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AGYS vs. CALX
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

AGYS vs. CALX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Agilysys, Inc. (AGYS) and Calix, Inc. (CALX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AGYS achieves a -25.66% return, which is significantly higher than CALX's -27.26% return. Over the past 10 years, AGYS has outperformed CALX with an annualized return of 22.91%, while CALX has yielded a comparatively lower 18.95% annualized return.


AGYS

1D
-1.55%
1M
26.83%
YTD
-25.66%
6M
-30.27%
1Y
-20.67%
3Y*
4.44%
5Y*
10.12%
10Y*
22.91%

CALX

1D
-2.51%
1M
-11.37%
YTD
-27.26%
6M
-29.16%
1Y
-18.57%
3Y*
-8.99%
5Y*
-3.60%
10Y*
18.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AGYS vs. CALX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AGYS
Agilysys, Inc.
-25.66%-9.77%55.28%7.18%78.00%15.84%51.04%77.20%16.78%18.53%
CALX
Calix, Inc.
-27.26%51.79%-20.19%-36.15%-14.43%168.72%272.00%-17.95%63.87%-22.73%

Correlation

The correlation between AGYS and CALX is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.23

Correlation (3Y)
Calculated over the trailing 3-year period

0.31

Correlation (5Y)
Calculated over the trailing 5-year period

0.39

Correlation (10Y)
Calculated over the trailing 10-year period

0.33

Correlation (All Time)
Calculated using the full available price history since Mar 25, 2010

0.32

The correlation between AGYS and CALX shifts across timeframes, from 0.23 (1 year) to 0.39 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

AGYS:

$2.51B

CALX:

$2.53B

EPS

AGYS:

$1.37

CALX:

$0.51

PE Ratio

AGYS:

64.65

CALX:

75.30

PEG Ratio

AGYS:

0.37

CALX:

0.74

PS Ratio

AGYS:

7.85

CALX:

2.41

PB Ratio

AGYS:

7.68

CALX:

3.42

Total Revenue (TTM)

AGYS:

$319.31M

CALX:

$1.06B

Gross Profit (TTM)

AGYS:

$197.50M

CALX:

$604.90M

EBITDA (TTM)

AGYS:

$53.75M

CALX:

$60.25M

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Return for Risk

AGYS vs. CALX — Risk / Return Rank

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

AGYS
AGYS Risk / Return Rank: 2525
Overall Rank
AGYS Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
AGYS Sortino Ratio Rank: 2424
Sortino Ratio Rank
AGYS Omega Ratio Rank: 2424
Omega Ratio Rank
AGYS Calmar Ratio Rank: 2828
Calmar Ratio Rank
AGYS Martin Ratio Rank: 2727
Martin Ratio Rank

CALX
CALX Risk / Return Rank: 2222
Overall Rank
CALX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
CALX Sortino Ratio Rank: 2121
Sortino Ratio Rank
CALX Omega Ratio Rank: 2020
Omega Ratio Rank
CALX Calmar Ratio Rank: 2727
Calmar Ratio Rank
CALX Martin Ratio Rank: 2323
Martin Ratio Rank
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.

AGYS vs. CALX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Agilysys, Inc. (AGYS) and Calix, Inc. (CALX). 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.


AGYSCALXDifference
Sharpe ratioReturn per unit of total volatility

+0.08

Sortino ratioReturn per unit of downside risk

+0.17

Omega ratioGain probability vs. loss probability

0.96

0.94

+0.02

Calmar ratioReturn relative to maximum drawdown

-0.37

-0.42

+0.05

Martin ratioReturn relative to average drawdown

-0.70

-0.90

+0.20

AGYS vs. CALX - Sharpe Ratio Comparison

The current AGYS Sharpe Ratio is -0.40, which is comparable to the CALX Sharpe Ratio of -0.48. The chart below compares the historical Sharpe Ratios of AGYS and CALX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


AGYSCALXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.40

-0.48

+0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

-0.07

+0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.37

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.11

+0.08

Drawdowns

AGYS vs. CALX - Drawdown Comparison

The maximum AGYS drawdown since its inception was -90.96%, which is greater than CALX's maximum drawdown of -80.95%. Use the drawdown chart below to compare losses from any high point for AGYS and CALX.


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Drawdown Indicators


AGYSCALXDifference

Max Drawdown

Largest peak-to-trough decline

-90.96%

-80.95%

-10.01%

Max Drawdown (1Y)

Largest decline over 1 year

-55.93%

-43.92%

-12.01%

Max Drawdown (3Y)

Largest decline over 3 years

-56.12%

-47.91%

-8.21%

Max Drawdown (5Y)

Largest decline over 5 years

-56.12%

-65.32%

+9.20%

Max Drawdown (10Y)

Largest decline over 10 years

-64.72%

-65.32%

+0.60%

Current Drawdown

Current decline from peak

-37.67%

-51.86%

+14.19%

Average Drawdown

Average peak-to-trough decline

-33.35%

-48.96%

+15.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

29.54%

20.61%

+8.93%

Volatility

AGYS vs. CALX - Volatility Comparison

Agilysys, Inc. (AGYS) has a higher volatility of 19.21% compared to Calix, Inc. (CALX) at 10.36%. This indicates that AGYS's price experiences larger fluctuations and is considered to be riskier than CALX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AGYSCALXDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.21%

10.36%

+8.85%

Volatility (6M)

Calculated over the trailing 6-month period

40.73%

33.12%

+7.61%

Volatility (1Y)

Calculated over the trailing 1-year period

52.14%

38.98%

+13.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

48.52%

49.25%

-0.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

46.34%

51.42%

-5.08%

Dividends

AGYS vs. CALX - Dividend Comparison

Neither AGYS nor CALX has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

AGYS vs. CALX - Financials Comparison

This section allows you to compare key financial metrics between Agilysys, Inc. and Calix, 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


50.00M100.00M150.00M200.00M250.00M20222023202420252026
82.95M
279.98M
(AGYS) Total Revenue
(CALX) Total Revenue
Values in USD except per share items

AGYS vs. CALX - Profitability Comparison

The chart below illustrates the profitability comparison between Agilysys, Inc. and Calix, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

45.0%50.0%55.0%60.0%65.0%20222023202420252026
64.4%
56.9%
Portfolio components
AGYS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Agilysys, Inc. reported a gross profit of 53.42M and revenue of 82.95M. Therefore, the gross margin over that period was 64.4%.

CALX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Calix, Inc. reported a gross profit of 159.30M and revenue of 279.98M. Therefore, the gross margin over that period was 56.9%.

AGYS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Agilysys, Inc. reported an operating income of 15.48M and revenue of 82.95M, resulting in an operating margin of 18.7%.

CALX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Calix, Inc. reported an operating income of 12.72M and revenue of 279.98M, resulting in an operating margin of 4.5%.

AGYS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Agilysys, Inc. reported a net income of 12.29M and revenue of 82.95M, resulting in a net margin of 14.8%.

CALX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Calix, Inc. reported a net income of 11.21M and revenue of 279.98M, resulting in a net margin of 4.0%.


Frequently Asked Questions


AGYS and CALX have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AGYS has higher volatility (19.21%) compared to CALX (10.36%). In terms of maximum drawdown, AGYS dropped -90.96% vs CALX's -80.95%.

AGYS currently has the higher Sharpe Ratio (-0.40 vs -0.48), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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