AOSL vs. ARM
Compare and contrast key facts about Alpha and Omega Semiconductor Limited (AOSL) and Arm Holdings plc American Depositary Shares (ARM).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AOSL or ARM.
Performance
AOSL vs. ARM - Performance Comparison
Returns By Period
In the year-to-date period, AOSL achieves a 17.50% return, which is significantly lower than ARM's 71.22% return.
AOSL
17.50%
-19.08%
14.72%
36.57%
21.27%
13.63%
ARM
71.22%
-15.92%
16.48%
133.97%
N/A
N/A
Fundamentals
AOSL | ARM | |
---|---|---|
Market Cap | $888.92M | $135.30B |
EPS | -$0.69 | $0.61 |
PEG Ratio | -8.49 | 1.59 |
Total Revenue (TTM) | $658.53M | $3.54B |
Gross Profit (TTM) | $165.52M | $3.33B |
EBITDA (TTM) | $41.98M | $581.00M |
Key characteristics
AOSL | ARM | |
---|---|---|
Sharpe Ratio | 0.64 | 1.54 |
Sortino Ratio | 1.26 | 2.44 |
Omega Ratio | 1.16 | 1.32 |
Calmar Ratio | 0.55 | 3.22 |
Martin Ratio | 2.04 | 6.94 |
Ulcer Index | 18.98% | 19.78% |
Daily Std Dev | 61.11% | 89.17% |
Max Drawdown | -74.90% | -42.57% |
Current Drawdown | -53.41% | -31.00% |
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Correlation
The correlation between AOSL and ARM is 0.41, 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.
Risk-Adjusted Performance
AOSL vs. ARM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Alpha and Omega Semiconductor Limited (AOSL) and Arm Holdings plc American Depositary Shares (ARM). 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.
Dividends
AOSL vs. ARM - Dividend Comparison
Neither AOSL nor ARM has paid dividends to shareholders.
Drawdowns
AOSL vs. ARM - Drawdown Comparison
The maximum AOSL drawdown since its inception was -74.90%, which is greater than ARM's maximum drawdown of -42.57%. Use the drawdown chart below to compare losses from any high point for AOSL and ARM. For additional features, visit the drawdowns tool.
Volatility
AOSL vs. ARM - Volatility Comparison
Alpha and Omega Semiconductor Limited (AOSL) has a higher volatility of 29.01% compared to Arm Holdings plc American Depositary Shares (ARM) at 16.67%. This indicates that AOSL's price experiences larger fluctuations and is considered to be riskier than ARM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
AOSL vs. ARM - Financials Comparison
This section allows you to compare key financial metrics between Alpha and Omega Semiconductor Limited and Arm Holdings plc American Depositary Shares. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities