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WAB vs. CLF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between WAB and CLF 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.


-0.50.00.51.00.4

Performance

WAB vs. CLF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Westinghouse Air Brake Technologies Corporation (WAB) and Cleveland-Cliffs Inc. (CLF). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2025February
15.62%
-9.72%
WAB
CLF

Key characteristics

Sharpe Ratio

WAB:

1.84

CLF:

-0.78

Sortino Ratio

WAB:

2.43

CLF:

-1.11

Omega Ratio

WAB:

1.37

CLF:

0.87

Calmar Ratio

WAB:

3.64

CLF:

-0.44

Martin Ratio

WAB:

10.77

CLF:

-1.01

Ulcer Index

WAB:

4.05%

CLF:

39.22%

Daily Std Dev

WAB:

23.78%

CLF:

51.18%

Max Drawdown

WAB:

-71.84%

CLF:

-98.78%

Current Drawdown

WAB:

-8.46%

CLF:

-87.80%

Fundamentals

Market Cap

WAB:

$33.03B

CLF:

$5.85B

EPS

WAB:

$6.03

CLF:

-$0.94

PEG Ratio

WAB:

3.92

CLF:

-0.22

Total Revenue (TTM)

WAB:

$10.39B

CLF:

$14.86B

Gross Profit (TTM)

WAB:

$3.16B

CLF:

$463.00M

EBITDA (TTM)

WAB:

$1.97B

CLF:

$742.00M

Returns By Period

In the year-to-date period, WAB achieves a 1.33% return, which is significantly lower than CLF's 27.45% return. Over the past 10 years, WAB has outperformed CLF with an annualized return of 7.75%, while CLF has yielded a comparatively lower 6.66% annualized return.


WAB

YTD

1.33%

1M

-6.58%

6M

17.81%

1Y

41.89%

5Y*

20.35%

10Y*

7.75%

CLF

YTD

27.45%

1M

18.73%

6M

-6.92%

1Y

-38.69%

5Y*

11.45%

10Y*

6.66%

*Annualized

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

WAB vs. CLF — Risk-Adjusted Performance Rank

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

WAB
The Risk-Adjusted Performance Rank of WAB is 9191
Overall Rank
The Sharpe Ratio Rank of WAB is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of WAB is 8686
Sortino Ratio Rank
The Omega Ratio Rank of WAB is 8989
Omega Ratio Rank
The Calmar Ratio Rank of WAB is 9696
Calmar Ratio Rank
The Martin Ratio Rank of WAB is 9292
Martin Ratio Rank

CLF
The Risk-Adjusted Performance Rank of CLF is 1414
Overall Rank
The Sharpe Ratio Rank of CLF is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of CLF is 99
Sortino Ratio Rank
The Omega Ratio Rank of CLF is 1111
Omega Ratio Rank
The Calmar Ratio Rank of CLF is 2020
Calmar Ratio Rank
The Martin Ratio Rank of CLF is 2323
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

WAB vs. CLF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Westinghouse Air Brake Technologies Corporation (WAB) and Cleveland-Cliffs Inc. (CLF). 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 WAB, currently valued at 1.84, compared to the broader market-2.000.002.001.84-0.76
The chart of Sortino ratio for WAB, currently valued at 2.43, compared to the broader market-4.00-2.000.002.004.006.002.43-1.06
The chart of Omega ratio for WAB, currently valued at 1.37, compared to the broader market0.501.001.502.001.370.88
The chart of Calmar ratio for WAB, currently valued at 3.64, compared to the broader market0.002.004.006.003.64-0.43
The chart of Martin ratio for WAB, currently valued at 10.77, compared to the broader market-10.000.0010.0020.0030.0010.77-0.99
WAB
CLF

The current WAB Sharpe Ratio is 1.84, which is higher than the CLF Sharpe Ratio of -0.78. The chart below compares the historical Sharpe Ratios of WAB and CLF, 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 Ratio-1.000.001.002.003.004.005.00SeptemberOctoberNovemberDecember2025February
1.84
-0.76
WAB
CLF

Dividends

WAB vs. CLF - Dividend Comparison

WAB's dividend yield for the trailing twelve months is around 0.55%, while CLF has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
WAB
Westinghouse Air Brake Technologies Corporation
0.44%0.42%0.54%0.60%0.52%0.66%0.62%0.68%0.54%0.43%0.39%0.23%
CLF
Cleveland-Cliffs Inc.
0.00%0.00%0.00%0.00%0.00%0.82%3.10%0.00%0.00%0.00%0.00%8.40%

Drawdowns

WAB vs. CLF - Drawdown Comparison

The maximum WAB drawdown since its inception was -71.84%, smaller than the maximum CLF drawdown of -98.78%. Use the drawdown chart below to compare losses from any high point for WAB and CLF. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-8.46%
-87.80%
WAB
CLF

Volatility

WAB vs. CLF - Volatility Comparison

The current volatility for Westinghouse Air Brake Technologies Corporation (WAB) is 12.17%, while Cleveland-Cliffs Inc. (CLF) has a volatility of 23.99%. This indicates that WAB experiences smaller price fluctuations and is considered to be less risky than CLF 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%SeptemberOctoberNovemberDecember2025February
12.17%
23.99%
WAB
CLF

Financials

WAB vs. CLF - Financials Comparison

This section allows you to compare key financial metrics between Westinghouse Air Brake Technologies Corporation and Cleveland-Cliffs Inc.. 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
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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.

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