PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
ASNS vs. AVNW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ASNS and AVNW is 0.16, 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.


-0.50.00.51.00.2

Performance

ASNS vs. AVNW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Actelis Networks Inc. (ASNS) and Aviat Networks, Inc. (AVNW). The values are adjusted to include any dividend payments, if applicable.

-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-95.12%
-41.69%
ASNS
AVNW

Key characteristics

Sharpe Ratio

ASNS:

0.01

AVNW:

-0.79

Sortino Ratio

ASNS:

6.81

AVNW:

-0.93

Omega Ratio

ASNS:

1.92

AVNW:

0.84

Calmar Ratio

ASNS:

0.08

AVNW:

-0.53

Martin Ratio

ASNS:

0.17

AVNW:

-1.50

Ulcer Index

ASNS:

50.13%

AVNW:

31.40%

Daily Std Dev

ASNS:

707.75%

AVNW:

59.72%

Max Drawdown

ASNS:

-98.18%

AVNW:

-97.67%

Current Drawdown

ASNS:

-95.12%

AVNW:

-87.25%

Fundamentals

Market Cap

ASNS:

$6.88M

AVNW:

$220.69M

EPS

ASNS:

-$1.27

AVNW:

-$0.38

Total Revenue (TTM)

ASNS:

$7.71M

AVNW:

$408.95M

Gross Profit (TTM)

ASNS:

$4.26M

AVNW:

$132.67M

EBITDA (TTM)

ASNS:

-$3.65M

AVNW:

$565.00K

Returns By Period

In the year-to-date period, ASNS achieves a 4.46% return, which is significantly higher than AVNW's -48.22% return.


ASNS

YTD

4.46%

1M

-3.31%

6M

-31.18%

1Y

5.79%

5Y*

N/A

10Y*

N/A

AVNW

YTD

-48.22%

1M

9.66%

6M

-41.24%

1Y

-47.79%

5Y*

18.97%

10Y*

6.26%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

ASNS vs. AVNW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Actelis Networks Inc. (ASNS) and Aviat Networks, Inc. (AVNW). 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 ASNS, currently valued at 0.01, compared to the broader market-4.00-2.000.002.000.01-0.79
The chart of Sortino ratio for ASNS, currently valued at 6.81, compared to the broader market-4.00-2.000.002.004.006.81-0.93
The chart of Omega ratio for ASNS, currently valued at 1.92, compared to the broader market0.501.001.502.001.920.84
The chart of Calmar ratio for ASNS, currently valued at 0.08, compared to the broader market0.002.004.006.000.08-0.72
The chart of Martin ratio for ASNS, currently valued at 0.17, compared to the broader market-5.000.005.0010.0015.0020.0025.000.17-1.50
ASNS
AVNW

The current ASNS Sharpe Ratio is 0.01, which is higher than the AVNW Sharpe Ratio of -0.79. The chart below compares the historical Sharpe Ratios of ASNS and AVNW, 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-1.00-0.80-0.60-0.40-0.200.00JulyAugustSeptemberOctoberNovemberDecember
0.01
-0.79
ASNS
AVNW

Dividends

ASNS vs. AVNW - Dividend Comparison

Neither ASNS nor AVNW has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ASNS vs. AVNW - Drawdown Comparison

The maximum ASNS drawdown since its inception was -98.18%, roughly equal to the maximum AVNW drawdown of -97.67%. Use the drawdown chart below to compare losses from any high point for ASNS and AVNW. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-95.12%
-56.98%
ASNS
AVNW

Volatility

ASNS vs. AVNW - Volatility Comparison

Actelis Networks Inc. (ASNS) has a higher volatility of 18.84% compared to Aviat Networks, Inc. (AVNW) at 11.70%. This indicates that ASNS's price experiences larger fluctuations and is considered to be riskier than AVNW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%50.00%100.00%150.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
18.84%
11.70%
ASNS
AVNW

Financials

ASNS vs. AVNW - Financials Comparison

This section allows you to compare key financial metrics between Actelis Networks Inc. and Aviat Networks, 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab