AGS vs. ASTS

Last updated Apr 1, 2026

Compare and contrast key facts about PlayAGS, Inc. (AGS) and AST SpaceMobile, Inc. (ASTS).

Performance

AGS vs. ASTS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PlayAGS, Inc. (AGS) and AST SpaceMobile, Inc. (ASTS). The values are adjusted to include any dividend payments, if applicable.

AGS vs. ASTS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
AGS PlayAGS, Inc.	0.00%	8.33%	36.77%	65.29%	-24.89%	-5.69%	-40.64%	1.08%
ASTS AST SpaceMobile, Inc.	14.10%	244.22%	249.92%	25.10%	-39.29%	-41.53%	37.59%	1.02%

Fundamentals

Total Revenue (TTM) AGS : $393.72M ASTS : $70.92M
Gross Profit (TTM) AGS : $256.24M ASTS : $37.89M
EBITDA (TTM) AGS : $150.35M ASTS : -$330.80M

Returns By Period

AGS

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

ASTS

• 1D: 12.26%
• 1M: 4.65%
• YTD: 14.10%
• 6M: 68.85%
• 1Y: 264.42%
• 3Y*: 153.62%
• 5Y*: 48.72%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

AGS vs. ASTS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ASTS

ASTS Risk / Return Rank: 92
ASTS Sharpe Ratio Rank: 95
ASTS Sortino Ratio Rank: 91
ASTS Omega Ratio Rank: 87
ASTS Calmar Ratio Rank: 94
ASTS Martin Ratio Rank: 92

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AGS vs. ASTS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PlayAGS, Inc. (AGS) and AST SpaceMobile, Inc. (ASTS). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	AGS	ASTS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.67	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.44	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.40	—

Correlation

The correlation between AGS and ASTS is 0.17, 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.

Dividends

AGS vs. ASTS - Dividend Comparison

Neither AGS nor ASTS has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

Drawdown Indicators

	AGS	ASTS	Difference
Max Drawdown Largest peak-to-trough decline	—	-91.07%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-47.02%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-85.57%	—
Current Drawdown Current decline from peak	—	-32.12%	—
Average Drawdown Average peak-to-trough decline	—	-43.82%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	20.34%	—

Volatility

Volatility by Period

	AGS	ASTS	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	31.61%	—
Volatility (6M) Calculated over the trailing 6-month period	—	80.82%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	100.01%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	110.71%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	100.08%	—

Financials