WAB vs. CLF
Compare and contrast key facts about Westinghouse Air Brake Technologies Corporation (WAB) and Cleveland-Cliffs Inc. (CLF).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WAB or CLF.
Key characteristics
| WAB | CLF | |
|---|---|---|
| YTD Return | 57.47% | -41.63% |
| 1Y Return | 72.95% | -29.17% |
| 3Y Return (Ann) | 27.83% | -18.89% |
| 5Y Return (Ann) | 20.84% | 11.22% |
| 10Y Return (Ann) | 8.95% | 1.65% |
| Sharpe Ratio | 3.84 | -0.63 |
| Sortino Ratio | 5.23 | -0.77 |
| Omega Ratio | 1.75 | 0.91 |
| Calmar Ratio | 6.41 | -0.31 |
| Martin Ratio | 23.42 | -0.97 |
| Ulcer Index | 3.28% | 28.75% |
| Daily Std Dev | 20.01% | 44.41% |
| Max Drawdown | -71.84% | -98.78% |
| Current Drawdown | -1.06% | -87.86% |
Fundamentals
| WAB | CLF | |
|---|---|---|
| Market Cap | $34.25B | $5.92B |
| EPS | $6.00 | -$0.94 |
| PEG Ratio | 3.92 | -0.22 |
| Total Revenue (TTM) | $10.33B | $19.97B |
| Gross Profit (TTM) | $3.04B | $476.00M |
| EBITDA (TTM) | $2.14B | $822.00M |
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.
Performance
WAB vs. CLF - Performance Comparison
In the year-to-date period, WAB achieves a 57.47% return, which is significantly higher than CLF's -41.63% return. Over the past 10 years, WAB has outperformed CLF with an annualized return of 8.95%, while CLF has yielded a comparatively lower 1.65% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
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.
Dividends
WAB vs. CLF - Dividend Comparison
WAB's dividend yield for the trailing twelve months is around 0.40%, while CLF has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WAB Westinghouse Air Brake Technologies Corporation | 0.40% | 0.54% | 0.60% | 0.52% | 0.66% | 0.62% | 0.68% | 0.54% | 0.43% | 0.39% | 0.23% | 0.18% |
CLF Cleveland-Cliffs Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.82% | 3.10% | 0.00% | 0.00% | 0.00% | 0.00% | 8.40% | 2.29% |
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.
Volatility
WAB vs. CLF - Volatility Comparison
The current volatility for Westinghouse Air Brake Technologies Corporation (WAB) is 5.51%, while Cleveland-Cliffs Inc. (CLF) has a volatility of 25.86%. 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.
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.
Total Revenue: Total amount of money received from sales and other business activities