WNC vs. CMCO

In the year-to-date period, WNC achieves a -48.77% return, which is significantly higher than CMCO's -60.64% return. Over the past 10 years, WNC has outperformed CMCO with an annualized return of -2.94%, while CMCO has yielded a comparatively lower -3.89% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Wabash National Corporation (WNC) and Columbus McKinnon Corporation (CMCO). 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.

The current WNC Sharpe Ratio is -1.07, which is comparable to the CMCO Sharpe Ratio of -1.02. The chart below compares the historical Sharpe Ratios of WNC and CMCO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

WNC's dividend yield for the trailing twelve months is around 3.69%, more than CMCO's 1.92% yield.

The maximum WNC drawdown since its inception was -98.61%, roughly equal to the maximum CMCO drawdown of -95.20%. Use the drawdown chart below to compare losses from any high point for WNC and CMCO.

The current volatility for Wabash National Corporation (WNC) is 18.11%, while Columbus McKinnon Corporation (CMCO) has a volatility of 22.41%. This indicates that WNC experiences smaller price fluctuations and is considered to be less risky than CMCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Wabash National Corporation and Columbus McKinnon Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.