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AES vs. AVA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AES and AVA is 0.30, 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

AES vs. AVA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The AES Corporation (AES) and Avista Corporation (AVA). The values are adjusted to include any dividend payments, if applicable.

500.00%600.00%700.00%800.00%900.00%1,000.00%JulyAugustSeptemberOctoberNovemberDecember
524.11%
983.78%
AES
AVA

Key characteristics

Sharpe Ratio

AES:

-0.83

AVA:

0.39

Sortino Ratio

AES:

-1.02

AVA:

0.67

Omega Ratio

AES:

0.87

AVA:

1.08

Calmar Ratio

AES:

-0.42

AVA:

0.28

Martin Ratio

AES:

-1.55

AVA:

1.50

Ulcer Index

AES:

20.06%

AVA:

5.24%

Daily Std Dev

AES:

37.70%

AVA:

20.17%

Max Drawdown

AES:

-98.65%

AVA:

-82.57%

Current Drawdown

AES:

-73.67%

AVA:

-13.85%

Fundamentals

Market Cap

AES:

$9.07B

AVA:

$2.89B

EPS

AES:

$1.44

AVA:

$2.53

PE Ratio

AES:

8.85

AVA:

14.44

PEG Ratio

AES:

1.09

AVA:

2.73

Total Revenue (TTM)

AES:

$12.28B

AVA:

$1.92B

Gross Profit (TTM)

AES:

$2.39B

AVA:

$406.91M

EBITDA (TTM)

AES:

$2.73B

AVA:

$596.91M

Returns By Period

In the year-to-date period, AES achieves a -31.05% return, which is significantly lower than AVA's 7.54% return. Over the past 10 years, AES has underperformed AVA with an annualized return of 2.55%, while AVA has yielded a comparatively higher 4.08% annualized return.


AES

YTD

-31.05%

1M

-1.85%

6M

-25.95%

1Y

-31.41%

5Y*

-5.66%

10Y*

2.55%

AVA

YTD

7.54%

1M

-5.36%

6M

8.16%

1Y

7.15%

5Y*

-0.90%

10Y*

4.08%

*Annualized

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Risk-Adjusted Performance

AES vs. AVA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The AES Corporation (AES) and Avista Corporation (AVA). 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 AES, currently valued at -0.83, compared to the broader market-4.00-2.000.002.00-0.830.39
The chart of Sortino ratio for AES, currently valued at -1.02, compared to the broader market-4.00-2.000.002.004.00-1.020.67
The chart of Omega ratio for AES, currently valued at 0.87, compared to the broader market0.501.001.502.000.871.08
The chart of Calmar ratio for AES, currently valued at -0.42, compared to the broader market0.002.004.006.00-0.420.28
The chart of Martin ratio for AES, currently valued at -1.55, compared to the broader market0.005.0010.0015.0020.0025.00-1.551.50
AES
AVA

The current AES Sharpe Ratio is -0.83, which is lower than the AVA Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of AES and AVA, 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-1.00-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
-0.83
0.39
AES
AVA

Dividends

AES vs. AVA - Dividend Comparison

AES's dividend yield for the trailing twelve months is around 5.43%, more than AVA's 5.20% yield.


TTM20232022202120202019201820172016201520142013
AES
The AES Corporation
5.43%3.45%2.20%2.49%2.43%2.75%3.60%4.43%3.79%4.18%1.45%1.10%
AVA
Avista Corporation
5.20%5.15%3.97%3.98%4.04%3.22%3.51%2.78%3.43%3.73%3.59%4.33%

Drawdowns

AES vs. AVA - Drawdown Comparison

The maximum AES drawdown since its inception was -98.65%, which is greater than AVA's maximum drawdown of -82.57%. Use the drawdown chart below to compare losses from any high point for AES and AVA. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-73.67%
-13.85%
AES
AVA

Volatility

AES vs. AVA - Volatility Comparison

The AES Corporation (AES) has a higher volatility of 9.17% compared to Avista Corporation (AVA) at 5.01%. This indicates that AES's price experiences larger fluctuations and is considered to be riskier than AVA 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%16.00%JulyAugustSeptemberOctoberNovemberDecember
9.17%
5.01%
AES
AVA

Financials

AES vs. AVA - Financials Comparison

This section allows you to compare key financial metrics between The AES Corporation and Avista Corporation. 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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