APTV vs PVH: returns, Sharpe ratio and drawdown
Performance
APTV-37.85%PVH+3.14%
Summary
APTV vs PVH
Over the past year, PVH returned +3.14% against -37.85% for APTV. Over five years, PVH averaged -5.01% a year, compared with -21.53% for APTV. PVH had the higher Sharpe ratio over the past year (0.21 vs -1.02), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -30.66% for PVH and -44.00% for APTV.
Current Drawdown
APTV-41.60%PVH-14.30%
Rolling Volatility
APTV+1.70%PVH+1.87%
METRICS
Correlation Matrix
Metrics
Risk Indicators
APTVPVH
Alpha
APTV
-54.91%
PVH
-0.78%
Beta
APTV
1.24x
PVH
1.16x
Sharpe
APTV
-1.02
PVH
0.21
Sortino
APTV
-1.33
PVH
0.28
Omega
APTV
0.84
PVH
1.04
Calmar
APTV
-0.86
PVH
0.10
Martin
APTV
-1.79
PVH
0.51
Comparisons