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AMRN vs. SPOK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

AMRN vs. SPOK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amarin Corporation plc (AMRN) and Spok Holdings, Inc. (SPOK). The values are adjusted to include any dividend payments, if applicable.

0.00%1,000.00%2,000.00%3,000.00%4,000.00%JuneJulyAugustSeptemberOctoberNovember
-99.30%
3,452.34%
AMRN
SPOK

Returns By Period

In the year-to-date period, AMRN achieves a -36.94% return, which is significantly lower than SPOK's 13.26% return. Over the past 10 years, AMRN has underperformed SPOK with an annualized return of -8.00%, while SPOK has yielded a comparatively higher 6.41% annualized return.


AMRN

YTD

-36.94%

1M

-4.59%

6M

-35.27%

1Y

-29.92%

5Y (annualized)

-51.89%

10Y (annualized)

-8.00%

SPOK

YTD

13.26%

1M

11.18%

6M

11.06%

1Y

0.36%

5Y (annualized)

15.06%

10Y (annualized)

6.41%

Fundamentals


AMRNSPOK
Market Cap$215.91M$323.55M
EPS-$0.10$0.71
PEG Ratio-1.740.00
Total Revenue (TTM)$241.71M$137.71M
Gross Profit (TTM)$134.23M$109.35M
EBITDA (TTM)-$39.47M$23.69M

Key characteristics


AMRNSPOK
Sharpe Ratio-0.370.01
Sortino Ratio-0.070.23
Omega Ratio0.991.03
Calmar Ratio-0.290.02
Martin Ratio-0.730.03
Ulcer Index40.45%11.80%
Daily Std Dev80.40%32.01%
Max Drawdown-99.97%-90.60%
Current Drawdown-99.96%-3.03%

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Correlation

-0.50.00.51.00.1

The correlation between AMRN and SPOK is 0.10, 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.

Risk-Adjusted Performance

AMRN vs. SPOK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amarin Corporation plc (AMRN) and Spok Holdings, Inc. (SPOK). 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 AMRN, currently valued at -0.37, compared to the broader market-4.00-2.000.002.004.00-0.370.01
The chart of Sortino ratio for AMRN, currently valued at -0.07, compared to the broader market-4.00-2.000.002.004.00-0.070.23
The chart of Omega ratio for AMRN, currently valued at 0.99, compared to the broader market0.501.001.502.000.991.03
The chart of Calmar ratio for AMRN, currently valued at -0.30, compared to the broader market0.002.004.006.00-0.300.02
The chart of Martin ratio for AMRN, currently valued at -0.73, compared to the broader market0.0010.0020.0030.00-0.730.03
AMRN
SPOK

The current AMRN Sharpe Ratio is -0.37, which is lower than the SPOK Sharpe Ratio of 0.01. The chart below compares the historical Sharpe Ratios of AMRN and SPOK, 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-0.500.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
-0.37
0.01
AMRN
SPOK

Dividends

AMRN vs. SPOK - Dividend Comparison

AMRN has not paid dividends to shareholders, while SPOK's dividend yield for the trailing twelve months is around 7.72%.


TTM20232022202120202019201820172016201520142013
AMRN
Amarin Corporation plc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPOK
Spok Holdings, Inc.
7.72%8.09%15.29%5.36%4.49%4.09%3.77%3.19%3.61%3.41%2.88%3.50%

Drawdowns

AMRN vs. SPOK - Drawdown Comparison

The maximum AMRN drawdown since its inception was -99.97%, which is greater than SPOK's maximum drawdown of -90.60%. Use the drawdown chart below to compare losses from any high point for AMRN and SPOK. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-99.37%
-3.03%
AMRN
SPOK

Volatility

AMRN vs. SPOK - Volatility Comparison

Amarin Corporation plc (AMRN) has a higher volatility of 20.72% compared to Spok Holdings, Inc. (SPOK) at 8.15%. This indicates that AMRN's price experiences larger fluctuations and is considered to be riskier than SPOK 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%JuneJulyAugustSeptemberOctoberNovember
20.72%
8.15%
AMRN
SPOK

Financials

AMRN vs. SPOK - Financials Comparison

This section allows you to compare key financial metrics between Amarin Corporation plc and Spok Holdings, 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