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AMBA vs. CRUS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


AMBACRUS
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 Dev45.39%33.76%
Max Drawdown-79.29%-97.48%
Current Drawdown-76.59%-15.52%

Fundamentals


AMBACRUS
Market Cap$2.00B$4.90B
EPS-$4.25$3.16
PE Ratio3.7528.76
PEG Ratio4.978.31
Revenue (TTM)$226.47M$1.79B
Gross Profit (TTM)$211.96M$923.64M
EBITDA (TTM)-$135.29M$381.73M

Correlation

0.45
-1.001.00

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.


0.00%200.00%400.00%600.00%800.00%1,000.00%OctoberNovemberDecember2024FebruaryMarch
737.79%
148.02%
AMBA
CRUS

Compare stocks, funds, or ETFs


Ambarella, Inc.

Cirrus Logic, Inc.

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
AMBA
Ambarella, Inc.
-0.70
CRUS
Cirrus Logic, Inc.
-0.34

AMBA vs. CRUS - Sharpe Ratio Comparison

The current AMBA Sharpe Ratio is -0.70, which is lower than the CRUS Sharpe Ratio of -0.34. The chart below compares the 12-month rolling Sharpe Ratio of AMBA and CRUS.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.50OctoberNovemberDecember2024FebruaryMarch
-0.70
-0.34
AMBA
CRUS

Dividends

AMBA vs. CRUS - Dividend Comparison

Neither AMBA nor CRUS has paid dividends to shareholders.


Tickers have no history of dividend payments

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


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%OctoberNovemberDecember2024FebruaryMarch
-76.59%
-15.52%
AMBA
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.


5.00%10.00%15.00%20.00%OctoberNovemberDecember2024FebruaryMarch
11.22%
8.05%
AMBA
CRUS