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ATRO vs. AXON
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

ATRO vs. AXON - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Astronics Corporation (ATRO) and Axon Enterprise, Inc. (AXON). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%JuneJulyAugustSeptemberOctoberNovember
-22.24%
105.24%
ATRO
AXON

Returns By Period

In the year-to-date period, ATRO achieves a -5.05% return, which is significantly lower than AXON's 132.01% return. Over the past 10 years, ATRO has underperformed AXON with an annualized return of -5.94%, while AXON has yielded a comparatively higher 40.23% annualized return.


ATRO

YTD

-5.05%

1M

-12.99%

6M

-18.76%

1Y

6.37%

5Y (annualized)

-11.55%

10Y (annualized)

-5.94%

AXON

YTD

132.01%

1M

36.82%

6M

107.54%

1Y

168.19%

5Y (annualized)

54.53%

10Y (annualized)

40.23%

Fundamentals


ATROAXON
Market Cap$610.03M$45.39B
EPS-$0.16$3.87
PEG Ratio1.462.86
Total Revenue (TTM)$782.18M$1.94B
Gross Profit (TTM)$158.26M$1.16B
EBITDA (TTM)$42.96M$162.96M

Key characteristics


ATROAXON
Sharpe Ratio0.143.94
Sortino Ratio0.507.47
Omega Ratio1.061.93
Calmar Ratio0.0910.90
Martin Ratio0.5330.36
Ulcer Index11.75%5.64%
Daily Std Dev44.01%43.41%
Max Drawdown-91.77%-91.78%
Current Drawdown-66.25%-2.73%

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Correlation

-0.50.00.51.00.2

The correlation between ATRO and AXON is 0.24, 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.

Risk-Adjusted Performance

ATRO vs. AXON - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Astronics Corporation (ATRO) and Axon Enterprise, Inc. (AXON). 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 ATRO, currently valued at 0.14, compared to the broader market-4.00-2.000.002.004.000.143.94
The chart of Sortino ratio for ATRO, currently valued at 0.50, compared to the broader market-4.00-2.000.002.004.000.507.47
The chart of Omega ratio for ATRO, currently valued at 1.06, compared to the broader market0.501.001.502.001.061.93
The chart of Calmar ratio for ATRO, currently valued at 0.09, compared to the broader market0.002.004.006.000.0910.90
The chart of Martin ratio for ATRO, currently valued at 0.53, compared to the broader market0.0010.0020.0030.000.5330.36
ATRO
AXON

The current ATRO Sharpe Ratio is 0.14, which is lower than the AXON Sharpe Ratio of 3.94. The chart below compares the historical Sharpe Ratios of ATRO and AXON, 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
0.14
3.94
ATRO
AXON

Dividends

ATRO vs. AXON - Dividend Comparison

Neither ATRO nor AXON has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ATRO vs. AXON - Drawdown Comparison

The maximum ATRO drawdown since its inception was -91.77%, roughly equal to the maximum AXON drawdown of -91.78%. Use the drawdown chart below to compare losses from any high point for ATRO and AXON. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-66.25%
-2.73%
ATRO
AXON

Volatility

ATRO vs. AXON - Volatility Comparison

The current volatility for Astronics Corporation (ATRO) is 21.14%, while Axon Enterprise, Inc. (AXON) has a volatility of 26.19%. This indicates that ATRO experiences smaller price fluctuations and is considered to be less risky than AXON 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%JuneJulyAugustSeptemberOctoberNovember
21.14%
26.19%
ATRO
AXON

Financials

ATRO vs. AXON - Financials Comparison

This section allows you to compare key financial metrics between Astronics Corporation and Axon Enterprise, 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