ALSMY vs. ADYEY
ALSMY (Alstom PK) and ADYEY (Adyen NV) are both stocks. ALSMY operates in Railroads (Industrials), while ADYEY operates in Software - Infrastructure (Technology). Over the past 5 years, ALSMY returned -17.55%/yr vs -15.42%/yr for ADYEY. At a 0.31 correlation, their price movements are largely independent.
Performance
ALSMY vs. ADYEY - Performance Comparison
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Returns By Period
In the year-to-date period, ALSMY achieves a -33.16% return, which is significantly higher than ADYEY's -38.76% return.
ALSMY
- 1D
- -0.77%
- 1M
- 1.30%
- YTD
- -33.16%
- 6M
- -21.89%
- 1Y
- -10.37%
- 3Y*
- -9.80%
- 5Y*
- -17.55%
- 10Y*
- 0.86%
ADYEY
- 1D
- -5.23%
- 1M
- -13.37%
- YTD
- -38.76%
- 6M
- -38.45%
- 1Y
- -48.50%
- 3Y*
- -16.80%
- 5Y*
- -15.42%
- 10Y*
- —
ALSMY vs. ADYEY - Yearly Performance Comparison
Correlation
The correlation between ALSMY and ADYEY is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Oct 4, 2019 | 0.31 |
Fundamentals
ALSMY:
$8.97B
ADYEY:
$30.92B
ALSMY:
$0.09
ADYEY:
$0.63
ALSMY:
21.13
ADYEY:
15.58
ALSMY:
33.74
ADYEY:
0.73
ALSMY:
0.27
ADYEY:
6.52
ALSMY:
0.84
ADYEY:
5.85
ALSMY:
$32.94B
ADYEY:
$4.74B
ALSMY:
$4.26B
ADYEY:
$3.83B
ALSMY:
$2.03B
ADYEY:
$2.71B
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Return for Risk
ALSMY vs. ADYEY — Risk / Return Rank
ALSMY
ADYEY
ALSMY vs. ADYEY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Alstom PK (ALSMY) and Adyen NV (ADYEY). 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.
| ALSMY | ADYEY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.25 | -1.22 | +0.98 |
Sortino ratioReturn per unit of downside risk | -0.06 | -1.79 | +1.73 |
Omega ratioGain probability vs. loss probability | 0.99 | 0.76 | +0.23 |
Calmar ratioReturn relative to maximum drawdown | -0.22 | -0.95 | +0.73 |
Martin ratioReturn relative to average drawdown | -0.56 | -1.67 | +1.11 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ALSMY | ADYEY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.25 | -1.22 | +0.98 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.37 | -0.30 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.02 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.15 | 0.13 | -0.28 |
Drawdowns
ALSMY vs. ADYEY - Drawdown Comparison
The maximum ALSMY drawdown since its inception was -80.51%, roughly equal to the maximum ADYEY drawdown of -79.84%. Use the drawdown chart below to compare losses from any high point for ALSMY and ADYEY.
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Drawdown Indicators
| ALSMY | ADYEY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.51% | -79.84% | -0.67% |
Max Drawdown (1Y)Largest decline over 1 year | -46.62% | -51.00% | +4.38% |
Max Drawdown (3Y)Largest decline over 3 years | -62.55% | -64.34% | +1.79% |
Max Drawdown (5Y)Largest decline over 5 years | -79.08% | -79.84% | +0.76% |
Max Drawdown (10Y)Largest decline over 10 years | -80.51% | — | — |
Current DrawdownCurrent decline from peak | -64.51% | -70.13% | +5.62% |
Average DrawdownAverage peak-to-trough decline | -47.18% | -38.43% | -8.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.57% | 29.07% | -10.50% |
Volatility
ALSMY vs. ADYEY - Volatility Comparison
The current volatility for Alstom PK (ALSMY) is 8.89%, while Adyen NV (ADYEY) has a volatility of 10.63%. This indicates that ALSMY experiences smaller price fluctuations and is considered to be less risky than ADYEY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ALSMY | ADYEY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.89% | 10.63% | -1.74% |
Volatility (6M)Calculated over the trailing 6-month period | 35.51% | 34.17% | +1.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 42.01% | 39.75% | +2.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 47.76% | 52.24% | -4.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.13% | 50.55% | -10.42% |
Dividends
ALSMY vs. ADYEY - Dividend Comparison
Neither ALSMY nor ADYEY has paid dividends to shareholders.
Financials
ALSMY vs. ADYEY - Financials Comparison
This section allows you to compare key financial metrics between Alstom PK and Adyen NV. 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
ALSMY vs. ADYEY - Profitability Comparison
ALSMY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Alstom PK reported a gross profit of 1.44B and revenue of 10.25B. Therefore, the gross margin over that period was 14.1%.
ADYEY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Adyen NV reported a gross profit of 1.11B and revenue of 1.41B. Therefore, the gross margin over that period was 78.8%.
ALSMY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Alstom PK reported an operating income of 607.26M and revenue of 10.25B, resulting in an operating margin of 5.9%.
ADYEY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Adyen NV reported an operating income of 622.48M and revenue of 1.41B, resulting in an operating margin of 44.1%.
ALSMY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Alstom PK reported a net income of 105.43M and revenue of 10.25B, resulting in a net margin of 1.0%.
ADYEY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Adyen NV reported a net income of 577.26M and revenue of 1.41B, resulting in a net margin of 40.9%.
Frequently Asked Questions
ALSMY and ADYEY have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ADYEY has higher volatility (10.63%) compared to ALSMY (8.89%). In terms of maximum drawdown, ALSMY dropped -80.51% vs ADYEY's -79.84%.
ALSMY currently has the higher Sharpe Ratio (-0.25 vs -1.22), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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