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A vs. VMW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between A and VMW is 0.42, 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.


-0.50.00.51.00.4

Performance

A vs. VMW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Agilent Technologies, Inc. (A) and VMware, Inc. (VMW). The values are adjusted to include any dividend payments, if applicable.

300.00%350.00%400.00%450.00%500.00%JulyAugustSeptemberOctoberNovemberDecember
477.93%
309.99%
A
VMW

Key characteristics

Fundamentals

Market Cap

A:

$38.92B

VMW:

$61.52B

EPS

A:

$4.43

VMW:

$3.32

PE Ratio

A:

30.80

VMW:

42.92

PEG Ratio

A:

2.33

VMW:

2.72

Returns By Period


A

YTD

-2.76%

1M

4.62%

6M

1.29%

1Y

-2.53%

5Y*

10.35%

10Y*

13.49%

VMW

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

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Risk-Adjusted Performance

A vs. VMW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Agilent Technologies, Inc. (A) and VMware, Inc. (VMW). 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 A, currently valued at -0.08, compared to the broader market-4.00-2.000.002.00-0.08
The chart of Sortino ratio for A, currently valued at 0.07, compared to the broader market-4.00-2.000.002.004.000.07
The chart of Omega ratio for A, currently valued at 1.01, compared to the broader market0.501.001.502.001.01
The chart of Calmar ratio for A, currently valued at -0.07, compared to the broader market0.002.004.006.00-0.07
The chart of Martin ratio for A, currently valued at -0.21, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.21
A
VMW


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.08
-1.00
A
VMW

Dividends

A vs. VMW - Dividend Comparison

A's dividend yield for the trailing twelve months is around 0.70%, while VMW has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
A
Agilent Technologies, Inc.
0.70%0.66%0.71%0.49%0.46%0.79%0.91%0.81%1.05%1.23%0.69%0.86%
VMW
VMware, Inc.
0.00%0.00%0.00%23.65%0.00%0.00%19.55%0.00%0.00%0.00%0.00%0.00%

Drawdowns

A vs. VMW - Drawdown Comparison


-28.00%-26.00%-24.00%-22.00%-20.00%-18.00%-16.00%JulyAugustSeptemberOctoberNovemberDecember
-23.35%
-20.35%
A
VMW

Volatility

A vs. VMW - Volatility Comparison

Agilent Technologies, Inc. (A) has a higher volatility of 6.77% compared to VMware, Inc. (VMW) at 0.00%. This indicates that A's price experiences larger fluctuations and is considered to be riskier than VMW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
6.77%
0
A
VMW

Financials

A vs. VMW - Financials Comparison

This section allows you to compare key financial metrics between Agilent Technologies, Inc. and VMware, Inc.. 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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