0.94 | +0.47 |
| Calmar ratioReturn relative to maximum drawdown | 6.53 | -0.48 | +7.01 |
| Martin ratioReturn relative to average drawdown | 18.20 | -0.83 | +19.03 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VRT | TDG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.79 | -0.44 | +3.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.03 | 0.61 | +0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.66 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.00 | 0.85 | +0.16 |
Drawdowns
VRT vs. TDG - Drawdown Comparison
The maximum VRT drawdown since its inception was -71.24%, which is greater than TDG's maximum drawdown of -62.64%. Use the drawdown chart below to compare losses from any high point for VRT and TDG.
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Drawdown Indicators
| VRT | TDG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.24% | -62.64% | -8.60% |
Max Drawdown (1Y)Largest decline over 1 year | -24.78% | -25.30% | +0.52% |
Max Drawdown (3Y)Largest decline over 3 years | -61.28% | -25.30% | -35.98% |
Max Drawdown (5Y)Largest decline over 5 years | -71.24% | -25.30% | -45.94% |
Max Drawdown (10Y)Largest decline over 10 years | — | -62.64% | — |
Current DrawdownCurrent decline from peak | -20.11% | -20.46% | +0.35% |
Average DrawdownAverage peak-to-trough decline | -16.22% | -7.95% | -8.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.89% | 14.58% | -5.69% |
Volatility
VRT vs. TDG - Volatility Comparison
Vertiv Holdings Co. (VRT) has a higher volatility of 16.60% compared to TransDigm Group Incorporated (TDG) at 7.72%. This indicates that VRT'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.
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Volatility by Period
| VRT | TDG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.60% | 7.72% | +8.88% |
Volatility (6M)Calculated over the trailing 6-month period | 45.55% | 21.00% | +24.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 58.11% | 27.63% | +30.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 61.81% | 27.81% | +34.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 54.61% | 33.78% | +20.83% |
Dividends
VRT vs. TDG - Dividend Comparison
VRT's dividend yield for the trailing twelve months is around 0.07%, less than TDG's 7.46% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
TDG TransDigm Group Incorporated | 7.46% | 6.77% | 5.92% | 3.46% | 2.94% | 0.00% | 0.00% | 11.16% | 0.00% | 8.01% | 9.64% |
VRT Vertiv Holdings Co. | 0.07% | 0.11% | 0.10% | 0.05% | 0.07% | 0.04% | 0.05% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
VRT vs. TDG - Financials Comparison
This section allows you to compare key financial metrics between Vertiv Holdings Co. 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
VRT vs. TDG - Profitability Comparison
VRT - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Vertiv Holdings Co. reported a gross profit of 999.70M and revenue of 2.65B. Therefore, the gross margin over that period was 37.7%.
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%.
VRT - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Vertiv Holdings Co. reported an operating income of 440.10M and revenue of 2.65B, resulting in an operating margin of 16.6%.
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%.
VRT - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Vertiv Holdings Co. reported a net income of 390.10M and revenue of 2.65B, resulting in a net margin of 14.7%.
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
VRT and TDG have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VRT has higher volatility (16.60%) compared to TDG (7.72%). In terms of maximum drawdown, VRT dropped -71.24% vs TDG's -62.64%.
VRT currently has the higher Sharpe Ratio (2.79 vs -0.44), 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.
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