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ACLS vs. AMBA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ACLS and AMBA is 0.46, 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.


-0.50.00.51.00.5

Performance

ACLS vs. AMBA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Axcelis Technologies, Inc. (ACLS) and Ambarella, Inc. (AMBA). The values are adjusted to include any dividend payments, if applicable.

-40.00%-20.00%0.00%20.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
-49.14%
22.79%
ACLS
AMBA

Key characteristics

Sharpe Ratio

ACLS:

-0.99

AMBA:

0.17

Sortino Ratio

ACLS:

-1.55

AMBA:

0.64

Omega Ratio

ACLS:

0.83

AMBA:

1.07

Calmar Ratio

ACLS:

-0.75

AMBA:

0.11

Martin Ratio

ACLS:

-1.72

AMBA:

0.50

Ulcer Index

ACLS:

28.62%

AMBA:

17.36%

Daily Std Dev

ACLS:

49.60%

AMBA:

49.84%

Max Drawdown

ACLS:

-99.34%

AMBA:

-81.65%

Current Drawdown

ACLS:

-65.49%

AMBA:

-68.35%

Fundamentals

Market Cap

ACLS:

$2.43B

AMBA:

$3.08B

EPS

ACLS:

$6.76

AMBA:

-$3.87

PEG Ratio

ACLS:

1.23

AMBA:

4.97

Total Revenue (TTM)

ACLS:

$1.08B

AMBA:

$252.47M

Gross Profit (TTM)

ACLS:

$476.33M

AMBA:

$152.26M

EBITDA (TTM)

ACLS:

$256.21M

AMBA:

-$130.08M

Returns By Period

In the year-to-date period, ACLS achieves a -46.66% return, which is significantly lower than AMBA's 11.99% return. Over the past 10 years, ACLS has outperformed AMBA with an annualized return of 21.48%, while AMBA has yielded a comparatively lower 3.06% annualized return.


ACLS

YTD

-46.66%

1M

-1.52%

6M

-49.14%

1Y

-46.26%

5Y*

22.82%

10Y*

21.48%

AMBA

YTD

11.99%

1M

16.28%

6M

22.79%

1Y

11.85%

5Y*

3.45%

10Y*

3.06%

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Risk-Adjusted Performance

ACLS vs. AMBA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Axcelis Technologies, Inc. (ACLS) and Ambarella, Inc. (AMBA). 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 ACLS, currently valued at -0.99, compared to the broader market-4.00-2.000.002.00-0.990.17
The chart of Sortino ratio for ACLS, currently valued at -1.55, compared to the broader market-4.00-2.000.002.004.00-1.550.64
The chart of Omega ratio for ACLS, currently valued at 0.83, compared to the broader market0.501.001.502.000.831.07
The chart of Calmar ratio for ACLS, currently valued at -0.75, compared to the broader market0.002.004.006.00-0.750.11
The chart of Martin ratio for ACLS, currently valued at -1.72, compared to the broader market0.0010.0020.00-1.720.50
ACLS
AMBA

The current ACLS Sharpe Ratio is -0.99, which is lower than the AMBA Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of ACLS and AMBA, 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 Ratio-1.00-0.500.000.50JulyAugustSeptemberOctoberNovemberDecember
-0.99
0.17
ACLS
AMBA

Dividends

ACLS vs. AMBA - Dividend Comparison

Neither ACLS nor AMBA has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ACLS vs. AMBA - Drawdown Comparison

The maximum ACLS drawdown since its inception was -99.34%, which is greater than AMBA's maximum drawdown of -81.65%. Use the drawdown chart below to compare losses from any high point for ACLS and AMBA. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-65.49%
-68.35%
ACLS
AMBA

Volatility

ACLS vs. AMBA - Volatility Comparison

The current volatility for Axcelis Technologies, Inc. (ACLS) is 11.66%, while Ambarella, Inc. (AMBA) has a volatility of 14.96%. This indicates that ACLS experiences smaller price fluctuations and is considered to be less risky than AMBA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
11.66%
14.96%
ACLS
AMBA

Financials

ACLS vs. AMBA - Financials Comparison

This section allows you to compare key financial metrics between Axcelis Technologies, Inc. and Ambarella, 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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