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ASAN vs. MNDY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

ASAN vs. MNDY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Asana, Inc. (ASAN) and monday.com Ltd. (MNDY). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%JuneJulyAugustSeptemberOctoberNovember
-12.39%
11.36%
ASAN
MNDY

Returns By Period

In the year-to-date period, ASAN achieves a -27.35% return, which is significantly lower than MNDY's 36.02% return.


ASAN

YTD

-27.35%

1M

12.83%

6M

-12.37%

1Y

-35.16%

5Y (annualized)

N/A

10Y (annualized)

N/A

MNDY

YTD

36.02%

1M

-11.09%

6M

11.36%

1Y

50.54%

5Y (annualized)

N/A

10Y (annualized)

N/A

Fundamentals


ASANMNDY
Market Cap$3.17B$12.99B
EPS-$1.15$0.81
Total Revenue (TTM)$522.80M$689.13M
Gross Profit (TTM)$467.61M$618.15M
EBITDA (TTM)-$180.25M$2.23M

Key characteristics


ASANMNDY
Sharpe Ratio-0.661.04
Sortino Ratio-0.731.70
Omega Ratio0.911.23
Calmar Ratio-0.370.83
Martin Ratio-0.945.69
Ulcer Index36.38%9.05%
Daily Std Dev52.13%49.51%
Max Drawdown-92.17%-82.81%
Current Drawdown-90.32%-42.55%

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Correlation

-0.50.00.51.00.7

The correlation between ASAN and MNDY is 0.65, 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

ASAN vs. MNDY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Asana, Inc. (ASAN) and monday.com Ltd. (MNDY). 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 ASAN, currently valued at -0.66, compared to the broader market-4.00-2.000.002.004.00-0.661.04
The chart of Sortino ratio for ASAN, currently valued at -0.73, compared to the broader market-4.00-2.000.002.004.00-0.731.70
The chart of Omega ratio for ASAN, currently valued at 0.91, compared to the broader market0.501.001.502.000.911.23
The chart of Calmar ratio for ASAN, currently valued at -0.37, compared to the broader market0.002.004.006.00-0.370.83
The chart of Martin ratio for ASAN, currently valued at -0.94, compared to the broader market-10.000.0010.0020.0030.00-0.945.69
ASAN
MNDY

The current ASAN Sharpe Ratio is -0.66, which is lower than the MNDY Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of ASAN and MNDY, 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-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
-0.66
1.04
ASAN
MNDY

Dividends

ASAN vs. MNDY - Dividend Comparison

Neither ASAN nor MNDY has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ASAN vs. MNDY - Drawdown Comparison

The maximum ASAN drawdown since its inception was -92.17%, which is greater than MNDY's maximum drawdown of -82.81%. Use the drawdown chart below to compare losses from any high point for ASAN and MNDY. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%JuneJulyAugustSeptemberOctoberNovember
-90.32%
-42.55%
ASAN
MNDY

Volatility

ASAN vs. MNDY - Volatility Comparison

The current volatility for Asana, Inc. (ASAN) is 12.75%, while monday.com Ltd. (MNDY) has a volatility of 20.65%. This indicates that ASAN experiences smaller price fluctuations and is considered to be less risky than MNDY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
12.75%
20.65%
ASAN
MNDY

Financials

ASAN vs. MNDY - Financials Comparison

This section allows you to compare key financial metrics between Asana, Inc. and monday.com Ltd.. 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