PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
ACMR vs. ACLS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ACMR and ACLS is 0.49, 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

ACMR vs. ACLS - Performance Comparison

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

-50.00%-40.00%-30.00%-20.00%-10.00%0.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-11.50%
-47.61%
ACMR
ACLS

Key characteristics

Sharpe Ratio

ACMR:

-0.08

ACLS:

-0.89

Sortino Ratio

ACMR:

0.50

ACLS:

-1.28

Omega Ratio

ACMR:

1.06

ACLS:

0.85

Calmar Ratio

ACMR:

-0.09

ACLS:

-0.66

Martin Ratio

ACMR:

-0.18

ACLS:

-1.34

Ulcer Index

ACMR:

37.45%

ACLS:

32.13%

Daily Std Dev

ACMR:

80.31%

ACLS:

48.46%

Max Drawdown

ACMR:

-87.23%

ACLS:

-99.34%

Current Drawdown

ACMR:

-60.16%

ACLS:

-64.36%

Fundamentals

Market Cap

ACMR:

$1.16B

ACLS:

$2.33B

EPS

ACMR:

$1.33

ACLS:

$6.74

PE Ratio

ACMR:

13.98

ACLS:

10.60

Total Revenue (TTM)

ACMR:

$558.65M

ACLS:

$765.45M

Gross Profit (TTM)

ACMR:

$280.74M

ACLS:

$338.43M

EBITDA (TTM)

ACMR:

$111.62M

ACLS:

$163.90M

Returns By Period

In the year-to-date period, ACMR achieves a 23.11% return, which is significantly higher than ACLS's 2.26% return.


ACMR

YTD

23.11%

1M

24.68%

6M

-11.50%

1Y

-14.13%

5Y*

6.76%

10Y*

N/A

ACLS

YTD

2.26%

1M

2.85%

6M

-47.61%

1Y

-48.18%

5Y*

23.28%

10Y*

21.85%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

ACMR vs. ACLS — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ACMR
The Risk-Adjusted Performance Rank of ACMR is 4242
Overall Rank
The Sharpe Ratio Rank of ACMR is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of ACMR is 4646
Sortino Ratio Rank
The Omega Ratio Rank of ACMR is 4343
Omega Ratio Rank
The Calmar Ratio Rank of ACMR is 4040
Calmar Ratio Rank
The Martin Ratio Rank of ACMR is 4242
Martin Ratio Rank

ACLS
The Risk-Adjusted Performance Rank of ACLS is 88
Overall Rank
The Sharpe Ratio Rank of ACLS is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of ACLS is 77
Sortino Ratio Rank
The Omega Ratio Rank of ACLS is 99
Omega Ratio Rank
The Calmar Ratio Rank of ACLS is 99
Calmar Ratio Rank
The Martin Ratio Rank of ACLS is 99
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ACMR vs. ACLS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ACM Research, Inc. (ACMR) and Axcelis Technologies, Inc. (ACLS). 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 ACMR, currently valued at -0.08, compared to the broader market-2.000.002.004.00-0.08-0.89
The chart of Sortino ratio for ACMR, currently valued at 0.50, compared to the broader market-4.00-2.000.002.004.006.000.50-1.28
The chart of Omega ratio for ACMR, currently valued at 1.06, compared to the broader market0.501.001.502.001.060.85
The chart of Calmar ratio for ACMR, currently valued at -0.09, compared to the broader market0.002.004.006.00-0.09-0.66
The chart of Martin ratio for ACMR, currently valued at -0.18, compared to the broader market0.0010.0020.0030.00-0.18-1.34
ACMR
ACLS

The current ACMR Sharpe Ratio is -0.08, which is higher than the ACLS Sharpe Ratio of -0.89. The chart below compares the historical Sharpe Ratios of ACMR and ACLS, 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-1.00-0.500.000.50AugustSeptemberOctoberNovemberDecember2025
-0.08
-0.89
ACMR
ACLS

Dividends

ACMR vs. ACLS - Dividend Comparison

Neither ACMR nor ACLS has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ACMR vs. ACLS - Drawdown Comparison

The maximum ACMR drawdown since its inception was -87.23%, smaller than the maximum ACLS drawdown of -99.34%. Use the drawdown chart below to compare losses from any high point for ACMR and ACLS. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%AugustSeptemberOctoberNovemberDecember2025
-60.16%
-64.36%
ACMR
ACLS

Volatility

ACMR vs. ACLS - Volatility Comparison

ACM Research, Inc. (ACMR) has a higher volatility of 17.17% compared to Axcelis Technologies, Inc. (ACLS) at 10.39%. This indicates that ACMR's price experiences larger fluctuations and is considered to be riskier than ACLS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%AugustSeptemberOctoberNovemberDecember2025
17.17%
10.39%
ACMR
ACLS

Financials

ACMR vs. ACLS - Financials Comparison

This section allows you to compare key financial metrics between ACM Research, Inc. and Axcelis Technologies, 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab