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XOS vs. CMCO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between XOS and CMCO is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

XOS vs. CMCO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xos, Inc. (XOS) and Columbus McKinnon Corporation (CMCO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

XOS:

-0.42

CMCO:

-0.98

Sortino Ratio

XOS:

-0.31

CMCO:

-1.30

Omega Ratio

XOS:

0.96

CMCO:

0.77

Calmar Ratio

XOS:

-0.49

CMCO:

-0.77

Martin Ratio

XOS:

-1.01

CMCO:

-1.57

Ulcer Index

XOS:

48.10%

CMCO:

37.42%

Daily Std Dev

XOS:

118.60%

CMCO:

59.71%

Max Drawdown

XOS:

-98.86%

CMCO:

-95.20%

Current Drawdown

XOS:

-98.43%

CMCO:

-65.87%

Fundamentals

Market Cap

XOS:

$32.41M

CMCO:

$512.16M

EPS

XOS:

-$6.69

CMCO:

$0.32

PS Ratio

XOS:

0.58

CMCO:

0.52

PB Ratio

XOS:

0.96

CMCO:

0.50

Total Revenue (TTM)

XOS:

$54.27M

CMCO:

$716.14M

Gross Profit (TTM)

XOS:

-$2.54M

CMCO:

$238.47M

EBITDA (TTM)

XOS:

-$46.61M

CMCO:

$64.45M

Returns By Period

In the year-to-date period, XOS achieves a 21.60% return, which is significantly higher than CMCO's -50.72% return.


XOS

YTD

21.60%

1M

17.61%

6M

-23.35%

1Y

-49.16%

5Y*

N/A

10Y*

N/A

CMCO

YTD

-50.72%

1M

41.33%

6M

-50.82%

1Y

-58.33%

5Y*

-3.74%

10Y*

-2.32%

*Annualized

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Risk-Adjusted Performance

XOS vs. CMCO — Risk-Adjusted Performance Rank

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

XOS
The Risk-Adjusted Performance Rank of XOS is 2525
Overall Rank
The Sharpe Ratio Rank of XOS is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of XOS is 2626
Sortino Ratio Rank
The Omega Ratio Rank of XOS is 2727
Omega Ratio Rank
The Calmar Ratio Rank of XOS is 1919
Calmar Ratio Rank
The Martin Ratio Rank of XOS is 2525
Martin Ratio Rank

CMCO
The Risk-Adjusted Performance Rank of CMCO is 55
Overall Rank
The Sharpe Ratio Rank of CMCO is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of CMCO is 88
Sortino Ratio Rank
The Omega Ratio Rank of CMCO is 44
Omega Ratio Rank
The Calmar Ratio Rank of CMCO is 66
Calmar Ratio Rank
The Martin Ratio Rank of CMCO is 44
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.

XOS vs. CMCO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Xos, Inc. (XOS) 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 XOS Sharpe Ratio is -0.42, which is higher than the CMCO Sharpe Ratio of -0.98. The chart below compares the historical Sharpe Ratios of XOS 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.


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Dividends

XOS vs. CMCO - Dividend Comparison

XOS has not paid dividends to shareholders, while CMCO's dividend yield for the trailing twelve months is around 1.54%.


TTM20242023202220212020201920182017201620152014
XOS
Xos, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CMCO
Columbus McKinnon Corporation
1.54%0.75%0.72%0.83%0.52%0.62%0.57%0.63%0.40%0.59%0.85%0.43%

Drawdowns

XOS vs. CMCO - Drawdown Comparison

The maximum XOS drawdown since its inception was -98.86%, roughly equal to the maximum CMCO drawdown of -95.20%. Use the drawdown chart below to compare losses from any high point for XOS and CMCO. For additional features, visit the drawdowns tool.


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Volatility

XOS vs. CMCO - Volatility Comparison

Xos, Inc. (XOS) and Columbus McKinnon Corporation (CMCO) have volatilities of 15.16% and 14.92%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

XOS vs. CMCO - Financials Comparison

This section allows you to compare key financial metrics between Xos, Inc. 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.0050.00M100.00M150.00M200.00M250.00M20212022202320242025
11.47M
234.14M
(XOS) Total Revenue
(CMCO) Total Revenue
Values in USD except per share items