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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.

0.00%200.00%400.00%600.00%800.00%1,000.00%1,200.00%JulyAugustSeptemberOctoberNovemberDecember
639.33%
97.36%
ACMR
ACLS

Key characteristics

Sharpe Ratio

ACMR:

-0.20

ACLS:

-0.93

Sortino Ratio

ACMR:

0.28

ACLS:

-1.40

Omega Ratio

ACMR:

1.03

ACLS:

0.84

Calmar Ratio

ACMR:

-0.23

ACLS:

-0.70

Martin Ratio

ACMR:

-0.47

ACLS:

-1.60

Ulcer Index

ACMR:

34.81%

ACLS:

28.84%

Daily Std Dev

ACMR:

81.35%

ACLS:

49.32%

Max Drawdown

ACMR:

-87.23%

ACLS:

-99.34%

Current Drawdown

ACMR:

-68.05%

ACLS:

-65.35%

Fundamentals

Market Cap

ACMR:

$954.45M

ACLS:

$2.43B

EPS

ACMR:

$1.33

ACLS:

$6.76

PE Ratio

ACMR:

11.46

ACLS:

11.07

Total Revenue (TTM)

ACMR:

$728.97M

ACLS:

$1.08B

Gross Profit (TTM)

ACMR:

$359.82M

ACLS:

$476.33M

EBITDA (TTM)

ACMR:

$137.06M

ACLS:

$256.21M

Returns By Period

In the year-to-date period, ACMR achieves a -23.69% return, which is significantly higher than ACLS's -46.43% return.


ACMR

YTD

-23.69%

1M

-20.18%

6M

-34.38%

1Y

-19.64%

5Y*

19.38%

10Y*

N/A

ACLS

YTD

-46.43%

1M

-2.15%

6M

-49.54%

1Y

-48.47%

5Y*

22.91%

10Y*

21.78%

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Risk-Adjusted Performance

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 -0.20, compared to the broader market-4.00-2.000.002.00-0.20-0.93
The chart of Sortino ratio for ACMR, currently valued at 0.28, compared to the broader market-4.00-2.000.002.004.000.28-1.40
The chart of Omega ratio for ACMR, currently valued at 1.03, compared to the broader market0.501.001.502.001.030.84
The chart of Calmar ratio for ACMR, currently valued at -0.23, compared to the broader market0.002.004.006.00-0.23-0.70
The chart of Martin ratio for ACMR, currently valued at -0.47, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.47-1.60
ACMR
ACLS

The current ACMR Sharpe Ratio is -0.20, which is higher than the ACLS Sharpe Ratio of -0.93. 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-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.20
-0.93
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%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-68.05%
-65.35%
ACMR
ACLS

Volatility

ACMR vs. ACLS - Volatility Comparison

ACM Research, Inc. (ACMR) has a higher volatility of 22.85% compared to Axcelis Technologies, Inc. (ACLS) at 11.61%. 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%JulyAugustSeptemberOctoberNovemberDecember
22.85%
11.61%
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
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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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