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ASM vs. ALAR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ASM and ALAR is 0.12, 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.


-0.50.00.51.00.1

Performance

ASM vs. ALAR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avino Silver & Gold Mines Ltd. (ASM) and Alarum Technologies Ltd. (ALAR). The values are adjusted to include any dividend payments, if applicable.

-60.00%-40.00%-20.00%0.00%20.00%40.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
-2.72%
-62.90%
ASM
ALAR

Key characteristics

Sharpe Ratio

ASM:

1.28

ALAR:

1.16

Sortino Ratio

ASM:

2.14

ALAR:

2.22

Omega Ratio

ASM:

1.24

ALAR:

1.25

Calmar Ratio

ASM:

0.98

ALAR:

1.46

Martin Ratio

ASM:

6.28

ALAR:

3.22

Ulcer Index

ASM:

13.81%

ALAR:

45.38%

Daily Std Dev

ASM:

68.03%

ALAR:

125.94%

Max Drawdown

ASM:

-94.10%

ALAR:

-99.94%

Current Drawdown

ASM:

-75.87%

ALAR:

-99.56%

Fundamentals

Market Cap

ASM:

$139.19M

ALAR:

$83.86M

EPS

ASM:

$0.02

ALAR:

$1.30

PE Ratio

ASM:

49.53

ALAR:

9.35

Total Revenue (TTM)

ASM:

$54.12M

ALAR:

$31.56M

Gross Profit (TTM)

ASM:

$14.74M

ALAR:

$23.90M

EBITDA (TTM)

ASM:

$10.43M

ALAR:

$8.09M

Returns By Period

In the year-to-date period, ASM achieves a 78.23% return, which is significantly higher than ALAR's 43.94% return.


ASM

YTD

78.23%

1M

-14.32%

6M

-2.72%

1Y

89.20%

5Y*

13.00%

10Y*

-2.40%

ALAR

YTD

43.94%

1M

-10.78%

6M

-62.90%

1Y

126.57%

5Y*

-22.93%

10Y*

N/A

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Risk-Adjusted Performance

ASM vs. ALAR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Avino Silver & Gold Mines Ltd. (ASM) and Alarum Technologies Ltd. (ALAR). 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 ASM, currently valued at 1.28, compared to the broader market-4.00-2.000.002.001.281.16
The chart of Sortino ratio for ASM, currently valued at 2.14, compared to the broader market-4.00-2.000.002.004.002.142.22
The chart of Omega ratio for ASM, currently valued at 1.24, compared to the broader market0.501.001.502.001.241.25
The chart of Calmar ratio for ASM, currently valued at 1.14, compared to the broader market0.002.004.006.001.141.46
The chart of Martin ratio for ASM, currently valued at 6.28, compared to the broader market-5.000.005.0010.0015.0020.0025.006.283.22
ASM
ALAR

The current ASM Sharpe Ratio is 1.28, which is comparable to the ALAR Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of ASM and ALAR, 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 Ratio0.005.0010.0015.00JulyAugustSeptemberOctoberNovemberDecember
1.28
1.16
ASM
ALAR

Dividends

ASM vs. ALAR - Dividend Comparison

Neither ASM nor ALAR has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ASM vs. ALAR - Drawdown Comparison

The maximum ASM drawdown since its inception was -94.10%, smaller than the maximum ALAR drawdown of -99.94%. Use the drawdown chart below to compare losses from any high point for ASM and ALAR. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-49.52%
-99.56%
ASM
ALAR

Volatility

ASM vs. ALAR - Volatility Comparison

The current volatility for Avino Silver & Gold Mines Ltd. (ASM) is 17.67%, while Alarum Technologies Ltd. (ALAR) has a volatility of 24.84%. This indicates that ASM experiences smaller price fluctuations and is considered to be less risky than ALAR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
17.67%
24.84%
ASM
ALAR

Financials

ASM vs. ALAR - Financials Comparison

This section allows you to compare key financial metrics between Avino Silver & Gold Mines Ltd. and Alarum Technologies 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
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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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