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IPO Date
Jul 27, 2018

Highlights

Market Cap
$268.28M
Enterprise Value
$269.45M
EPS (TTM)
-$0.55
Total Revenue (TTM)
$39.38M
Gross Profit (TTM)
$15.77M
EBITDA (TTM)
-$70.96M
Year Range
$0.24 - $3.97
Target Price
$4.00
ROA (TTM)
-49.00%
ROE (TTM)
-55.70%

Share Price Chart


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Performance

DVLT Performance Chart

Datavault AI Inc (DVLT) is down 26.0% since the beginning of the year. At $0 per share, DVLT is trading 88.2% below its 52-week high of $4. Investors who bought $1,000 worth of DVLT shares 5 years ago would now be looking at an investment worth $0.


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S&P 500 Index

Returns By Period

Datavault AI Inc (DVLT) has returned -25.95% so far this year and -44.72% over the past 12 months.


Datavault AI Inc

1D
-7.85%
1M
-16.57%
YTD
-25.95%
6M
-73.61%
1Y
-44.72%
3Y*
-86.37%
5Y*
-90.76%
10Y*

Benchmark (S&P 500 Index)

1D
-0.74%
1M
4.90%
YTD
10.35%
6M
10.28%
1Y
26.52%
3Y*
20.83%
5Y*
12.30%
10Y*
13.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DVLT Monthly Returns History

Based on dividend-adjusted daily data since Jul 27, 2018, DVLT's average daily return is -0.33%, while the average monthly return is -8.28%.

Historically, 30% of months were positive and 70% were negative. The best month was Sep 2025 with a return of +205.3%, while the worst month was Nov 2022 at -79.3%. The longest winning streak lasted 3 consecutive months, and the longest losing streak was 9 months.

On a daily basis, DVLT closed higher 39% of trading days. The best single day was Apr 16, 2024 with a return of +248.6%, while the worst single day was Mar 28, 2023 at -45.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20266.42%5.53%-12.73%17.39%-31.11%-6.56%-25.95%
2025-34.15%-32.24%-7.17%-2.13%-0.88%-18.34%-20.41%-33.31%205.32%86.24%0.00%-67.88%-68.19%
2024-17.19%-60.95%-44.44%75.87%-64.44%30.46%-10.51%-45.22%40.48%3.95%-10.87%25.00%-88.31%
2023-2.69%-57.29%-64.73%-25.95%5.13%3.25%5.51%-41.79%-24.36%-73.98%-11.99%-13.47%-98.92%
2022-15.11%3.39%2.46%-9.60%-27.25%-24.58%4.87%-4.03%-10.26%-1.79%-79.31%-5.27%-92.24%
2021-5.65%-2.40%-5.21%-14.89%59.70%-4.52%-11.72%-5.37%-16.42%-8.57%-28.91%-23.63%-60.73%

Benchmark Metrics

Datavault AI Inc has an annualized alpha of -61.46%, beta of 0.75, and R2 of 0.01 versus S&P 500 Index. Calculated based on daily prices since July 30, 2018.

  • This stock participated in 223.56% of S&P 500 Index downside but only -137.77% of its upside - more exposed to losses than it benefited from rallies.
  • R2 of 0.01 means this stock moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
-61.46%
Beta
0.75
0.01
Upside Capture
-137.77%
Downside Capture
223.56%

Return for Risk

Risk / Return Rank

DVLT ranks 39 for risk / return — below 39% of stocks on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


DVLT Risk / Return Rank: 3939
Overall Rank
DVLT Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
DVLT Sortino Ratio Rank: 6060
Sortino Ratio Rank
DVLT Omega Ratio Rank: 5353
Omega Ratio Rank
DVLT Calmar Ratio Rank: 2323
Calmar Ratio Rank
DVLT Martin Ratio Rank: 2828
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Datavault AI Inc (DVLT) and compare them to S&P 500 Index.


DVLTBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

-0.22

2.24

-2.46

Sortino ratio

Return per unit of downside risk

1.24

3.07

-1.84

Omega ratio

Gain probability vs. loss probability

1.13

1.41

-0.28

Calmar ratio

Return relative to maximum drawdown

-0.51

2.93

-3.44

Martin ratio

Return relative to average drawdown

-0.73

13.52

-14.25

Dividends

Dividend History


Datavault AI Inc doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Datavault AI Inc. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Datavault AI Inc was 100.00%, occurring on Sep 3, 2025. The portfolio has not yet recovered.

The current Datavault AI Inc drawdown is 100.00%.


Related event

Drawdown

Fall

Recovery

Underwater

2025 bear market2025
-100.00%Sep 2025
6y 10mo
7y 7moOct 2018 - now
Rate-hike selloffLate 2018
-19.02%Sep 2018
1mo 6d1mo 12d
2mo 18dAug 2018 - Oct 2018
2018 pullback2018
-6.17%Jul 2018
0s1d
1dJul 2018 - Jul 2018
2018 pullback2018
-5.26%Aug 2018
0s7d
7dAug 2018 - Aug 2018

Drawdown Indicators


DVLTBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-56.78%

-43.22%

Max Drawdown (1Y)

Largest decline over 1 year

-87.38%

-9.10%

-78.28%

Max Drawdown (3Y)

Largest decline over 3 years

-99.89%

-18.90%

-80.99%

Max Drawdown (5Y)

Largest decline over 5 years

-100.00%

-25.43%

-74.57%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-100.00%

-0.74%

-99.26%

Average Drawdown

Average peak-to-trough decline

-90.50%

-10.72%

-79.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

61.02%

1.97%

+59.05%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Financials

Financial Performance

The chart below illustrates the trends in the financial health of Datavault AI Inc over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.


Annual
Quarterly

0.0

Valuation

The Valuation section provides an overview of how Datavault AI Inc is priced in the market compared to other companies in the Software - Infrastructure industry. It includes key financial ratios that help investors assess whether the stock is undervalued or overvalued.


PS Ratio

This chart shows the Price-to-Sales (P/S) ratio for DVLT relative to other companies in the Software - Infrastructure industry. Currently, DVLT has a P/S ratio of 2.7. This P/S ratio falls within the average range for the industry, suggesting the stock is fairly valued based on its revenue.

PB Ratio

The chart illustrates the Price-to-Book (P/B) ratio for DVLT in comparison with other companies in the Software - Infrastructure industry. Currently, DVLT has a P/B value of 1.2. This P/B ratio is low compared to industry peers. It might indicate the stock is undervalued or that the company’s assets are not expected to generate strong returns.

Income Statement



TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items
Portfolio Analyzer

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