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

Key characteristics


AMBASTAG
YTD Return-17.16%-2.02%
1Y Return-33.07%20.68%
3Y Return (Ann)-18.90%8.10%
5Y Return (Ann)3.29%9.85%
10Y Return (Ann)6.64%10.41%
Sharpe Ratio-0.701.00
Daily Std Dev45.39%20.86%
Max Drawdown-79.29%-45.08%
Current Drawdown-76.59%-12.66%

Fundamentals


AMBASTAG
Market Cap$2.00B$7.11B
EPS-$4.25$1.07
PE Ratio3.7535.72
PEG Ratio4.97-402.43
Revenue (TTM)$226.47M$707.84M
Gross Profit (TTM)$211.96M$531.64M
EBITDA (TTM)-$135.29M$517.67M

Correlation

0.25
-1.001.00

The correlation between AMBA and STAG is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

AMBA vs. STAG - Performance Comparison

In the year-to-date period, AMBA achieves a -17.16% return, which is significantly lower than STAG's -2.02% return. Over the past 10 years, AMBA has underperformed STAG with an annualized return of 6.64%, while STAG has yielded a comparatively higher 10.41% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


200.00%400.00%600.00%800.00%1,000.00%OctoberNovemberDecember2024FebruaryMarch
737.79%
307.43%
AMBA
STAG

Compare stocks, funds, or ETFs


Ambarella, Inc.

STAG Industrial, Inc.

Risk-Adjusted Performance

AMBA vs. STAG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ambarella, Inc. (AMBA) and STAG Industrial, Inc. (STAG). 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
STAG
STAG Industrial, Inc.
0.99

AMBA vs. STAG - Sharpe Ratio Comparison

The current AMBA Sharpe Ratio is -0.70, which is lower than the STAG Sharpe Ratio of 0.99. The chart below compares the 12-month rolling Sharpe Ratio of AMBA and STAG.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.50OctoberNovemberDecember2024FebruaryMarch
-0.70
0.99
AMBA
STAG

Dividends

AMBA vs. STAG - Dividend Comparison

AMBA has not paid dividends to shareholders, while STAG's dividend yield for the trailing twelve months is around 4.19%.


TTM20232022202120202019201820172016201520142013
AMBA
Ambarella, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
STAG
STAG Industrial, Inc.
4.19%3.74%4.52%3.02%4.60%4.53%5.71%5.14%5.82%7.40%5.27%5.89%

Drawdowns

AMBA vs. STAG - Drawdown Comparison

The maximum AMBA drawdown since its inception was -79.29%, which is greater than STAG's maximum drawdown of -45.08%. The drawdown chart below compares losses from any high point along the way for AMBA and STAG


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%OctoberNovemberDecember2024FebruaryMarch
-76.59%
-12.66%
AMBA
STAG

Volatility

AMBA vs. STAG - Volatility Comparison

Ambarella, Inc. (AMBA) has a higher volatility of 11.22% compared to STAG Industrial, Inc. (STAG) at 4.87%. This indicates that AMBA's price experiences larger fluctuations and is considered to be riskier than STAG 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%
4.87%
AMBA
STAG