AMBA vs. CRUS
Compare and contrast key facts about Ambarella, Inc. (AMBA) and Cirrus Logic, Inc. (CRUS).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AMBA or CRUS.
Key characteristics
AMBA | CRUS | |
---|---|---|
YTD Return | -17.16% | 11.26% |
1Y Return | -33.07% | -14.76% |
3Y Return (Ann) | -18.90% | 3.57% |
5Y Return (Ann) | 3.29% | 17.11% |
10Y Return (Ann) | 6.64% | 16.66% |
Sharpe Ratio | -0.70 | -0.34 |
Daily Std Dev | 45.39% | 33.76% |
Max Drawdown | -79.29% | -97.48% |
Current Drawdown | -76.59% | -15.52% |
Fundamentals
AMBA | CRUS | |
---|---|---|
Market Cap | $2.00B | $4.90B |
EPS | -$4.25 | $3.16 |
PE Ratio | 3.75 | 28.76 |
PEG Ratio | 4.97 | 8.31 |
Revenue (TTM) | $226.47M | $1.79B |
Gross Profit (TTM) | $211.96M | $923.64M |
EBITDA (TTM) | -$135.29M | $381.73M |
Correlation
The correlation between AMBA and CRUS is 0.45, 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.
Performance
AMBA vs. CRUS - Performance Comparison
In the year-to-date period, AMBA achieves a -17.16% return, which is significantly lower than CRUS's 11.26% return. Over the past 10 years, AMBA has underperformed CRUS with an annualized return of 6.64%, while CRUS has yielded a comparatively higher 16.66% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Risk-Adjusted Performance
AMBA vs. CRUS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Ambarella, Inc. (AMBA) and Cirrus Logic, Inc. (CRUS). 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 | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
Ambarella, Inc. | -0.70 | ||||
Cirrus Logic, Inc. | -0.34 |
Dividends
AMBA vs. CRUS - Dividend Comparison
Neither AMBA nor CRUS has paid dividends to shareholders.
Drawdowns
AMBA vs. CRUS - Drawdown Comparison
The maximum AMBA drawdown since its inception was -79.29%, smaller than the maximum CRUS drawdown of -97.48%. The drawdown chart below compares losses from any high point along the way for AMBA and CRUS
Volatility
AMBA vs. CRUS - Volatility Comparison
Ambarella, Inc. (AMBA) has a higher volatility of 11.22% compared to Cirrus Logic, Inc. (CRUS) at 8.05%. This indicates that AMBA's price experiences larger fluctuations and is considered to be riskier than CRUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.