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ALRM vs. AMZN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

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.


-0.50.00.51.00.4

Performance

ALRM vs. AMZN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alarm.com Holdings, Inc. (ALRM) and Amazon.com, Inc. (AMZN). The values are adjusted to include any dividend payments, if applicable.

200.00%400.00%600.00%800.00%1,000.00%JulyAugustSeptemberOctoberNovemberDecember
272.93%
926.80%
ALRM
AMZN

Key characteristics

Sharpe Ratio

ALRM:

0.13

AMZN:

1.71

Sortino Ratio

ALRM:

0.42

AMZN:

2.33

Omega Ratio

ALRM:

1.05

AMZN:

1.30

Calmar Ratio

ALRM:

0.08

AMZN:

2.13

Martin Ratio

ALRM:

0.24

AMZN:

8.00

Ulcer Index

ALRM:

16.42%

AMZN:

5.98%

Daily Std Dev

ALRM:

29.46%

AMZN:

27.97%

Max Drawdown

ALRM:

-57.92%

AMZN:

-94.40%

Current Drawdown

ALRM:

-41.55%

AMZN:

-3.44%

Fundamentals

Market Cap

ALRM:

$3.35B

AMZN:

$2.43T

EPS

ALRM:

$2.32

AMZN:

$4.68

PE Ratio

ALRM:

29.19

AMZN:

49.39

PEG Ratio

ALRM:

1.54

AMZN:

1.91

Total Revenue (TTM)

ALRM:

$923.82M

AMZN:

$620.13B

Gross Profit (TTM)

ALRM:

$585.65M

AMZN:

$300.18B

EBITDA (TTM)

ALRM:

$181.17M

AMZN:

$112.91B

Returns By Period

In the year-to-date period, ALRM achieves a -2.58% return, which is significantly lower than AMZN's 48.03% return.


ALRM

YTD

-2.58%

1M

4.57%

6M

0.90%

1Y

2.17%

5Y*

8.19%

10Y*

N/A

AMZN

YTD

48.03%

1M

10.86%

6M

18.95%

1Y

46.20%

5Y*

20.32%

10Y*

30.90%

Compare stocks, funds, or ETFs

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


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.


Sharpe ratio
The chart of Sharpe ratio for ALRM, currently valued at 0.13, compared to the broader market-4.00-2.000.002.000.131.71
The chart of Sortino ratio for ALRM, currently valued at 0.42, compared to the broader market-4.00-2.000.002.004.000.422.33
The chart of Omega ratio for ALRM, currently valued at 1.05, compared to the broader market0.501.001.502.001.051.30
The chart of Calmar ratio for ALRM, currently valued at 0.08, compared to the broader market0.002.004.006.000.082.13
The chart of Martin ratio for ALRM, currently valued at 0.24, compared to the broader market-5.000.005.0010.0015.0020.0025.000.248.00
ALRM
AMZN

The current ALRM Sharpe Ratio is 0.13, which is lower than the AMZN Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of ALRM and AMZN, 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
0.13
1.71
ALRM
AMZN

Dividends

ALRM vs. AMZN - Dividend Comparison

Neither ALRM nor AMZN has paid dividends to shareholders.


Tickers have no history of dividend payments

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.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-41.55%
-3.44%
ALRM
AMZN

Volatility

ALRM vs. AMZN - Volatility Comparison

Alarm.com Holdings, Inc. (ALRM) has a higher volatility of 9.31% compared to Amazon.com, Inc. (AMZN) at 8.68%. 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.


4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
9.31%
8.68%
ALRM
AMZN

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.


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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