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

Correlation

The correlation between AEIS and ATKR is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

AEIS vs. ATKR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Advanced Energy Industries, Inc. (AEIS) and Atkore Inc. (ATKR). The values are adjusted to include any dividend payments, if applicable.

200.00%400.00%600.00%800.00%JulyAugustSeptemberOctoberNovemberDecember
200.61%
427.06%
AEIS
ATKR

Key characteristics

Sharpe Ratio

AEIS:

0.14

ATKR:

-1.07

Sortino Ratio

AEIS:

0.45

ATKR:

-1.58

Omega Ratio

AEIS:

1.05

ATKR:

0.80

Calmar Ratio

AEIS:

0.17

ATKR:

-0.81

Martin Ratio

AEIS:

0.48

ATKR:

-1.29

Ulcer Index

AEIS:

10.30%

ATKR:

36.08%

Daily Std Dev

AEIS:

34.47%

ATKR:

43.63%

Max Drawdown

AEIS:

-92.51%

ATKR:

-72.33%

Current Drawdown

AEIS:

-9.83%

ATKR:

-56.53%

Fundamentals

Market Cap

AEIS:

$4.55B

ATKR:

$2.94B

EPS

AEIS:

$1.20

ATKR:

$12.69

PE Ratio

AEIS:

100.54

ATKR:

6.67

PEG Ratio

AEIS:

0.41

ATKR:

1.39

Total Revenue (TTM)

AEIS:

$1.47B

ATKR:

$3.20B

Gross Profit (TTM)

AEIS:

$489.63M

ATKR:

$1.06B

EBITDA (TTM)

AEIS:

$97.61M

ATKR:

$732.83M

Returns By Period

In the year-to-date period, AEIS achieves a 4.13% return, which is significantly higher than ATKR's -47.29% return.


AEIS

YTD

4.13%

1M

2.10%

6M

3.55%

1Y

3.08%

5Y*

10.33%

10Y*

16.90%

ATKR

YTD

-47.29%

1M

-0.54%

6M

-37.56%

1Y

-46.83%

5Y*

15.75%

10Y*

N/A

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

AEIS vs. ATKR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Advanced Energy Industries, Inc. (AEIS) and Atkore Inc. (ATKR). 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 AEIS, currently valued at 0.14, compared to the broader market-4.00-2.000.002.000.14-1.07
The chart of Sortino ratio for AEIS, currently valued at 0.45, compared to the broader market-4.00-2.000.002.004.000.45-1.58
The chart of Omega ratio for AEIS, currently valued at 1.05, compared to the broader market0.501.001.502.001.050.80
The chart of Calmar ratio for AEIS, currently valued at 0.17, compared to the broader market0.002.004.006.000.17-0.81
The chart of Martin ratio for AEIS, currently valued at 0.48, compared to the broader market-5.000.005.0010.0015.0020.0025.000.48-1.29
AEIS
ATKR

The current AEIS Sharpe Ratio is 0.14, which is higher than the ATKR Sharpe Ratio of -1.07. The chart below compares the historical Sharpe Ratios of AEIS and ATKR, 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
0.14
-1.07
AEIS
ATKR

Dividends

AEIS vs. ATKR - Dividend Comparison

AEIS's dividend yield for the trailing twelve months is around 0.35%, less than ATKR's 1.53% yield.


TTM202320222021
AEIS
Advanced Energy Industries, Inc.
0.35%0.37%0.47%0.44%
ATKR
Atkore Inc.
1.53%0.00%0.00%0.00%

Drawdowns

AEIS vs. ATKR - Drawdown Comparison

The maximum AEIS drawdown since its inception was -92.51%, which is greater than ATKR's maximum drawdown of -72.33%. Use the drawdown chart below to compare losses from any high point for AEIS and ATKR. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.83%
-56.53%
AEIS
ATKR

Volatility

AEIS vs. ATKR - Volatility Comparison

The current volatility for Advanced Energy Industries, Inc. (AEIS) is 9.80%, while Atkore Inc. (ATKR) has a volatility of 10.92%. This indicates that AEIS experiences smaller price fluctuations and is considered to be less risky than ATKR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
9.80%
10.92%
AEIS
ATKR

Financials

AEIS vs. ATKR - Financials Comparison

This section allows you to compare key financial metrics between Advanced Energy Industries, Inc. and Atkore 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