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ALGM vs. ALTR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ALGM and ALTR is 0.52, 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.


-0.50.00.51.00.5

Performance

ALGM vs. ALTR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Allegro MicroSystems, Inc. (ALGM) and Altair Engineering Inc. (ALTR). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-21.97%
14.47%
ALGM
ALTR

Key characteristics

Sharpe Ratio

ALGM:

-0.56

ALTR:

1.37

Sortino Ratio

ALGM:

-0.59

ALTR:

2.08

Omega Ratio

ALGM:

0.93

ALTR:

1.28

Calmar Ratio

ALGM:

-0.44

ALTR:

2.51

Martin Ratio

ALGM:

-1.20

ALTR:

6.15

Ulcer Index

ALGM:

23.34%

ALTR:

7.61%

Daily Std Dev

ALGM:

49.95%

ALTR:

34.20%

Max Drawdown

ALGM:

-63.83%

ALTR:

-46.05%

Current Drawdown

ALGM:

-59.05%

ALTR:

-1.51%

Fundamentals

Market Cap

ALGM:

$4.06B

ALTR:

$9.10B

EPS

ALGM:

-$0.14

ALTR:

$0.40

Total Revenue (TTM)

ALGM:

$849.88M

ALTR:

$644.66M

Gross Profit (TTM)

ALGM:

$417.53M

ALTR:

$516.43M

EBITDA (TTM)

ALGM:

$87.94M

ALTR:

$88.15M

Returns By Period

In the year-to-date period, ALGM achieves a -28.68% return, which is significantly lower than ALTR's 29.53% return.


ALGM

YTD

-28.68%

1M

7.20%

6M

-21.97%

1Y

-29.51%

5Y*

N/A

10Y*

N/A

ALTR

YTD

29.53%

1M

4.44%

6M

14.47%

1Y

45.90%

5Y*

24.60%

10Y*

N/A

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Risk-Adjusted Performance

ALGM vs. ALTR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Allegro MicroSystems, Inc. (ALGM) and Altair Engineering Inc. (ALTR). 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 ALGM, currently valued at -0.56, compared to the broader market-4.00-2.000.002.00-0.561.37
The chart of Sortino ratio for ALGM, currently valued at -0.59, compared to the broader market-4.00-2.000.002.004.00-0.592.08
The chart of Omega ratio for ALGM, currently valued at 0.93, compared to the broader market0.501.001.502.000.931.28
The chart of Calmar ratio for ALGM, currently valued at -0.44, compared to the broader market0.002.004.006.00-0.442.51
The chart of Martin ratio for ALGM, currently valued at -1.20, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.206.15
ALGM
ALTR

The current ALGM Sharpe Ratio is -0.56, which is lower than the ALTR Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of ALGM and ALTR, 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-1.000.001.002.00JulyAugustSeptemberOctoberNovemberDecember
-0.56
1.37
ALGM
ALTR

Dividends

ALGM vs. ALTR - Dividend Comparison

Neither ALGM nor ALTR has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ALGM vs. ALTR - Drawdown Comparison

The maximum ALGM drawdown since its inception was -63.83%, which is greater than ALTR's maximum drawdown of -46.05%. Use the drawdown chart below to compare losses from any high point for ALGM and ALTR. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-59.05%
-1.51%
ALGM
ALTR

Volatility

ALGM vs. ALTR - Volatility Comparison

Allegro MicroSystems, Inc. (ALGM) has a higher volatility of 12.36% compared to Altair Engineering Inc. (ALTR) at 3.01%. This indicates that ALGM's price experiences larger fluctuations and is considered to be riskier than ALTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
12.36%
3.01%
ALGM
ALTR

Financials

ALGM vs. ALTR - Financials Comparison

This section allows you to compare key financial metrics between Allegro MicroSystems, Inc. and Altair Engineering 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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