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ZWS vs. BTU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ZWS and BTU is 0.23, 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.


-0.50.00.51.00.2

Performance

ZWS vs. BTU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Zurn Water Solutions Corporation (ZWS) and Peabody Energy Corporation (BTU). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
23.63%
-4.23%
ZWS
BTU

Key characteristics

Sharpe Ratio

ZWS:

1.07

BTU:

-0.27

Sortino Ratio

ZWS:

1.64

BTU:

-0.16

Omega Ratio

ZWS:

1.19

BTU:

0.98

Calmar Ratio

ZWS:

0.48

BTU:

-0.19

Martin Ratio

ZWS:

4.99

BTU:

-0.72

Ulcer Index

ZWS:

5.42%

BTU:

13.56%

Daily Std Dev

ZWS:

25.36%

BTU:

36.21%

Max Drawdown

ZWS:

-69.31%

BTU:

-98.07%

Current Drawdown

ZWS:

-41.14%

BTU:

-48.93%

Fundamentals

Market Cap

ZWS:

$6.62B

BTU:

$2.60B

EPS

ZWS:

$0.78

BTU:

$3.79

PE Ratio

ZWS:

49.97

BTU:

5.66

PEG Ratio

ZWS:

1.78

BTU:

0.00

Total Revenue (TTM)

ZWS:

$1.55B

BTU:

$4.27B

Gross Profit (TTM)

ZWS:

$657.50M

BTU:

$566.90M

EBITDA (TTM)

ZWS:

$244.60M

BTU:

$1.11B

Returns By Period

In the year-to-date period, ZWS achieves a 28.01% return, which is significantly higher than BTU's -10.26% return.


ZWS

YTD

28.01%

1M

-4.63%

6M

23.23%

1Y

26.47%

5Y*

3.48%

10Y*

10.62%

BTU

YTD

-10.26%

1M

-18.83%

6M

-4.23%

1Y

-8.88%

5Y*

19.56%

10Y*

N/A

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Risk-Adjusted Performance

ZWS vs. BTU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Zurn Water Solutions Corporation (ZWS) and Peabody Energy Corporation (BTU). 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 ZWS, currently valued at 1.04, compared to the broader market-4.00-2.000.002.001.04-0.27
The chart of Sortino ratio for ZWS, currently valued at 1.61, compared to the broader market-4.00-2.000.002.004.001.61-0.16
The chart of Omega ratio for ZWS, currently valued at 1.19, compared to the broader market0.501.001.502.001.190.98
The chart of Calmar ratio for ZWS, currently valued at 0.47, compared to the broader market0.002.004.006.000.47-0.19
The chart of Martin ratio for ZWS, currently valued at 4.86, compared to the broader market0.0010.0020.004.86-0.72
ZWS
BTU

The current ZWS Sharpe Ratio is 1.07, which is higher than the BTU Sharpe Ratio of -0.27. The chart below compares the historical Sharpe Ratios of ZWS and BTU, 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 Ratio0.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
1.04
-0.27
ZWS
BTU

Dividends

ZWS vs. BTU - Dividend Comparison

ZWS's dividend yield for the trailing twelve months is around 0.89%, less than BTU's 1.39% yield.


TTM2023202220212020201920182017
ZWS
Zurn Water Solutions Corporation
0.89%0.99%0.95%0.82%0.81%0.00%0.00%41.74%
BTU
Peabody Energy Corporation
1.39%0.93%0.00%0.00%0.00%26.43%1.59%0.00%

Drawdowns

ZWS vs. BTU - Drawdown Comparison

The maximum ZWS drawdown since its inception was -69.31%, smaller than the maximum BTU drawdown of -98.07%. Use the drawdown chart below to compare losses from any high point for ZWS and BTU. For additional features, visit the drawdowns tool.


-55.00%-50.00%-45.00%-40.00%-35.00%-30.00%JulyAugustSeptemberOctoberNovemberDecember
-41.14%
-48.93%
ZWS
BTU

Volatility

ZWS vs. BTU - Volatility Comparison

The current volatility for Zurn Water Solutions Corporation (ZWS) is 6.31%, while Peabody Energy Corporation (BTU) has a volatility of 11.63%. This indicates that ZWS experiences smaller price fluctuations and is considered to be less risky than BTU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
6.31%
11.63%
ZWS
BTU

Financials

ZWS vs. BTU - Financials Comparison

This section allows you to compare key financial metrics between Zurn Water Solutions Corporation and Peabody Energy 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


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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