PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
ALGM vs. AOSL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

ALGM vs. AOSL - Performance Comparison

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

-40.00%-20.00%0.00%20.00%40.00%60.00%80.00%JuneJulyAugustSeptemberOctoberNovember
-35.97%
14.73%
ALGM
AOSL

Returns By Period

In the year-to-date period, ALGM achieves a -36.44% return, which is significantly lower than AOSL's 17.50% return.


ALGM

YTD

-36.44%

1M

-7.10%

6M

-35.97%

1Y

-31.38%

5Y (annualized)

N/A

10Y (annualized)

N/A

AOSL

YTD

17.50%

1M

-19.08%

6M

14.72%

1Y

36.57%

5Y (annualized)

21.27%

10Y (annualized)

13.63%

Fundamentals


ALGMAOSL
Market Cap$3.54B$888.92M
EPS-$0.14-$0.69
Total Revenue (TTM)$849.88M$658.53M
Gross Profit (TTM)$417.53M$165.52M
EBITDA (TTM)$87.94M$41.98M

Key characteristics


ALGMAOSL
Sharpe Ratio-0.650.64
Sortino Ratio-0.771.26
Omega Ratio0.911.16
Calmar Ratio-0.500.55
Martin Ratio-1.552.04
Ulcer Index20.78%18.98%
Daily Std Dev49.60%61.11%
Max Drawdown-63.83%-74.90%
Current Drawdown-63.51%-53.41%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Correlation

-0.50.00.51.00.6

The correlation between ALGM and AOSL is 0.61, 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.

Risk-Adjusted Performance

ALGM vs. AOSL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Allegro MicroSystems, Inc. (ALGM) and Alpha and Omega Semiconductor Limited (AOSL). 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 -0.65, compared to the broader market-4.00-2.000.002.004.00-0.650.64
The chart of Sortino ratio for ALGM, currently valued at -0.77, compared to the broader market-4.00-2.000.002.004.00-0.771.26
The chart of Omega ratio for ALGM, currently valued at 0.91, compared to the broader market0.501.001.502.000.911.16
The chart of Calmar ratio for ALGM, currently valued at -0.50, compared to the broader market0.002.004.006.00-0.500.55
The chart of Martin ratio for ALGM, currently valued at -1.55, compared to the broader market-10.000.0010.0020.0030.00-1.552.04
ALGM
AOSL

The current ALGM Sharpe Ratio is -0.65, which is lower than the AOSL Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of ALGM and AOSL, 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-1.00-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
-0.65
0.64
ALGM
AOSL

Dividends

ALGM vs. AOSL - Dividend Comparison

Neither ALGM nor AOSL has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ALGM vs. AOSL - Drawdown Comparison

The maximum ALGM drawdown since its inception was -63.83%, smaller than the maximum AOSL drawdown of -74.90%. Use the drawdown chart below to compare losses from any high point for ALGM and AOSL. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%JuneJulyAugustSeptemberOctoberNovember
-63.51%
-53.41%
ALGM
AOSL

Volatility

ALGM vs. AOSL - Volatility Comparison

The current volatility for Allegro MicroSystems, Inc. (ALGM) is 17.17%, while Alpha and Omega Semiconductor Limited (AOSL) has a volatility of 29.01%. This indicates that ALGM experiences smaller price fluctuations and is considered to be less risky than AOSL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%JuneJulyAugustSeptemberOctoberNovember
17.17%
29.01%
ALGM
AOSL

Financials

ALGM vs. AOSL - Financials Comparison

This section allows you to compare key financial metrics between Allegro MicroSystems, Inc. and Alpha and Omega Semiconductor Limited. 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