AMBA vs. CERY
AMBA (Ambarella, Inc.) is a stock, while CERY (SPDR Bloomberg Enhanced Roll Yield Commodity Strategy No K-1 ETF) is Commodities fund tracking the Bloomberg Enhanced Roll Yield Total Return Index. Over the past year, AMBA returned 27.04% vs 27.40% for CERY. At a 0.10 correlation, their price movements are largely independent.
Performance
AMBA vs. CERY - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, AMBA achieves a -7.52% return, which is significantly lower than CERY's 18.11% return.
AMBA
- 1D
- -7.35%
- 1M
- -25.17%
- YTD
- -7.52%
- 6M
- -8.99%
- 1Y
- 27.04%
- 3Y*
- -5.81%
- 5Y*
- -9.25%
- 10Y*
- 2.83%
CERY
- 1D
- -1.20%
- 1M
- -9.49%
- YTD
- 18.11%
- 6M
- 16.37%
- 1Y
- 27.40%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
AMBA vs. CERY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
AMBA Ambarella, Inc. | -7.52% | -2.61% | 32.11% |
CERY SPDR Bloomberg Enhanced Roll Yield Commodity Strategy No K-1 ETF | 18.11% | 15.68% | 3.80% |
Correlation
The correlation between AMBA and CERY is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Sep 5, 2024 | 0.10 |
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
AMBA vs. CERY — Risk / Return Rank
AMBA
CERY
AMBA vs. CERY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ambarella, Inc. (AMBA) and SPDR Bloomberg Enhanced Roll Yield Commodity Strategy No K-1 ETF (CERY). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| AMBA | CERY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.38 | ||
| Sortino ratioReturn per unit of downside risk | -1.39 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.31 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 0.55 | 2.21 | -1.66 |
| Martin ratioReturn relative to average drawdown | 1.13 | 10.02 | -8.89 |
Loading charts...
Drawdowns
AMBA vs. CERY - Drawdown Comparison
The maximum AMBA drawdown since its inception was -81.65%, which is greater than CERY's maximum drawdown of -12.44%. Use the drawdown chart below to compare losses from any high point for AMBA and CERY.
Loading charts...
Drawdown Indicators
| AMBA | CERY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.65% | -12.44% | -69.21% |
Max Drawdown (1Y)Largest decline over 1 year | -49.06% | -12.44% | -36.62% |
Max Drawdown (3Y)Largest decline over 3 years | -53.19% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -81.65% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -81.65% | — | — |
Current DrawdownCurrent decline from peak | -69.79% | -12.44% | -57.35% |
Average DrawdownAverage peak-to-trough decline | -48.45% | -2.29% | -46.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.08% | 2.76% | +21.32% |
Volatility
AMBA vs. CERY - Volatility Comparison
Ambarella, Inc. (AMBA) has a higher volatility of 34.50% compared to SPDR Bloomberg Enhanced Roll Yield Commodity Strategy No K-1 ETF (CERY) at 3.64%. This indicates that AMBA's price experiences larger fluctuations and is considered to be riskier than CERY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| AMBA | CERY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 34.50% | 3.64% | +30.86% |
Volatility (6M)Calculated over the trailing 6-month period | 49.99% | 13.63% | +36.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 68.13% | 15.66% | +52.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 63.39% | 14.74% | +48.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.91% | 14.74% | +42.17% |
Dividends
AMBA vs. CERY - Dividend Comparison
AMBA has not paid dividends to shareholders, while CERY's dividend yield for the trailing twelve months is around 4.23%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
AMBA Ambarella, Inc. | 0.00% | 0.00% | 0.00% |
CERY SPDR Bloomberg Enhanced Roll Yield Commodity Strategy No K-1 ETF | 4.23% | 4.99% | 0.52% |
Frequently Asked Questions
AMBA and CERY have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AMBA has higher volatility (34.50%) compared to CERY (3.64%). In terms of maximum drawdown, AMBA dropped -81.65% vs CERY's -12.44%.
CERY currently has the higher Sharpe Ratio (1.78 vs 0.40), 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 AMBA and CERY
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