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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%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-8.70%
-8.14%
ADI
EXR

Key characteristics

Sharpe Ratio

ADI:

0.22

EXR:

-0.14

Sortino Ratio

ADI:

0.54

EXR:

-0.02

Omega Ratio

ADI:

1.06

EXR:

1.00

Calmar Ratio

ADI:

0.39

EXR:

-0.10

Martin Ratio

ADI:

1.04

EXR:

-0.37

Ulcer Index

ADI:

6.57%

EXR:

9.43%

Daily Std Dev

ADI:

31.68%

EXR:

25.31%

Max Drawdown

ADI:

-82.88%

EXR:

-71.35%

Current Drawdown

ADI:

-13.89%

EXR:

-29.26%

Fundamentals

Market Cap

ADI:

$106.12B

EXR:

$34.07B

EPS

ADI:

$3.27

EXR:

$3.75

PE Ratio

ADI:

65.39

EXR:

41.20

PEG Ratio

ADI:

0.99

EXR:

4.82

Total Revenue (TTM)

ADI:

$9.43B

EXR:

$3.23B

Gross Profit (TTM)

ADI:

$5.00B

EXR:

$2.16B

EBITDA (TTM)

ADI:

$4.19B

EXR:

$2.20B

Returns By Period

In the year-to-date period, ADI achieves a 6.45% return, which is significantly higher than EXR's -7.52% return. Over the past 10 years, ADI has outperformed EXR with an annualized return of 16.14%, while EXR has yielded a comparatively lower 13.08% annualized return.


ADI

YTD

6.45%

1M

-0.84%

6M

-8.70%

1Y

9.98%

5Y*

13.74%

10Y*

16.14%

EXR

YTD

-7.52%

1M

-13.10%

6M

-8.14%

1Y

-2.59%

5Y*

10.34%

10Y*

13.08%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

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 0.22, compared to the broader market-4.00-2.000.002.000.22-0.14
The chart of Sortino ratio for ADI, currently valued at 0.54, compared to the broader market-4.00-2.000.002.004.000.54-0.02
The chart of Omega ratio for ADI, currently valued at 1.06, compared to the broader market0.501.001.502.001.061.00
The chart of Calmar ratio for ADI, currently valued at 0.39, compared to the broader market0.002.004.006.000.39-0.10
The chart of Martin ratio for ADI, currently valued at 1.04, compared to the broader market0.0010.0020.001.04-0.37
ADI
EXR

The current ADI Sharpe Ratio is 0.22, which is higher than the EXR Sharpe Ratio of -0.14. 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.22
-0.14
ADI
EXR

Dividends

ADI vs. EXR - Dividend Comparison

ADI's dividend yield for the trailing twelve months is around 1.77%, less than EXR's 4.55% yield.


TTM20232022202120202019201820172016201520142013
ADI
Analog Devices, Inc.
1.77%1.73%1.85%1.57%1.68%1.82%2.24%2.02%2.31%2.89%2.67%2.67%
EXR
Extra Space Storage Inc.
4.55%4.04%4.08%1.98%3.11%3.37%3.71%3.57%3.79%2.54%3.09%3.44%

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%JulyAugustSeptemberOctoberNovemberDecember
-13.89%
-29.26%
ADI
EXR

Volatility

ADI vs. EXR - Volatility Comparison

Analog Devices, Inc. (ADI) has a higher volatility of 7.34% compared to Extra Space Storage Inc. (EXR) at 6.96%. This indicates that ADI's price experiences larger fluctuations and is considered to be riskier 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%JulyAugustSeptemberOctoberNovemberDecember
7.34%
6.96%
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
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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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