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

Performance

ACLS vs. BDC - Performance Comparison

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

-40.00%-20.00%0.00%20.00%40.00%JuneJulyAugustSeptemberOctoberNovember
-37.37%
25.44%
ACLS
BDC

Returns By Period

In the year-to-date period, ACLS achieves a -44.38% return, which is significantly lower than BDC's 53.42% return. Over the past 10 years, ACLS has outperformed BDC with an annualized return of 23.83%, while BDC has yielded a comparatively lower 5.35% annualized return.


ACLS

YTD

-44.38%

1M

-21.81%

6M

-37.37%

1Y

-45.36%

5Y (annualized)

26.71%

10Y (annualized)

23.83%

BDC

YTD

53.42%

1M

-1.30%

6M

25.44%

1Y

72.08%

5Y (annualized)

17.98%

10Y (annualized)

5.35%

Fundamentals


ACLSBDC
Market Cap$2.34B$4.77B
EPS$6.76$4.31
PE Ratio10.6727.45
PEG Ratio1.232.14
Total Revenue (TTM)$1.08B$2.35B
Gross Profit (TTM)$476.33M$860.54M
EBITDA (TTM)$256.21M$346.76M

Key characteristics


ACLSBDC
Sharpe Ratio-0.952.21
Sortino Ratio-1.453.25
Omega Ratio0.841.40
Calmar Ratio-0.732.25
Martin Ratio-1.9316.36
Ulcer Index24.34%4.55%
Daily Std Dev49.41%33.80%
Max Drawdown-99.34%-85.69%
Current Drawdown-64.02%-9.97%

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Correlation

-0.50.00.51.00.4

The correlation between ACLS and BDC is 0.44, 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.

Risk-Adjusted Performance

ACLS vs. BDC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Axcelis Technologies, Inc. (ACLS) and Belden Inc. (BDC). 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 -0.95, compared to the broader market-4.00-2.000.002.004.00-0.952.21
The chart of Sortino ratio for ACLS, currently valued at -1.45, compared to the broader market-4.00-2.000.002.004.00-1.453.25
The chart of Omega ratio for ACLS, currently valued at 0.84, compared to the broader market0.501.001.502.000.841.40
The chart of Calmar ratio for ACLS, currently valued at -0.73, compared to the broader market0.002.004.006.00-0.732.25
The chart of Martin ratio for ACLS, currently valued at -1.93, compared to the broader market-10.000.0010.0020.0030.00-1.9316.36
ACLS
BDC

The current ACLS Sharpe Ratio is -0.95, which is lower than the BDC Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of ACLS and BDC, 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-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
-0.95
2.21
ACLS
BDC

Dividends

ACLS vs. BDC - Dividend Comparison

ACLS has not paid dividends to shareholders, while BDC's dividend yield for the trailing twelve months is around 0.17%.


TTM20232022202120202019201820172016201520142013
ACLS
Axcelis Technologies, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BDC
Belden Inc.
0.17%0.26%0.28%0.30%0.48%0.36%0.50%0.26%0.27%0.42%0.25%0.28%

Drawdowns

ACLS vs. BDC - Drawdown Comparison

The maximum ACLS drawdown since its inception was -99.34%, which is greater than BDC's maximum drawdown of -85.69%. Use the drawdown chart below to compare losses from any high point for ACLS and BDC. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-64.02%
-9.97%
ACLS
BDC

Volatility

ACLS vs. BDC - Volatility Comparison

The current volatility for Axcelis Technologies, Inc. (ACLS) is 10.82%, while Belden Inc. (BDC) has a volatility of 12.70%. This indicates that ACLS experiences smaller price fluctuations and is considered to be less risky than BDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
10.82%
12.70%
ACLS
BDC

Financials

ACLS vs. BDC - Financials Comparison

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