ALSMY vs. AMBA
ALSMY (Alstom PK) and AMBA (Ambarella, Inc.) are both stocks. ALSMY operates in Railroads (Industrials), while AMBA operates in Semiconductor Equipment & Materials (Technology). Over the past 10 years, ALSMY returned 0.86%/yr vs 4.73%/yr for AMBA. At a 0.21 correlation, their price movements are largely independent.
Performance
ALSMY vs. AMBA - Performance Comparison
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Returns By Period
In the year-to-date period, ALSMY achieves a -33.16% return, which is significantly lower than AMBA's 4.18% return. Over the past 10 years, ALSMY has underperformed AMBA with an annualized return of 0.86%, while AMBA has yielded a comparatively higher 4.73% annualized 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%
AMBA
- 1D
- -5.84%
- 1M
- 4.36%
- YTD
- 4.18%
- 6M
- 5.26%
- 1Y
- 37.00%
- 3Y*
- -1.21%
- 5Y*
- -5.58%
- 10Y*
- 4.73%
ALSMY vs. AMBA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ALSMY Alstom PK | -33.16% | 34.10% | 77.98% | -45.29% | -31.06% | -38.24% | 32.55% | 34.38% | -0.45% | 53.65% |
AMBA Ambarella, Inc. | 4.18% | -2.61% | 18.68% | -25.47% | -59.47% | 120.96% | 51.62% | 73.13% | -40.46% | 8.54% |
Correlation
The correlation between ALSMY and AMBA is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.30 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Oct 11, 2012 | 0.21 |
The correlation between ALSMY and AMBA shifts across timeframes, from 0.21 (all time) to 0.34 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
ALSMY:
$8.97B
AMBA:
$3.22B
ALSMY:
$0.09
AMBA:
-$1.62
ALSMY:
0.27
AMBA:
7.82
ALSMY:
0.84
AMBA:
5.31
ALSMY:
$32.94B
AMBA:
$405.19M
ALSMY:
$4.26B
AMBA:
$238.32M
ALSMY:
$2.03B
AMBA:
-$69.43M
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Return for Risk
ALSMY vs. AMBA — Risk / Return Rank
ALSMY
AMBA
ALSMY vs. AMBA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Alstom PK (ALSMY) and Ambarella, Inc. (AMBA). 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 | AMBA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.82 | ||
| Sortino ratioReturn per unit of downside risk | -1.23 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.17 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | -0.22 | 0.76 | -0.98 |
| Martin ratioReturn relative to average drawdown | -0.56 | 1.60 | -2.16 |
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 | AMBA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.25 | 0.57 | -0.82 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.37 | -0.09 | -0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.02 | 0.08 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.15 | 0.35 | -0.50 |
Drawdowns
ALSMY vs. AMBA - Drawdown Comparison
The maximum ALSMY drawdown since its inception was -80.51%, roughly equal to the maximum AMBA drawdown of -81.65%. Use the drawdown chart below to compare losses from any high point for ALSMY and AMBA.
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Drawdown Indicators
| ALSMY | AMBA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.51% | -81.65% | +1.14% |
Max Drawdown (1Y)Largest decline over 1 year | -46.62% | -49.06% | +2.44% |
Max Drawdown (3Y)Largest decline over 3 years | -62.55% | -54.85% | -7.70% |
Max Drawdown (5Y)Largest decline over 5 years | -79.08% | -81.65% | +2.57% |
Max Drawdown (10Y)Largest decline over 10 years | -80.51% | -81.65% | +1.14% |
Current DrawdownCurrent decline from peak | -64.51% | -65.97% | +1.46% |
Average DrawdownAverage peak-to-trough decline | -47.18% | -48.36% | +1.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.57% | 23.14% | -4.57% |
Volatility
ALSMY vs. AMBA - Volatility Comparison
The current volatility for Alstom PK (ALSMY) is 8.89%, while Ambarella, Inc. (AMBA) has a volatility of 30.62%. This indicates that ALSMY experiences smaller price fluctuations and is considered to be less risky than AMBA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ALSMY | AMBA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.89% | 30.62% | -21.73% |
Volatility (6M)Calculated over the trailing 6-month period | 35.51% | 46.31% | -10.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 42.01% | 65.53% | -23.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 47.76% | 62.82% | -15.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.13% | 56.62% | -16.49% |
Dividends
ALSMY vs. AMBA - Dividend Comparison
Neither ALSMY nor AMBA has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
ALSMY Alstom PK | 0.00% | 0.00% | 4.37% | 2.13% | 1.05% | 0.85% | 8.56% | 13.32% | 1.01% | 1.42% |
AMBA Ambarella, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
ALSMY vs. AMBA - Financials Comparison
This section allows you to compare key financial metrics between Alstom PK and Ambarella, 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
ALSMY vs. AMBA - 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%.
AMBA - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Ambarella, Inc. reported a gross profit of 58.59M and revenue of 100.36M. Therefore, the gross margin over that period was 58.4%.
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%.
AMBA - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Ambarella, Inc. reported an operating income of -19.42M and revenue of 100.36M, resulting in an operating margin of -19.4%.
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%.
AMBA - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Ambarella, Inc. reported a net income of -18.09M and revenue of 100.36M, resulting in a net margin of -18.0%.
Frequently Asked Questions
ALSMY and AMBA have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AMBA has higher volatility (30.62%) compared to ALSMY (8.89%). In terms of maximum drawdown, ALSMY dropped -80.51% vs AMBA's -81.65%.
AMBA currently has the higher Sharpe Ratio (0.57 vs -0.25), 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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