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AOSL vs. ALGM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AOSL and ALGM is 0.59, 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.


-0.50.00.51.00.6

Performance

AOSL vs. ALGM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alpha and Omega Semiconductor Limited (AOSL) and Allegro MicroSystems, Inc. (ALGM). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
140.94%
21.98%
AOSL
ALGM

Key characteristics

Sharpe Ratio

AOSL:

0.71

ALGM:

-0.56

Sortino Ratio

AOSL:

1.55

ALGM:

-0.59

Omega Ratio

AOSL:

1.19

ALGM:

0.93

Calmar Ratio

AOSL:

0.75

ALGM:

-0.44

Martin Ratio

AOSL:

2.70

ALGM:

-1.20

Ulcer Index

AOSL:

19.56%

ALGM:

23.34%

Daily Std Dev

AOSL:

74.52%

ALGM:

49.95%

Max Drawdown

AOSL:

-74.90%

ALGM:

-63.83%

Current Drawdown

AOSL:

-41.71%

ALGM:

-59.05%

Fundamentals

Market Cap

AOSL:

$1.23B

ALGM:

$4.06B

EPS

AOSL:

-$0.69

ALGM:

-$0.14

Total Revenue (TTM)

AOSL:

$658.53M

ALGM:

$849.88M

Gross Profit (TTM)

AOSL:

$165.52M

ALGM:

$417.53M

EBITDA (TTM)

AOSL:

$41.78M

ALGM:

$87.94M

Returns By Period

In the year-to-date period, AOSL achieves a 47.01% return, which is significantly higher than ALGM's -28.68% return.


AOSL

YTD

47.01%

1M

26.06%

6M

17.91%

1Y

49.36%

5Y*

22.41%

10Y*

15.45%

ALGM

YTD

-28.68%

1M

7.20%

6M

-21.97%

1Y

-29.51%

5Y*

N/A

10Y*

N/A

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Risk-Adjusted Performance

AOSL vs. ALGM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Alpha and Omega Semiconductor Limited (AOSL) and Allegro MicroSystems, Inc. (ALGM). 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 AOSL, currently valued at 0.71, compared to the broader market-4.00-2.000.002.000.71-0.56
The chart of Sortino ratio for AOSL, currently valued at 1.55, compared to the broader market-4.00-2.000.002.004.001.55-0.59
The chart of Omega ratio for AOSL, currently valued at 1.19, compared to the broader market0.501.001.502.001.190.93
The chart of Calmar ratio for AOSL, currently valued at 0.75, compared to the broader market0.002.004.006.000.75-0.44
The chart of Martin ratio for AOSL, currently valued at 2.70, compared to the broader market-5.000.005.0010.0015.0020.0025.002.70-1.20
AOSL
ALGM

The current AOSL Sharpe Ratio is 0.71, which is higher than the ALGM Sharpe Ratio of -0.56. The chart below compares the historical Sharpe Ratios of AOSL and ALGM, 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-1.50-1.00-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.71
-0.56
AOSL
ALGM

Dividends

AOSL vs. ALGM - Dividend Comparison

Neither AOSL nor ALGM has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

AOSL vs. ALGM - Drawdown Comparison

The maximum AOSL drawdown since its inception was -74.90%, which is greater than ALGM's maximum drawdown of -63.83%. Use the drawdown chart below to compare losses from any high point for AOSL and ALGM. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%JulyAugustSeptemberOctoberNovemberDecember
-41.71%
-59.05%
AOSL
ALGM

Volatility

AOSL vs. ALGM - Volatility Comparison

Alpha and Omega Semiconductor Limited (AOSL) has a higher volatility of 40.42% compared to Allegro MicroSystems, Inc. (ALGM) at 12.36%. This indicates that AOSL's price experiences larger fluctuations and is considered to be riskier than ALGM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
40.42%
12.36%
AOSL
ALGM

Financials

AOSL vs. ALGM - Financials Comparison

This section allows you to compare key financial metrics between Alpha and Omega Semiconductor Limited and Allegro MicroSystems, 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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