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ASPN vs. ROG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ASPN and ROG is 0.49, 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.


Performance

ASPN vs. ROG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Aspen Aerogels, Inc. (ASPN) and Rogers Corporation (ROG). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

ASPN:

-1.03

ROG:

-1.19

Sortino Ratio

ASPN:

-2.25

ROG:

-1.73

Omega Ratio

ASPN:

0.73

ROG:

0.79

Calmar Ratio

ASPN:

-0.87

ROG:

-0.55

Martin Ratio

ASPN:

-1.57

ROG:

-1.53

Ulcer Index

ASPN:

51.66%

ROG:

29.21%

Daily Std Dev

ASPN:

78.87%

ROG:

38.36%

Max Drawdown

ASPN:

-93.23%

ROG:

-80.77%

Current Drawdown

ASPN:

-92.22%

ROG:

-75.92%

Fundamentals

Market Cap

ASPN:

$406.42M

ROG:

$1.22B

EPS

ASPN:

-$3.48

ROG:

$0.90

PEG Ratio

ASPN:

0.00

ROG:

0.77

PS Ratio

ASPN:

0.90

ROG:

1.51

PB Ratio

ASPN:

1.29

ROG:

0.95

Total Revenue (TTM)

ASPN:

$436.92M

ROG:

$807.20M

Gross Profit (TTM)

ASPN:

$170.57M

ROG:

$265.90M

EBITDA (TTM)

ASPN:

$136.77M

ROG:

$72.50M

Returns By Period

In the year-to-date period, ASPN achieves a -58.33% return, which is significantly lower than ROG's -35.07% return. Over the past 10 years, ASPN has underperformed ROG with an annualized return of -3.47%, while ROG has yielded a comparatively higher -0.69% annualized return.


ASPN

YTD

-58.33%

1M

-2.94%

6M

-69.98%

1Y

-81.67%

5Y*

-5.58%

10Y*

-3.47%

ROG

YTD

-35.07%

1M

19.46%

6M

-39.42%

1Y

-45.29%

5Y*

-8.90%

10Y*

-0.69%

*Annualized

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Risk-Adjusted Performance

ASPN vs. ROG — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ASPN
The Risk-Adjusted Performance Rank of ASPN is 33
Overall Rank
The Sharpe Ratio Rank of ASPN is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of ASPN is 11
Sortino Ratio Rank
The Omega Ratio Rank of ASPN is 33
Omega Ratio Rank
The Calmar Ratio Rank of ASPN is 33
Calmar Ratio Rank
The Martin Ratio Rank of ASPN is 55
Martin Ratio Rank

ROG
The Risk-Adjusted Performance Rank of ROG is 77
Overall Rank
The Sharpe Ratio Rank of ROG is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of ROG is 44
Sortino Ratio Rank
The Omega Ratio Rank of ROG is 66
Omega Ratio Rank
The Calmar Ratio Rank of ROG is 1616
Calmar Ratio Rank
The Martin Ratio Rank of ROG is 66
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ASPN vs. ROG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Aspen Aerogels, Inc. (ASPN) and Rogers Corporation (ROG). 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.


The current ASPN Sharpe Ratio is -1.03, which is comparable to the ROG Sharpe Ratio of -1.19. The chart below compares the historical Sharpe Ratios of ASPN and ROG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

ASPN vs. ROG - Dividend Comparison

Neither ASPN nor ROG has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ASPN vs. ROG - Drawdown Comparison

The maximum ASPN drawdown since its inception was -93.23%, which is greater than ROG's maximum drawdown of -80.77%. Use the drawdown chart below to compare losses from any high point for ASPN and ROG. For additional features, visit the drawdowns tool.


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Volatility

ASPN vs. ROG - Volatility Comparison

Aspen Aerogels, Inc. (ASPN) has a higher volatility of 34.85% compared to Rogers Corporation (ROG) at 15.29%. This indicates that ASPN's price experiences larger fluctuations and is considered to be riskier than ROG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

ASPN vs. ROG - Financials Comparison

This section allows you to compare key financial metrics between Aspen Aerogels, Inc. and Rogers Corporation. 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


50.00M100.00M150.00M200.00M250.00M20212022202320242025
78.72M
190.50M
(ASPN) Total Revenue
(ROG) Total Revenue
Values in USD except per share items