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

Correlation

The correlation between ALRM and RNG is 0.44, 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. RNG - Performance Comparison

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

50.00%100.00%150.00%200.00%250.00%300.00%JulyAugustSeptemberOctoberNovemberDecember
272.93%
96.79%
ALRM
RNG

Key characteristics

Sharpe Ratio

ALRM:

0.13

RNG:

0.31

Sortino Ratio

ALRM:

0.42

RNG:

0.76

Omega Ratio

ALRM:

1.05

RNG:

1.09

Calmar Ratio

ALRM:

0.08

RNG:

0.15

Martin Ratio

ALRM:

0.24

RNG:

1.02

Ulcer Index

ALRM:

16.42%

RNG:

13.37%

Daily Std Dev

ALRM:

29.46%

RNG:

44.25%

Max Drawdown

ALRM:

-57.92%

RNG:

-94.29%

Current Drawdown

ALRM:

-41.55%

RNG:

-91.55%

Fundamentals

Market Cap

ALRM:

$3.35B

RNG:

$3.53B

EPS

ALRM:

$2.32

RNG:

-$1.05

PEG Ratio

ALRM:

1.54

RNG:

0.37

Total Revenue (TTM)

ALRM:

$923.82M

RNG:

$2.36B

Gross Profit (TTM)

ALRM:

$585.65M

RNG:

$1.66B

EBITDA (TTM)

ALRM:

$181.17M

RNG:

$128.95M

Returns By Period

In the year-to-date period, ALRM achieves a -2.58% return, which is significantly lower than RNG's 10.31% return.


ALRM

YTD

-2.58%

1M

4.57%

6M

0.90%

1Y

2.17%

5Y*

8.19%

10Y*

N/A

RNG

YTD

10.31%

1M

6.88%

6M

33.89%

1Y

10.11%

5Y*

-26.08%

10Y*

10.03%

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Risk-Adjusted Performance

ALRM vs. RNG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Alarm.com Holdings, Inc. (ALRM) and RingCentral, Inc. (RNG). 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-4.00-2.000.002.000.130.31
The chart of Sortino ratio for ALRM, currently valued at 0.42, compared to the broader market-4.00-2.000.002.004.000.420.76
The chart of Omega ratio for ALRM, currently valued at 1.05, compared to the broader market0.501.001.502.001.051.09
The chart of Calmar ratio for ALRM, currently valued at 0.08, compared to the broader market0.002.004.006.000.080.15
The chart of Martin ratio for ALRM, currently valued at 0.24, compared to the broader market-5.000.005.0010.0015.0020.0025.000.241.02
ALRM
RNG

The current ALRM Sharpe Ratio is 0.13, which is lower than the RNG Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of ALRM and RNG, 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-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
0.13
0.31
ALRM
RNG

Dividends

ALRM vs. RNG - Dividend Comparison

Neither ALRM nor RNG has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ALRM vs. RNG - Drawdown Comparison

The maximum ALRM drawdown since its inception was -57.92%, smaller than the maximum RNG drawdown of -94.29%. Use the drawdown chart below to compare losses from any high point for ALRM and RNG. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%JulyAugustSeptemberOctoberNovemberDecember
-41.55%
-91.55%
ALRM
RNG

Volatility

ALRM vs. RNG - Volatility Comparison

The current volatility for Alarm.com Holdings, Inc. (ALRM) is 9.31%, while RingCentral, Inc. (RNG) has a volatility of 15.81%. This indicates that ALRM experiences smaller price fluctuations and is considered to be less risky than RNG 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%16.00%JulyAugustSeptemberOctoberNovemberDecember
9.31%
15.81%
ALRM
RNG

Financials

ALRM vs. RNG - Financials Comparison

This section allows you to compare key financial metrics between Alarm.com Holdings, Inc. and RingCentral, 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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