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

Correlation

The correlation between ALRM and MSTR is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

Performance

ALRM vs. MSTR - Performance Comparison

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

500.00%1,000.00%1,500.00%2,000.00%2,500.00%JulyAugustSeptemberOctoberNovemberDecember
282.35%
1,911.04%
ALRM
MSTR

Key characteristics

Sharpe Ratio

ALRM:

0.22

MSTR:

4.69

Sortino Ratio

ALRM:

0.54

MSTR:

3.83

Omega Ratio

ALRM:

1.06

MSTR:

1.45

Calmar Ratio

ALRM:

0.13

MSTR:

5.97

Martin Ratio

ALRM:

0.40

MSTR:

23.68

Ulcer Index

ALRM:

16.36%

MSTR:

21.60%

Daily Std Dev

ALRM:

29.49%

MSTR:

108.98%

Max Drawdown

ALRM:

-57.92%

MSTR:

-99.86%

Current Drawdown

ALRM:

-40.07%

MSTR:

-26.21%

Fundamentals

Market Cap

ALRM:

$3.35B

MSTR:

$94.11B

EPS

ALRM:

$2.32

MSTR:

-$2.47

PEG Ratio

ALRM:

1.54

MSTR:

3.09

Total Revenue (TTM)

ALRM:

$923.82M

MSTR:

$467.24M

Gross Profit (TTM)

ALRM:

$585.65M

MSTR:

$343.72M

EBITDA (TTM)

ALRM:

$181.17M

MSTR:

-$880.64M

Returns By Period

In the year-to-date period, ALRM achieves a -0.12% return, which is significantly lower than MSTR's 453.56% return.


ALRM

YTD

-0.12%

1M

8.74%

6M

5.25%

1Y

4.60%

5Y*

8.75%

10Y*

N/A

MSTR

YTD

453.56%

1M

-9.13%

6M

137.94%

1Y

512.01%

5Y*

89.33%

10Y*

35.87%

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. MSTR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Alarm.com Holdings, Inc. (ALRM) and MicroStrategy Incorporated (MSTR). 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 0.22, compared to the broader market-4.00-2.000.002.000.224.69
The chart of Sortino ratio for ALRM, currently valued at 0.54, compared to the broader market-4.00-2.000.002.004.000.543.83
The chart of Omega ratio for ALRM, currently valued at 1.06, compared to the broader market0.501.001.502.001.061.45
The chart of Calmar ratio for ALRM, currently valued at 0.13, compared to the broader market0.002.004.006.000.137.91
The chart of Martin ratio for ALRM, currently valued at 0.40, compared to the broader market0.0010.0020.000.4023.68
ALRM
MSTR

The current ALRM Sharpe Ratio is 0.22, which is lower than the MSTR Sharpe Ratio of 4.69. The chart below compares the historical Sharpe Ratios of ALRM and MSTR, 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 Ratio0.002.004.006.008.00JulyAugustSeptemberOctoberNovemberDecember
0.22
4.69
ALRM
MSTR

Dividends

ALRM vs. MSTR - Dividend Comparison

Neither ALRM nor MSTR has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ALRM vs. MSTR - Drawdown Comparison

The maximum ALRM drawdown since its inception was -57.92%, smaller than the maximum MSTR drawdown of -99.86%. Use the drawdown chart below to compare losses from any high point for ALRM and MSTR. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-40.07%
-26.21%
ALRM
MSTR

Volatility

ALRM vs. MSTR - Volatility Comparison

The current volatility for Alarm.com Holdings, Inc. (ALRM) is 8.94%, while MicroStrategy Incorporated (MSTR) has a volatility of 36.46%. This indicates that ALRM experiences smaller price fluctuations and is considered to be less risky than MSTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
8.94%
36.46%
ALRM
MSTR

Financials

ALRM vs. MSTR - Financials Comparison

This section allows you to compare key financial metrics between Alarm.com Holdings, Inc. and MicroStrategy Incorporated. 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab