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

Correlation

The correlation between ACMR and XPO is 0.32, 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.


-0.50.00.51.00.3

Performance

ACMR vs. XPO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ACM Research, Inc. (ACMR) and XPO Logistics, Inc. (XPO). 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%
434.17%
ACMR
XPO

Key characteristics

Sharpe Ratio

ACMR:

-0.20

XPO:

1.28

Sortino Ratio

ACMR:

0.28

XPO:

2.09

Omega Ratio

ACMR:

1.03

XPO:

1.25

Calmar Ratio

ACMR:

-0.23

XPO:

2.62

Martin Ratio

ACMR:

-0.47

XPO:

5.12

Ulcer Index

ACMR:

34.81%

XPO:

10.94%

Daily Std Dev

ACMR:

81.35%

XPO:

43.70%

Max Drawdown

ACMR:

-87.23%

XPO:

-82.85%

Current Drawdown

ACMR:

-68.05%

XPO:

-14.51%

Fundamentals

Market Cap

ACMR:

$954.45M

XPO:

$18.38B

EPS

ACMR:

$1.33

XPO:

$3.08

PE Ratio

ACMR:

11.46

XPO:

51.28

Total Revenue (TTM)

ACMR:

$728.97M

XPO:

$8.09B

Gross Profit (TTM)

ACMR:

$359.82M

XPO:

$926.00M

EBITDA (TTM)

ACMR:

$137.06M

XPO:

$1.15B

Returns By Period

In the year-to-date period, ACMR achieves a -23.69% return, which is significantly lower than XPO's 54.41% return.


ACMR

YTD

-23.69%

1M

-20.18%

6M

-34.38%

1Y

-19.64%

5Y*

19.38%

10Y*

N/A

XPO

YTD

54.41%

1M

-9.65%

6M

28.56%

1Y

51.10%

5Y*

38.12%

10Y*

25.08%

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. XPO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ACM Research, Inc. (ACMR) and XPO Logistics, Inc. (XPO). 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-4.00-2.000.002.00-0.201.28
The chart of Sortino ratio for ACMR, currently valued at 0.28, compared to the broader market-4.00-2.000.002.004.000.282.09
The chart of Omega ratio for ACMR, currently valued at 1.03, compared to the broader market0.501.001.502.001.031.25
The chart of Calmar ratio for ACMR, currently valued at -0.23, compared to the broader market0.002.004.006.00-0.232.62
The chart of Martin ratio for ACMR, currently valued at -0.47, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.475.12
ACMR
XPO

The current ACMR Sharpe Ratio is -0.20, which is lower than the XPO Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of ACMR and XPO, 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 Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
-0.20
1.28
ACMR
XPO

Dividends

ACMR vs. XPO - Dividend Comparison

Neither ACMR nor XPO has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ACMR vs. XPO - Drawdown Comparison

The maximum ACMR drawdown since its inception was -87.23%, which is greater than XPO's maximum drawdown of -82.85%. Use the drawdown chart below to compare losses from any high point for ACMR and XPO. 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%
-14.51%
ACMR
XPO

Volatility

ACMR vs. XPO - Volatility Comparison

ACM Research, Inc. (ACMR) has a higher volatility of 22.85% compared to XPO Logistics, Inc. (XPO) at 11.84%. This indicates that ACMR's price experiences larger fluctuations and is considered to be riskier than XPO 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%
11.84%
ACMR
XPO

Financials

ACMR vs. XPO - Financials Comparison

This section allows you to compare key financial metrics between ACM Research, Inc. and XPO Logistics, 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 © 2024 PortfoliosLab