PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
AMC vs. CLOV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AMC and CLOV is 0.36, 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.


-0.50.00.51.00.4

Performance

AMC vs. CLOV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AMC Entertainment Holdings, Inc. (AMC) and Clover Health Investments, Corp. (CLOV). The values are adjusted to include any dividend payments, if applicable.

-90.00%-85.00%-80.00%-75.00%-70.00%-65.00%-60.00%-55.00%JulyAugustSeptemberOctoberNovemberDecember
-86.91%
-68.33%
AMC
CLOV

Key characteristics

Sharpe Ratio

AMC:

-0.29

CLOV:

2.76

Sortino Ratio

AMC:

0.24

CLOV:

3.48

Omega Ratio

AMC:

1.03

CLOV:

1.41

Calmar Ratio

AMC:

-0.32

CLOV:

2.36

Martin Ratio

AMC:

-0.97

CLOV:

13.48

Ulcer Index

AMC:

33.30%

CLOV:

17.03%

Daily Std Dev

AMC:

112.37%

CLOV:

83.33%

Max Drawdown

AMC:

-99.27%

CLOV:

-97.19%

Current Drawdown

AMC:

-98.77%

CLOV:

-85.42%

Fundamentals

Market Cap

AMC:

$1.62B

CLOV:

$1.61B

EPS

AMC:

-$1.36

CLOV:

-$0.19

Total Revenue (TTM)

AMC:

$4.44B

CLOV:

$1.54B

Gross Profit (TTM)

AMC:

$1.05B

CLOV:

$522.63M

EBITDA (TTM)

AMC:

$351.90M

CLOV:

-$92.64M

Returns By Period

In the year-to-date period, AMC achieves a -31.70% return, which is significantly lower than CLOV's 239.25% return.


AMC

YTD

-31.70%

1M

-5.86%

6M

-8.13%

1Y

-31.14%

5Y*

-36.84%

10Y*

-25.81%

CLOV

YTD

239.25%

1M

-3.58%

6M

158.40%

1Y

229.59%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

AMC vs. CLOV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AMC Entertainment Holdings, Inc. (AMC) and Clover Health Investments, Corp. (CLOV). 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 AMC, currently valued at -0.29, compared to the broader market-4.00-2.000.002.00-0.292.76
The chart of Sortino ratio for AMC, currently valued at 0.24, compared to the broader market-4.00-2.000.002.004.000.243.48
The chart of Omega ratio for AMC, currently valued at 1.03, compared to the broader market0.501.001.502.001.031.41
The chart of Calmar ratio for AMC, currently valued at -0.32, compared to the broader market0.002.004.006.00-0.322.36
The chart of Martin ratio for AMC, currently valued at -0.97, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.9713.48
AMC
CLOV

The current AMC Sharpe Ratio is -0.29, which is lower than the CLOV Sharpe Ratio of 2.76. The chart below compares the historical Sharpe Ratios of AMC and CLOV, 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-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.29
2.76
AMC
CLOV

Dividends

AMC vs. CLOV - Dividend Comparison

Neither AMC nor CLOV has paid dividends to shareholders.


TTM2023202220212020201920182017201620152014
AMC
AMC Entertainment Holdings, Inc.
0.00%0.00%0.03%0.00%2.61%20.39%35.30%9.77%4.39%6.15%4.23%
CLOV
Clover Health Investments, Corp.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

AMC vs. CLOV - Drawdown Comparison

The maximum AMC drawdown since its inception was -99.27%, roughly equal to the maximum CLOV drawdown of -97.19%. Use the drawdown chart below to compare losses from any high point for AMC and CLOV. For additional features, visit the drawdowns tool.


-100.00%-95.00%-90.00%-85.00%-80.00%JulyAugustSeptemberOctoberNovemberDecember
-98.77%
-85.42%
AMC
CLOV

Volatility

AMC vs. CLOV - Volatility Comparison

AMC Entertainment Holdings, Inc. (AMC) has a higher volatility of 17.66% compared to Clover Health Investments, Corp. (CLOV) at 9.94%. This indicates that AMC's price experiences larger fluctuations and is considered to be riskier than CLOV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
17.66%
9.94%
AMC
CLOV

Financials

AMC vs. CLOV - Financials Comparison

This section allows you to compare key financial metrics between AMC Entertainment Holdings, Inc. and Clover Health Investments, Corp.. 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab