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AIR vs. AVAV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AIR and AVAV is 0.43, 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.


-0.50.00.51.00.4

Performance

AIR vs. AVAV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AAR Corp. (AIR) and AeroVironment, Inc. (AVAV). The values are adjusted to include any dividend payments, if applicable.

200.00%400.00%600.00%800.00%JulyAugustSeptemberOctoberNovemberDecember
139.41%
585.46%
AIR
AVAV

Key characteristics

Sharpe Ratio

AIR:

-0.43

AVAV:

0.56

Sortino Ratio

AIR:

-0.38

AVAV:

1.20

Omega Ratio

AIR:

0.95

AVAV:

1.17

Calmar Ratio

AIR:

-0.60

AVAV:

0.86

Martin Ratio

AIR:

-1.17

AVAV:

2.08

Ulcer Index

AIR:

12.55%

AVAV:

14.28%

Daily Std Dev

AIR:

34.34%

AVAV:

53.21%

Max Drawdown

AIR:

-89.04%

AVAV:

-61.02%

Current Drawdown

AIR:

-19.82%

AVAV:

-30.25%

Fundamentals

Market Cap

AIR:

$2.26B

AVAV:

$4.63B

EPS

AIR:

$1.81

AVAV:

$1.70

PE Ratio

AIR:

34.70

AVAV:

96.49

PEG Ratio

AIR:

2.41

AVAV:

1.72

Total Revenue (TTM)

AIR:

$1.89B

AVAV:

$761.50M

Gross Profit (TTM)

AIR:

$354.80M

AVAV:

$293.79M

EBITDA (TTM)

AIR:

$159.60M

AVAV:

$77.21M

Returns By Period

In the year-to-date period, AIR achieves a -2.93% return, which is significantly lower than AVAV's 30.14% return. Over the past 10 years, AIR has underperformed AVAV with an annualized return of 8.48%, while AVAV has yielded a comparatively higher 19.60% annualized return.


AIR

YTD

-2.93%

1M

-10.32%

6M

-14.68%

1Y

-14.44%

5Y*

3.26%

10Y*

8.48%

AVAV

YTD

30.14%

1M

-17.30%

6M

-13.43%

1Y

29.21%

5Y*

20.98%

10Y*

19.60%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

AIR vs. AVAV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AAR Corp. (AIR) and AeroVironment, Inc. (AVAV). 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 AIR, currently valued at -0.43, compared to the broader market-4.00-2.000.002.00-0.430.56
The chart of Sortino ratio for AIR, currently valued at -0.38, compared to the broader market-4.00-2.000.002.004.00-0.381.20
The chart of Omega ratio for AIR, currently valued at 0.95, compared to the broader market0.501.001.502.000.951.17
The chart of Calmar ratio for AIR, currently valued at -0.60, compared to the broader market0.002.004.006.00-0.600.86
The chart of Martin ratio for AIR, currently valued at -1.17, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.172.08
AIR
AVAV

The current AIR Sharpe Ratio is -0.43, which is lower than the AVAV Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of AIR and AVAV, 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-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
-0.43
0.56
AIR
AVAV

Dividends

AIR vs. AVAV - Dividend Comparison

Neither AIR nor AVAV has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
AIR
AAR Corp.
0.00%0.00%0.00%0.00%0.41%0.67%0.80%0.76%0.91%1.14%1.08%1.07%
AVAV
AeroVironment, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

AIR vs. AVAV - Drawdown Comparison

The maximum AIR drawdown since its inception was -89.04%, which is greater than AVAV's maximum drawdown of -61.02%. Use the drawdown chart below to compare losses from any high point for AIR and AVAV. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-19.82%
-30.25%
AIR
AVAV

Volatility

AIR vs. AVAV - Volatility Comparison

The current volatility for AAR Corp. (AIR) is 9.54%, while AeroVironment, Inc. (AVAV) has a volatility of 22.56%. This indicates that AIR experiences smaller price fluctuations and is considered to be less risky than AVAV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
9.54%
22.56%
AIR
AVAV

Financials

AIR vs. AVAV - Financials Comparison

This section allows you to compare key financial metrics between AAR Corp. and AeroVironment, 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
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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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