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

Performance

AOSL vs. ARM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alpha and Omega Semiconductor Limited (AOSL) and Arm Holdings plc American Depositary Shares (ARM). The values are adjusted to include any dividend payments, if applicable.

0.00%20.00%40.00%60.00%80.00%JuneJulyAugustSeptemberOctoberNovember
14.72%
16.48%
AOSL
ARM

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

YTD

17.50%

1M

-19.08%

6M

14.72%

1Y

36.57%

5Y (annualized)

21.27%

10Y (annualized)

13.63%

ARM

YTD

71.22%

1M

-15.92%

6M

16.48%

1Y

133.97%

5Y (annualized)

N/A

10Y (annualized)

N/A

Fundamentals


AOSLARM
Market Cap$888.92M$135.30B
EPS-$0.69$0.61
PEG Ratio-8.491.59
Total Revenue (TTM)$658.53M$3.54B
Gross Profit (TTM)$165.52M$3.33B
EBITDA (TTM)$41.98M$581.00M

Key characteristics


AOSLARM
Sharpe Ratio0.641.54
Sortino Ratio1.262.44
Omega Ratio1.161.32
Calmar Ratio0.553.22
Martin Ratio2.046.94
Ulcer Index18.98%19.78%
Daily Std Dev61.11%89.17%
Max Drawdown-74.90%-42.57%
Current Drawdown-53.41%-31.00%

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Correlation

-0.50.00.51.00.4

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.


Sharpe ratio
The chart of Sharpe ratio for AOSL, currently valued at 0.64, compared to the broader market-4.00-2.000.002.004.000.641.54
The chart of Sortino ratio for AOSL, currently valued at 1.26, compared to the broader market-4.00-2.000.002.004.001.262.44
The chart of Omega ratio for AOSL, currently valued at 1.16, compared to the broader market0.501.001.502.001.161.32
The chart of Calmar ratio for AOSL, currently valued at 0.89, compared to the broader market0.002.004.006.000.893.22
The chart of Martin ratio for AOSL, currently valued at 2.04, compared to the broader market-10.000.0010.0020.0030.002.046.94
AOSL
ARM

The current AOSL Sharpe Ratio is 0.64, which is lower than the ARM Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of AOSL and ARM, 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 Ratio0.000.501.001.502.002.50Sep 22Sep 29Oct 06Oct 13Oct 20Oct 27Nov 03Nov 10Nov 17
0.64
1.54
AOSL
ARM

Dividends

AOSL vs. ARM - Dividend Comparison

Neither AOSL nor ARM has paid dividends to shareholders.


Tickers have no history of dividend payments

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.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-34.89%
-31.00%
AOSL
ARM

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.


10.00%15.00%20.00%25.00%30.00%JuneJulyAugustSeptemberOctoberNovember
29.01%
16.67%
AOSL
ARM

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items