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ACMR vs. WM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ACMR and WM is 0.09, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.1

Performance

ACMR vs. WM - Performance Comparison

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

200.00%400.00%600.00%800.00%1,000.00%1,200.00%JulyAugustSeptemberOctoberNovemberDecember
639.33%
186.24%
ACMR
WM

Key characteristics

Sharpe Ratio

ACMR:

-0.20

WM:

1.05

Sortino Ratio

ACMR:

0.28

WM:

1.45

Omega Ratio

ACMR:

1.03

WM:

1.23

Calmar Ratio

ACMR:

-0.23

WM:

1.58

Martin Ratio

ACMR:

-0.47

WM:

4.29

Ulcer Index

ACMR:

34.81%

WM:

4.38%

Daily Std Dev

ACMR:

81.35%

WM:

17.96%

Max Drawdown

ACMR:

-87.23%

WM:

-77.85%

Current Drawdown

ACMR:

-68.05%

WM:

-9.60%

Fundamentals

Market Cap

ACMR:

$954.45M

WM:

$83.89B

EPS

ACMR:

$1.33

WM:

$6.54

PE Ratio

ACMR:

11.46

WM:

31.96

Total Revenue (TTM)

ACMR:

$728.97M

WM:

$21.39B

Gross Profit (TTM)

ACMR:

$359.82M

WM:

$7.35B

EBITDA (TTM)

ACMR:

$137.06M

WM:

$6.19B

Returns By Period

In the year-to-date period, ACMR achieves a -23.69% return, which is significantly lower than WM's 16.57% return.


ACMR

YTD

-23.69%

1M

-20.18%

6M

-34.38%

1Y

-19.64%

5Y*

19.38%

10Y*

N/A

WM

YTD

16.57%

1M

-6.77%

6M

-0.82%

1Y

17.99%

5Y*

14.68%

10Y*

17.31%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

ACMR vs. WM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ACM Research, Inc. (ACMR) and Waste Management, Inc. (WM). 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-4.00-2.000.002.00-0.201.05
The chart of Sortino ratio for ACMR, currently valued at 0.28, compared to the broader market-4.00-2.000.002.004.000.281.45
The chart of Omega ratio for ACMR, currently valued at 1.03, compared to the broader market0.501.001.502.001.031.23
The chart of Calmar ratio for ACMR, currently valued at -0.23, compared to the broader market0.002.004.006.00-0.231.58
The chart of Martin ratio for ACMR, currently valued at -0.47, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.474.29
ACMR
WM

The current ACMR Sharpe Ratio is -0.20, which is lower than the WM Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of ACMR and WM, 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
-0.20
1.05
ACMR
WM

Dividends

ACMR vs. WM - Dividend Comparison

ACMR has not paid dividends to shareholders, while WM's dividend yield for the trailing twelve months is around 1.46%.


TTM20232022202120202019201820172016201520142013
ACMR
ACM Research, 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%
WM
Waste Management, Inc.
1.46%1.56%1.66%1.38%1.85%1.80%2.09%1.97%2.31%2.89%2.92%3.25%

Drawdowns

ACMR vs. WM - Drawdown Comparison

The maximum ACMR drawdown since its inception was -87.23%, which is greater than WM's maximum drawdown of -77.85%. Use the drawdown chart below to compare losses from any high point for ACMR and WM. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-68.05%
-9.60%
ACMR
WM

Volatility

ACMR vs. WM - Volatility Comparison

ACM Research, Inc. (ACMR) has a higher volatility of 22.85% compared to Waste Management, Inc. (WM) at 4.13%. This indicates that ACMR's price experiences larger fluctuations and is considered to be riskier than WM 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%30.00%JulyAugustSeptemberOctoberNovemberDecember
22.85%
4.13%
ACMR
WM

Financials

ACMR vs. WM - Financials Comparison

This section allows you to compare key financial metrics between ACM Research, Inc. and Waste Management, 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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