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AMBA vs. RMBS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AMBA and RMBS is 0.47, 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.


-0.50.00.51.00.5

Performance

AMBA vs. RMBS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ambarella, Inc. (AMBA) and Rambus Inc. (RMBS). The values are adjusted to include any dividend payments, if applicable.

-40.00%-20.00%0.00%20.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
28.19%
-3.54%
AMBA
RMBS

Key characteristics

Sharpe Ratio

AMBA:

0.31

RMBS:

-0.33

Sortino Ratio

AMBA:

0.83

RMBS:

-0.10

Omega Ratio

AMBA:

1.10

RMBS:

0.99

Calmar Ratio

AMBA:

0.19

RMBS:

-0.28

Martin Ratio

AMBA:

0.90

RMBS:

-0.68

Ulcer Index

AMBA:

17.36%

RMBS:

27.97%

Daily Std Dev

AMBA:

49.86%

RMBS:

57.69%

Max Drawdown

AMBA:

-81.65%

RMBS:

-97.16%

Current Drawdown

AMBA:

-67.29%

RMBS:

-55.20%

Fundamentals

Market Cap

AMBA:

$3.08B

RMBS:

$6.20B

EPS

AMBA:

-$3.87

RMBS:

$1.61

PEG Ratio

AMBA:

4.97

RMBS:

3.80

Total Revenue (TTM)

AMBA:

$252.47M

RMBS:

$517.75M

Gross Profit (TTM)

AMBA:

$152.26M

RMBS:

$402.47M

EBITDA (TTM)

AMBA:

-$130.08M

RMBS:

$240.38M

Returns By Period

In the year-to-date period, AMBA achieves a 15.73% return, which is significantly higher than RMBS's -22.96% return. Over the past 10 years, AMBA has underperformed RMBS with an annualized return of 3.29%, while RMBS has yielded a comparatively higher 16.40% annualized return.


AMBA

YTD

15.73%

1M

20.08%

6M

28.19%

1Y

13.11%

5Y*

4.12%

10Y*

3.29%

RMBS

YTD

-22.96%

1M

-0.70%

6M

-3.54%

1Y

-24.18%

5Y*

30.96%

10Y*

16.40%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

AMBA vs. RMBS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ambarella, Inc. (AMBA) and Rambus Inc. (RMBS). 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
The chart of Sharpe ratio for AMBA, currently valued at 0.31, compared to the broader market-4.00-2.000.002.000.31-0.33
The chart of Sortino ratio for AMBA, currently valued at 0.83, compared to the broader market-4.00-2.000.002.004.000.83-0.10
The chart of Omega ratio for AMBA, currently valued at 1.10, compared to the broader market0.501.001.502.001.100.99
The chart of Calmar ratio for AMBA, currently valued at 0.19, compared to the broader market0.002.004.006.000.19-0.39
The chart of Martin ratio for AMBA, currently valued at 0.90, compared to the broader market-5.000.005.0010.0015.0020.0025.000.90-0.68
AMBA
RMBS

The current AMBA Sharpe Ratio is 0.31, which is higher than the RMBS Sharpe Ratio of -0.33. The chart below compares the historical Sharpe Ratios of AMBA and RMBS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.50JulyAugustSeptemberOctoberNovemberDecember
0.31
-0.33
AMBA
RMBS

Dividends

AMBA vs. RMBS - Dividend Comparison

Neither AMBA nor RMBS has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

AMBA vs. RMBS - Drawdown Comparison

The maximum AMBA drawdown since its inception was -81.65%, smaller than the maximum RMBS drawdown of -97.16%. Use the drawdown chart below to compare losses from any high point for AMBA and RMBS. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-67.29%
-28.94%
AMBA
RMBS

Volatility

AMBA vs. RMBS - Volatility Comparison

Ambarella, Inc. (AMBA) has a higher volatility of 15.16% compared to Rambus Inc. (RMBS) at 10.36%. This indicates that AMBA's price experiences larger fluctuations and is considered to be riskier than RMBS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
15.16%
10.36%
AMBA
RMBS

Financials

AMBA vs. RMBS - Financials Comparison

This section allows you to compare key financial metrics between Ambarella, Inc. and Rambus 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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