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

Correlation

The correlation between AVAV and YEXT is 0.31, 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.


-0.50.00.51.00.3

Performance

AVAV vs. YEXT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AeroVironment, Inc. (AVAV) and Yext, Inc. (YEXT). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%800.00%JulyAugustSeptemberOctoberNovemberDecember
498.43%
-52.42%
AVAV
YEXT

Key characteristics

Sharpe Ratio

AVAV:

0.56

YEXT:

0.26

Sortino Ratio

AVAV:

1.20

YEXT:

0.72

Omega Ratio

AVAV:

1.17

YEXT:

1.09

Calmar Ratio

AVAV:

0.86

YEXT:

0.14

Martin Ratio

AVAV:

2.08

YEXT:

0.89

Ulcer Index

AVAV:

14.28%

YEXT:

13.37%

Daily Std Dev

AVAV:

53.21%

YEXT:

46.55%

Max Drawdown

AVAV:

-61.02%

YEXT:

-84.51%

Current Drawdown

AVAV:

-30.25%

YEXT:

-76.24%

Fundamentals

Market Cap

AVAV:

$4.63B

YEXT:

$828.26M

EPS

AVAV:

$1.70

YEXT:

-$0.15

PEG Ratio

AVAV:

1.72

YEXT:

0.00

Total Revenue (TTM)

AVAV:

$761.50M

YEXT:

$408.97M

Gross Profit (TTM)

AVAV:

$293.79M

YEXT:

$317.23M

EBITDA (TTM)

AVAV:

$77.21M

YEXT:

-$856.00K

Returns By Period

In the year-to-date period, AVAV achieves a 30.14% return, which is significantly higher than YEXT's 8.32% return.


AVAV

YTD

30.14%

1M

-17.30%

6M

-13.43%

1Y

29.21%

5Y*

20.98%

10Y*

19.60%

YEXT

YTD

8.32%

1M

-19.75%

6M

27.60%

1Y

8.50%

5Y*

-15.16%

10Y*

N/A

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

AVAV vs. YEXT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AeroVironment, Inc. (AVAV) and Yext, Inc. (YEXT). 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 AVAV, currently valued at 0.56, compared to the broader market-4.00-2.000.002.000.560.26
The chart of Sortino ratio for AVAV, currently valued at 1.20, compared to the broader market-4.00-2.000.002.004.001.200.72
The chart of Omega ratio for AVAV, currently valued at 1.17, compared to the broader market0.501.001.502.001.171.09
The chart of Calmar ratio for AVAV, currently valued at 0.86, compared to the broader market0.002.004.006.000.860.14
The chart of Martin ratio for AVAV, currently valued at 2.08, compared to the broader market-5.000.005.0010.0015.0020.0025.002.080.89
AVAV
YEXT

The current AVAV Sharpe Ratio is 0.56, which is higher than the YEXT Sharpe Ratio of 0.26. The chart below compares the historical Sharpe Ratios of AVAV and YEXT, 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-1.000.001.002.00JulyAugustSeptemberOctoberNovemberDecember
0.56
0.26
AVAV
YEXT

Dividends

AVAV vs. YEXT - Dividend Comparison

Neither AVAV nor YEXT has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

AVAV vs. YEXT - Drawdown Comparison

The maximum AVAV drawdown since its inception was -61.02%, smaller than the maximum YEXT drawdown of -84.51%. Use the drawdown chart below to compare losses from any high point for AVAV and YEXT. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-30.25%
-76.24%
AVAV
YEXT

Volatility

AVAV vs. YEXT - Volatility Comparison

AeroVironment, Inc. (AVAV) has a higher volatility of 22.56% compared to Yext, Inc. (YEXT) at 21.31%. This indicates that AVAV's price experiences larger fluctuations and is considered to be riskier than YEXT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
22.56%
21.31%
AVAV
YEXT

Financials

AVAV vs. YEXT - Financials Comparison

This section allows you to compare key financial metrics between AeroVironment, Inc. and Yext, 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