CDW vs TRMB: returns, Sharpe ratio and drawdown

Over the past year, CDW returned -7.85% against -24.42% for TRMB. Over five years, CDW averaged -4.69% a year, compared with -6.78% for TRMB. CDW had the higher Sharpe ratio over the past year (-0.04 vs -0.86), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -37.69% for CDW and -41.49% for TRMB.