ALRM vs. AMZN
Compare and contrast key facts about Alarm.com Holdings, Inc. (ALRM) and Amazon.com, Inc. (AMZN).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ALRM or AMZN.
Key characteristics
| ALRM | AMZN | |
|---|---|---|
| YTD Return | -7.26% | 39.19% |
| 1Y Return | 2.25% | 47.68% |
| 3Y Return (Ann) | -10.55% | 6.07% |
| 5Y Return (Ann) | 6.32% | 19.50% |
| Sharpe Ratio | 0.11 | 1.67 |
| Sortino Ratio | 0.38 | 2.33 |
| Omega Ratio | 1.04 | 1.30 |
| Calmar Ratio | 0.06 | 1.92 |
| Martin Ratio | 0.20 | 7.67 |
| Ulcer Index | 15.78% | 5.87% |
| Daily Std Dev | 29.15% | 26.92% |
| Max Drawdown | -57.92% | -94.40% |
| Current Drawdown | -44.35% | -1.22% |
Fundamentals
| ALRM | AMZN | |
|---|---|---|
| Market Cap | $3.03B | $2.20T |
| EPS | $2.01 | $4.72 |
| PE Ratio | 30.53 | 44.26 |
| PEG Ratio | 1.54 | 1.73 |
| Total Revenue (TTM) | $923.82M | $620.13B |
| Gross Profit (TTM) | $647.30M | $300.18B |
| EBITDA (TTM) | $163.43M | $111.68B |
Correlation
The correlation between ALRM and AMZN 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.
Performance
ALRM vs. AMZN - Performance Comparison
In the year-to-date period, ALRM achieves a -7.26% return, which is significantly lower than AMZN's 39.19% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
ALRM vs. AMZN - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Alarm.com Holdings, Inc. (ALRM) and Amazon.com, Inc. (AMZN). 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.
Dividends
ALRM vs. AMZN - Dividend Comparison
Neither ALRM nor AMZN has paid dividends to shareholders.
Drawdowns
ALRM vs. AMZN - Drawdown Comparison
The maximum ALRM drawdown since its inception was -57.92%, smaller than the maximum AMZN drawdown of -94.40%. Use the drawdown chart below to compare losses from any high point for ALRM and AMZN. For additional features, visit the drawdowns tool.
Volatility
ALRM vs. AMZN - Volatility Comparison
Alarm.com Holdings, Inc. (ALRM) has a higher volatility of 13.27% compared to Amazon.com, Inc. (AMZN) at 9.30%. This indicates that ALRM's price experiences larger fluctuations and is considered to be riskier than AMZN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
ALRM vs. AMZN - Financials Comparison
This section allows you to compare key financial metrics between Alarm.com Holdings, Inc. and Amazon.com, 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.
Total Revenue: Total amount of money received from sales and other business activities