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AEHR vs. ENTG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AEHR and ENTG is 0.22, 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.


-0.50.00.51.00.2

Performance

AEHR vs. ENTG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Aehr Test Systems (AEHR) and Entegris, Inc. (ENTG). 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
111.11%
823.62%
AEHR
ENTG

Key characteristics

Sharpe Ratio

AEHR:

-0.55

ENTG:

-0.33

Sortino Ratio

AEHR:

-0.49

ENTG:

-0.20

Omega Ratio

AEHR:

0.94

ENTG:

0.98

Calmar Ratio

AEHR:

-0.59

ENTG:

-0.38

Martin Ratio

AEHR:

-0.91

ENTG:

-0.77

Ulcer Index

AEHR:

52.54%

ENTG:

17.80%

Daily Std Dev

AEHR:

87.09%

ENTG:

41.14%

Max Drawdown

AEHR:

-97.98%

ENTG:

-97.21%

Current Drawdown

AEHR:

-73.46%

ENTG:

-34.96%

Fundamentals

Market Cap

AEHR:

$430.83M

ENTG:

$16.51B

EPS

AEHR:

$0.98

ENTG:

$1.51

PE Ratio

AEHR:

14.84

ENTG:

72.42

PEG Ratio

AEHR:

5.92

ENTG:

1.58

Total Revenue (TTM)

AEHR:

$37.28M

ENTG:

$3.20B

Gross Profit (TTM)

AEHR:

$18.68M

ENTG:

$1.35B

EBITDA (TTM)

AEHR:

$1.96M

ENTG:

$866.02M

Returns By Period

In the year-to-date period, AEHR achieves a -46.29% return, which is significantly lower than ENTG's -16.72% return. Over the past 10 years, AEHR has underperformed ENTG with an annualized return of 18.22%, while ENTG has yielded a comparatively higher 22.75% annualized return.


AEHR

YTD

-46.29%

1M

26.44%

6M

31.94%

1Y

-49.70%

5Y*

50.69%

10Y*

18.22%

ENTG

YTD

-16.72%

1M

-0.50%

6M

-25.40%

1Y

-16.59%

5Y*

14.72%

10Y*

22.75%

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Risk-Adjusted Performance

AEHR vs. ENTG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Aehr Test Systems (AEHR) and Entegris, Inc. (ENTG). 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 AEHR, currently valued at -0.55, compared to the broader market-4.00-2.000.002.00-0.55-0.33
The chart of Sortino ratio for AEHR, currently valued at -0.49, compared to the broader market-4.00-2.000.002.004.00-0.49-0.20
The chart of Omega ratio for AEHR, currently valued at 0.94, compared to the broader market0.501.001.502.000.940.98
The chart of Calmar ratio for AEHR, currently valued at -0.59, compared to the broader market0.002.004.006.00-0.59-0.38
The chart of Martin ratio for AEHR, currently valued at -0.91, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.91-0.77
AEHR
ENTG

The current AEHR Sharpe Ratio is -0.55, which is lower than the ENTG Sharpe Ratio of -0.33. The chart below compares the historical Sharpe Ratios of AEHR and ENTG, 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
-0.55
-0.33
AEHR
ENTG

Dividends

AEHR vs. ENTG - Dividend Comparison

AEHR has not paid dividends to shareholders, while ENTG's dividend yield for the trailing twelve months is around 0.40%.


TTM2023202220212020201920182017
AEHR
Aehr Test Systems
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ENTG
Entegris, Inc.
0.40%0.33%0.61%0.23%0.33%0.60%1.00%0.23%

Drawdowns

AEHR vs. ENTG - Drawdown Comparison

The maximum AEHR drawdown since its inception was -97.98%, roughly equal to the maximum ENTG drawdown of -97.21%. Use the drawdown chart below to compare losses from any high point for AEHR and ENTG. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-73.46%
-34.96%
AEHR
ENTG

Volatility

AEHR vs. ENTG - Volatility Comparison

Aehr Test Systems (AEHR) has a higher volatility of 30.11% compared to Entegris, Inc. (ENTG) at 13.03%. This indicates that AEHR's price experiences larger fluctuations and is considered to be riskier than ENTG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
30.11%
13.03%
AEHR
ENTG

Financials

AEHR vs. ENTG - Financials Comparison

This section allows you to compare key financial metrics between Aehr Test Systems and Entegris, 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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