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

Correlation

The correlation between ADI and EXR 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

ADI vs. EXR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Analog Devices, Inc. (ADI) and Extra Space Storage Inc. (EXR). The values are adjusted to include any dividend payments, if applicable.

-15.00%-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-7.92%
-7.37%
ADI
EXR

Key characteristics

Sharpe Ratio

ADI:

0.64

EXR:

0.24

Sortino Ratio

ADI:

1.09

EXR:

0.49

Omega Ratio

ADI:

1.13

EXR:

1.06

Calmar Ratio

ADI:

1.15

EXR:

0.16

Martin Ratio

ADI:

2.87

EXR:

0.76

Ulcer Index

ADI:

7.05%

EXR:

7.76%

Daily Std Dev

ADI:

31.85%

EXR:

24.77%

Max Drawdown

ADI:

-82.88%

EXR:

-71.35%

Current Drawdown

ADI:

-9.17%

EXR:

-25.16%

Fundamentals

Market Cap

ADI:

$108.77B

EXR:

$33.44B

EPS

ADI:

$3.35

EXR:

$3.72

PE Ratio

ADI:

65.42

EXR:

40.48

PEG Ratio

ADI:

1.01

EXR:

4.73

Total Revenue (TTM)

ADI:

$9.43B

EXR:

$2.44B

Gross Profit (TTM)

ADI:

$5.00B

EXR:

$1.38B

EBITDA (TTM)

ADI:

$4.19B

EXR:

$1.65B

Returns By Period

In the year-to-date period, ADI achieves a 3.15% return, which is significantly higher than EXR's 0.67% return. Over the past 10 years, ADI has outperformed EXR with an annualized return of 17.41%, while EXR has yielded a comparatively lower 12.53% annualized return.


ADI

YTD

3.15%

1M

3.48%

6M

-7.92%

1Y

14.46%

5Y*

14.87%

10Y*

17.41%

EXR

YTD

0.67%

1M

2.45%

6M

-7.37%

1Y

6.88%

5Y*

10.52%

10Y*

12.53%

*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

ADI vs. EXR — Risk-Adjusted Performance Rank

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

ADI
The Risk-Adjusted Performance Rank of ADI is 6868
Overall Rank
The Sharpe Ratio Rank of ADI is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of ADI is 6161
Sortino Ratio Rank
The Omega Ratio Rank of ADI is 5858
Omega Ratio Rank
The Calmar Ratio Rank of ADI is 8181
Calmar Ratio Rank
The Martin Ratio Rank of ADI is 7272
Martin Ratio Rank

EXR
The Risk-Adjusted Performance Rank of EXR is 5151
Overall Rank
The Sharpe Ratio Rank of EXR is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of EXR is 4545
Sortino Ratio Rank
The Omega Ratio Rank of EXR is 4444
Omega Ratio Rank
The Calmar Ratio Rank of EXR is 5353
Calmar Ratio Rank
The Martin Ratio Rank of EXR is 5656
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.

ADI vs. EXR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Analog Devices, Inc. (ADI) and Extra Space Storage Inc. (EXR). 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 ADI, currently valued at 0.64, compared to the broader market-2.000.002.004.000.640.24
The chart of Sortino ratio for ADI, currently valued at 1.09, compared to the broader market-4.00-2.000.002.004.001.090.49
The chart of Omega ratio for ADI, currently valued at 1.13, compared to the broader market0.501.001.502.001.131.06
The chart of Calmar ratio for ADI, currently valued at 1.15, compared to the broader market0.002.004.006.001.150.16
The chart of Martin ratio for ADI, currently valued at 2.87, compared to the broader market-10.000.0010.0020.0030.002.870.76
ADI
EXR

The current ADI Sharpe Ratio is 0.64, which is higher than the EXR Sharpe Ratio of 0.24. The chart below compares the historical Sharpe Ratios of ADI and EXR, 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 Ratio0.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.64
0.24
ADI
EXR

Dividends

ADI vs. EXR - Dividend Comparison

ADI's dividend yield for the trailing twelve months is around 1.68%, less than EXR's 4.30% yield.


TTM20242023202220212020201920182017201620152014
ADI
Analog Devices, Inc.
1.68%1.73%1.73%1.85%1.57%1.68%1.82%2.24%2.02%2.31%2.89%2.67%
EXR
Extra Space Storage Inc.
4.30%4.33%4.04%4.08%1.98%3.11%3.37%3.71%3.57%3.79%2.54%3.09%

Drawdowns

ADI vs. EXR - Drawdown Comparison

The maximum ADI drawdown since its inception was -82.88%, which is greater than EXR's maximum drawdown of -71.35%. Use the drawdown chart below to compare losses from any high point for ADI and EXR. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-9.17%
-25.16%
ADI
EXR

Volatility

ADI vs. EXR - Volatility Comparison

The current volatility for Analog Devices, Inc. (ADI) is 7.65%, while Extra Space Storage Inc. (EXR) has a volatility of 8.14%. This indicates that ADI experiences smaller price fluctuations and is considered to be less risky than EXR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%AugustSeptemberOctoberNovemberDecember2025
7.65%
8.14%
ADI
EXR

Financials

ADI vs. EXR - Financials Comparison

This section allows you to compare key financial metrics between Analog Devices, Inc. and Extra Space Storage 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