ALSMY vs. AUR
ALSMY (Alstom PK) and AUR (Aurora Innovation, Inc.) are both stocks. ALSMY operates in Railroads (Industrials), while AUR operates in Information Technology Services (Technology). Over the past 5 years, ALSMY returned -17.55%/yr vs -6.79%/yr for AUR. At a 0.21 correlation, their price movements are largely independent.
Performance
ALSMY vs. AUR - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ALSMY achieves a -33.16% return, which is significantly lower than AUR's 80.99% 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%
AUR
- 1D
- -9.97%
- 1M
- 7.92%
- YTD
- 80.99%
- 6M
- 54.10%
- 1Y
- 20.45%
- 3Y*
- 69.00%
- 5Y*
- -6.79%
- 10Y*
- —
ALSMY vs. AUR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
ALSMY Alstom PK | -33.16% | 34.10% | 77.98% | -45.29% | -31.06% | -37.47% |
AUR Aurora Innovation, Inc. | 80.99% | -39.05% | 44.16% | 261.16% | -89.25% | 12.60% |
Correlation
The correlation between ALSMY and AUR is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since May 11, 2021 | 0.21 |
Fundamentals
ALSMY:
$8.97B
AUR:
$13.54B
ALSMY:
$0.09
AUR:
-$0.44
ALSMY:
0.27
AUR:
3.28K
ALSMY:
0.84
AUR:
6.89
ALSMY:
$32.94B
AUR:
$4.00M
ALSMY:
$4.26B
AUR:
$163.00M
ALSMY:
$2.03B
AUR:
-$882.00M
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ALSMY vs. AUR — Risk / Return Rank
ALSMY
AUR
ALSMY vs. AUR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Alstom PK (ALSMY) and Aurora Innovation, Inc. (AUR). 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 | AUR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.58 | ||
| Sortino ratioReturn per unit of downside risk | -1.02 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.11 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | -0.22 | 0.48 | -0.71 |
| Martin ratioReturn relative to average drawdown | -0.56 | 0.82 | -1.38 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| ALSMY | AUR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.25 | 0.33 | -0.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.37 | -0.08 | -0.29 |
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 | -0.08 | -0.07 |
Drawdowns
ALSMY vs. AUR - Drawdown Comparison
The maximum ALSMY drawdown since its inception was -80.51%, smaller than the maximum AUR drawdown of -93.34%. Use the drawdown chart below to compare losses from any high point for ALSMY and AUR.
Loading charts...
Drawdown Indicators
| ALSMY | AUR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.51% | -93.34% | +12.83% |
Max Drawdown (1Y)Largest decline over 1 year | -46.62% | -42.53% | -4.09% |
Max Drawdown (3Y)Largest decline over 3 years | -62.55% | -63.00% | +0.45% |
Max Drawdown (5Y)Largest decline over 5 years | -79.08% | -93.34% | +14.26% |
Max Drawdown (10Y)Largest decline over 10 years | -80.51% | — | — |
Current DrawdownCurrent decline from peak | -64.51% | -59.38% | -5.13% |
Average DrawdownAverage peak-to-trough decline | -47.18% | -67.46% | +20.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.57% | 24.94% | -6.37% |
Volatility
ALSMY vs. AUR - Volatility Comparison
The current volatility for Alstom PK (ALSMY) is 8.89%, while Aurora Innovation, Inc. (AUR) has a volatility of 25.63%. This indicates that ALSMY experiences smaller price fluctuations and is considered to be less risky than AUR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ALSMY | AUR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.89% | 25.63% | -16.74% |
Volatility (6M)Calculated over the trailing 6-month period | 35.51% | 49.74% | -14.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 42.01% | 61.75% | -19.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 47.76% | 90.59% | -42.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.13% | 89.98% | -49.85% |
Dividends
ALSMY vs. AUR - Dividend Comparison
Neither ALSMY nor AUR 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% |
AUR Aurora Innovation, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
ALSMY vs. AUR - Financials Comparison
This section allows you to compare key financial metrics between Alstom PK and Aurora Innovation, 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
Frequently Asked Questions
ALSMY and AUR have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AUR has higher volatility (25.63%) compared to ALSMY (8.89%). In terms of maximum drawdown, ALSMY dropped -80.51% vs AUR's -93.34%.
AUR currently has the higher Sharpe Ratio (0.33 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.
Find the right allocation for ALSMY and AUR
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer