AI vs. ALAB

Last updated Apr 1, 2026

Compare and contrast key facts about C3.ai, Inc. (AI) and Astera Labs, Inc. (ALAB).

Performance

AI vs. ALAB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in C3.ai, Inc. (AI) and Astera Labs, Inc. (ALAB). The values are adjusted to include any dividend payments, if applicable.

AI vs. ALAB - Yearly Performance Comparison

	2026 (YTD)	2025	2024
AI C3.ai, Inc.	-37.54%	-60.85%	20.17%
ALAB Astera Labs, Inc.	-34.12%	25.60%	113.53%

Fundamentals

Market Cap AI : $1.17B ALAB : $19.86B
EPS AI : -$3.18 ALAB : $1.22
PS Ratio AI : 3.74 ALAB : 23.14
PB Ratio AI : 1.62 ALAB : 14.56
Total Revenue (TTM) AI : $307.39M ALAB : $852.53M
Gross Profit (TTM) AI : $133.57M ALAB : $645.26M
EBITDA (TTM) AI : -$439.66M ALAB : $200.85M

Returns By Period

In the year-to-date period, AI achieves a -37.54% return, which is significantly lower than ALAB's -34.12% return.

AI

• 1D: 8.09%
• 1M: 5.91%
• YTD: -37.54%
• 6M: -51.44%
• 1Y: -60.00%
• 3Y*: -36.94%
• 5Y*: -34.32%
• 10Y*: —

ALAB

• 1D: 9.30%
• 1M: -7.77%
• YTD: -34.12%
• 6M: -44.02%
• 1Y: 83.68%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

Return for Risk

AI vs. ALAB — Risk / Return Rank

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

AI

AI Risk / Return Rank: 9
AI Sharpe Ratio Rank: 7
AI Sortino Ratio Rank: 8
AI Omega Ratio Rank: 8
AI Calmar Ratio Rank: 11
AI Martin Ratio Rank: 12

ALAB

ALAB Risk / Return Rank: 71
ALAB Sharpe Ratio Rank: 74
ALAB Sortino Ratio Rank: 74
ALAB Omega Ratio Rank: 72
ALAB Calmar Ratio Rank: 70
ALAB Martin Ratio Rank: 67

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.

AI vs. ALAB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for C3.ai, Inc. (AI) and Astera Labs, Inc. (ALAB). 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.

	AI	ALAB	Difference
Sharpe ratio Return per unit of total volatility	-0.87	0.92	-1.79
Sortino ratio Return per unit of downside risk	-1.31	1.73	-3.05
Omega ratio Gain probability vs. loss probability	0.84	1.22	-0.38
Calmar ratio Return relative to maximum drawdown	-0.84	1.33	-2.17
Martin ratio Return relative to average drawdown	-1.45	2.82	-4.27
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AI vs. ALAB - Sharpe Ratio Comparison

The current AI Sharpe Ratio is -0.87, which is lower than the ALAB Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of AI and ALAB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	AI	ALAB	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.87	0.92	-1.79
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.44	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.44	0.36	-0.80

Correlation

The correlation between AI and ALAB is 0.41, 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.

Dividends

AI vs. ALAB - Dividend Comparison

Neither AI nor ALAB has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

AI vs. ALAB - Drawdown Comparison

The maximum AI drawdown since its inception was -95.63%, which is greater than ALAB's maximum drawdown of -63.69%. Use the drawdown chart below to compare losses from any high point for AI and ALAB.

Drawdown Indicators

	AI	ALAB	Difference
Max Drawdown Largest peak-to-trough decline	-95.63%	-63.69%	-31.94%
Max Drawdown (1Y) Largest decline over 1 year	-73.39%	-60.19%	-13.20%
Max Drawdown (5Y) Largest decline over 5 years	-89.81%	—	—
Current Drawdown Current decline from peak	-95.26%	-56.49%	-38.77%
Average Drawdown Average peak-to-trough decline	-81.49%	-30.60%	-50.89%
Ulcer Index Depth and duration of drawdowns from previous peaks	42.33%	28.48%	+13.85%

Volatility

AI vs. ALAB - Volatility Comparison

The current volatility for C3.ai, Inc. (AI) is 15.60%, while Astera Labs, Inc. (ALAB) has a volatility of 25.38%. This indicates that AI experiences smaller price fluctuations and is considered to be less risky than ALAB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AI	ALAB	Difference
Volatility (1M) Calculated over the trailing 1-month period	15.60%	25.38%	-9.78%
Volatility (6M) Calculated over the trailing 6-month period	46.77%	67.77%	-21.00%
Volatility (1Y) Calculated over the trailing 1-year period	69.04%	91.68%	-22.64%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	78.46%	91.65%	-13.19%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	82.75%	91.65%	-8.90%

Financials