VSEC vs. TDG
Compare and contrast key facts about VSE Corporation (VSEC) and TransDigm Group Incorporated (TDG).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VSEC or TDG.
Performance
VSEC vs. TDG - Performance Comparison
Returns By Period
In the year-to-date period, VSEC achieves a 79.41% return, which is significantly higher than TDG's 30.90% return. Over the past 10 years, VSEC has underperformed TDG with an annualized return of 16.04%, while TDG has yielded a comparatively higher 25.65% annualized return.
VSEC
79.41%
9.12%
50.63%
87.27%
25.55%
16.04%
TDG
30.90%
-9.39%
2.49%
39.10%
21.72%
25.65%
Fundamentals
| VSEC | TDG | |
|---|---|---|
| Market Cap | $2.47B | $76.22B |
| EPS | $2.04 | $25.57 |
| PE Ratio | 59.39 | 53.01 |
| PEG Ratio | 1.08 | 4.06 |
| Total Revenue (TTM) | $1.02B | $7.94B |
| Gross Profit (TTM) | $350.71M | $4.58B |
| EBITDA (TTM) | $113.30M | $3.80B |
Key characteristics
| VSEC | TDG | |
|---|---|---|
| Sharpe Ratio | 2.23 | 1.69 |
| Sortino Ratio | 3.00 | 2.17 |
| Omega Ratio | 1.38 | 1.29 |
| Calmar Ratio | 4.89 | 3.24 |
| Martin Ratio | 14.55 | 9.86 |
| Ulcer Index | 5.91% | 3.86% |
| Daily Std Dev | 38.61% | 22.49% |
| Max Drawdown | -76.09% | -62.64% |
| Current Drawdown | -4.96% | -11.16% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Correlation
The correlation between VSEC and TDG is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
VSEC vs. TDG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for VSE Corporation (VSEC) 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
VSEC vs. TDG - Dividend Comparison
VSEC's dividend yield for the trailing twelve months is around 0.35%, less than TDG's 8.77% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VSEC VSE Corporation | 0.35% | 0.77% | 0.85% | 0.59% | 0.94% | 0.89% | 1.00% | 0.54% | 0.59% | 0.68% | 0.58% | 0.71% |
TDG TransDigm Group Incorporated | 5.98% | 3.46% | 2.94% | 0.00% | 0.00% | 11.16% | 0.00% | 8.01% | 9.64% | 0.00% | 12.73% | 13.66% |
Drawdowns
VSEC vs. TDG - Drawdown Comparison
The maximum VSEC drawdown since its inception was -76.09%, which is greater than TDG's maximum drawdown of -62.64%. Use the drawdown chart below to compare losses from any high point for VSEC and TDG. For additional features, visit the drawdowns tool.
Volatility
VSEC vs. TDG - Volatility Comparison
VSE Corporation (VSEC) has a higher volatility of 12.53% compared to TransDigm Group Incorporated (TDG) at 10.10%. This indicates that VSEC'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
VSEC vs. TDG - Financials Comparison
This section allows you to compare key financial metrics between VSE Corporation 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