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

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.

-20.00%0.00%20.00%40.00%60.00%JuneJulyAugustSeptemberOctoberNovember
-7.17%
-23.57%
AEHR
ENTG

Returns By Period

In the year-to-date period, AEHR achieves a -57.52% return, which is significantly lower than ENTG's -16.30% return. Over the past 10 years, AEHR has underperformed ENTG with an annualized return of 16.61%, while ENTG has yielded a comparatively higher 22.84% annualized return.


AEHR

YTD

-57.52%

1M

-28.35%

6M

-7.17%

1Y

-55.65%

5Y (annualized)

41.19%

10Y (annualized)

16.61%

ENTG

YTD

-16.30%

1M

-4.13%

6M

-23.57%

1Y

-2.04%

5Y (annualized)

17.08%

10Y (annualized)

22.84%

Fundamentals


AEHRENTG
Market Cap$333.94M$15.09B
EPS$0.99$1.51
PE Ratio11.3866.20
PEG Ratio5.921.58
Total Revenue (TTM)$58.71M$3.20B
Gross Profit (TTM)$29.64M$1.35B
EBITDA (TTM)$8.22M$866.02M

Key characteristics


AEHRENTG
Sharpe Ratio-0.68-0.12
Sortino Ratio-0.870.11
Omega Ratio0.901.01
Calmar Ratio-0.70-0.13
Martin Ratio-1.12-0.30
Ulcer Index50.71%15.97%
Daily Std Dev83.04%40.23%
Max Drawdown-97.98%-97.21%
Current Drawdown-79.01%-34.64%

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Correlation

-0.50.00.51.00.2

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.

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 -0.68, compared to the broader market-4.00-2.000.002.004.00-0.68-0.12
The chart of Sortino ratio for AEHR, currently valued at -0.87, compared to the broader market-4.00-2.000.002.004.00-0.870.11
The chart of Omega ratio for AEHR, currently valued at 0.90, compared to the broader market0.501.001.502.000.901.01
The chart of Calmar ratio for AEHR, currently valued at -0.70, compared to the broader market0.002.004.006.00-0.70-0.13
The chart of Martin ratio for AEHR, currently valued at -1.12, compared to the broader market-10.000.0010.0020.0030.00-1.12-0.30
AEHR
ENTG

The current AEHR Sharpe Ratio is -0.68, which is lower than the ENTG Sharpe Ratio of -0.12. 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-1.00-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
-0.68
-0.12
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%JuneJulyAugustSeptemberOctoberNovember
-79.01%
-34.64%
AEHR
ENTG

Volatility

AEHR vs. ENTG - Volatility Comparison

Aehr Test Systems (AEHR) has a higher volatility of 23.62% compared to Entegris, Inc. (ENTG) at 11.06%. 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%JuneJulyAugustSeptemberOctoberNovember
23.62%
11.06%
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