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ASTL vs. ASTLW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ASTL and ASTLW is 0.69, 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.


-0.50.00.51.00.7

Performance

ASTL vs. ASTLW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Algoma Steel Group Inc. (ASTL) and Algoma Steel Group Inc. Warrant (ASTLW). The values are adjusted to include any dividend payments, if applicable.

-40.00%-20.00%0.00%20.00%40.00%60.00%SeptemberOctoberNovemberDecember2025February
-16.99%
-31.91%
ASTL
ASTLW

Key characteristics

Sharpe Ratio

ASTL:

0.09

ASTLW:

-0.16

Sortino Ratio

ASTL:

0.43

ASTLW:

0.35

Omega Ratio

ASTL:

1.05

ASTLW:

1.04

Calmar Ratio

ASTL:

0.08

ASTLW:

-0.17

Martin Ratio

ASTL:

0.24

ASTLW:

-0.53

Ulcer Index

ASTL:

14.01%

ASTLW:

24.72%

Daily Std Dev

ASTL:

37.75%

ASTLW:

82.70%

Max Drawdown

ASTL:

-55.23%

ASTLW:

-78.48%

Current Drawdown

ASTL:

-33.83%

ASTLW:

-73.80%

Fundamentals

EPS

ASTL:

-$1.02

ASTLW:

-$0.62

Total Revenue (TTM)

ASTL:

$1.90B

ASTLW:

$1.90B

Gross Profit (TTM)

ASTL:

-$4.10M

ASTLW:

-$4.10M

EBITDA (TTM)

ASTL:

-$22.20M

ASTLW:

-$22.20M

Returns By Period

In the year-to-date period, ASTL achieves a -18.30% return, which is significantly higher than ASTLW's -31.00% return.


ASTL

YTD

-18.30%

1M

-4.88%

6M

-16.99%

1Y

-3.50%

5Y*

N/A

10Y*

N/A

ASTLW

YTD

-31.00%

1M

-10.78%

6M

-31.91%

1Y

-21.29%

5Y*

N/A

10Y*

N/A

*Annualized

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

ASTL vs. ASTLW — Risk-Adjusted Performance Rank

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

ASTL
The Risk-Adjusted Performance Rank of ASTL is 4646
Overall Rank
The Sharpe Ratio Rank of ASTL is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of ASTL is 4242
Sortino Ratio Rank
The Omega Ratio Rank of ASTL is 4141
Omega Ratio Rank
The Calmar Ratio Rank of ASTL is 4949
Calmar Ratio Rank
The Martin Ratio Rank of ASTL is 4848
Martin Ratio Rank

ASTLW
The Risk-Adjusted Performance Rank of ASTLW is 3838
Overall Rank
The Sharpe Ratio Rank of ASTLW is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of ASTLW is 4141
Sortino Ratio Rank
The Omega Ratio Rank of ASTLW is 4040
Omega Ratio Rank
The Calmar Ratio Rank of ASTLW is 3636
Calmar Ratio Rank
The Martin Ratio Rank of ASTLW is 3535
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.

ASTL vs. ASTLW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Algoma Steel Group Inc. (ASTL) and Algoma Steel Group Inc. Warrant (ASTLW). 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 ASTL, currently valued at 0.09, compared to the broader market-2.000.002.004.000.09-0.12
The chart of Sortino ratio for ASTL, currently valued at 0.43, compared to the broader market-6.00-4.00-2.000.002.004.006.000.430.41
The chart of Omega ratio for ASTL, currently valued at 1.05, compared to the broader market0.501.001.502.001.051.05
The chart of Calmar ratio for ASTL, currently valued at 0.08, compared to the broader market0.002.004.006.000.08-0.13
The chart of Martin ratio for ASTL, currently valued at 0.24, compared to the broader market-10.000.0010.0020.0030.000.24-0.40
ASTL
ASTLW

The current ASTL Sharpe Ratio is 0.09, which is higher than the ASTLW Sharpe Ratio of -0.16. The chart below compares the historical Sharpe Ratios of ASTL and ASTLW, 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-0.500.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.09
-0.12
ASTL
ASTLW

Dividends

ASTL vs. ASTLW - Dividend Comparison

ASTL's dividend yield for the trailing twelve months is around 2.50%, while ASTLW has not paid dividends to shareholders.


TTM202420232022
ASTL
Algoma Steel Group Inc.
2.50%2.04%1.99%3.15%
ASTLW
Algoma Steel Group Inc. Warrant
0.00%0.00%0.00%0.00%

Drawdowns

ASTL vs. ASTLW - Drawdown Comparison

The maximum ASTL drawdown since its inception was -55.23%, smaller than the maximum ASTLW drawdown of -78.48%. Use the drawdown chart below to compare losses from any high point for ASTL and ASTLW. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-33.83%
-73.80%
ASTL
ASTLW

Volatility

ASTL vs. ASTLW - Volatility Comparison

The current volatility for Algoma Steel Group Inc. (ASTL) is 9.98%, while Algoma Steel Group Inc. Warrant (ASTLW) has a volatility of 23.80%. This indicates that ASTL experiences smaller price fluctuations and is considered to be less risky than ASTLW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%SeptemberOctoberNovemberDecember2025February
9.98%
23.80%
ASTL
ASTLW

Financials

ASTL vs. ASTLW - Financials Comparison

This section allows you to compare key financial metrics between Algoma Steel Group Inc. and Algoma Steel Group Inc. Warrant. 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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