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

Correlation

The correlation between AVNW and ASNS 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

AVNW vs. ASNS - Performance Comparison

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

-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-41.90%
-95.71%
AVNW
ASNS

Key characteristics

Sharpe Ratio

AVNW:

-0.79

ASNS:

-0.01

Sortino Ratio

AVNW:

-0.92

ASNS:

6.63

Omega Ratio

AVNW:

0.84

ASNS:

1.90

Calmar Ratio

AVNW:

-0.52

ASNS:

-0.06

Martin Ratio

AVNW:

-1.51

ASNS:

-0.12

Ulcer Index

AVNW:

31.20%

ASNS:

49.95%

Daily Std Dev

AVNW:

59.63%

ASNS:

706.26%

Max Drawdown

AVNW:

-97.67%

ASNS:

-98.18%

Current Drawdown

AVNW:

-87.29%

ASNS:

-95.71%

Fundamentals

Market Cap

AVNW:

$220.69M

ASNS:

$6.88M

EPS

AVNW:

-$0.38

ASNS:

-$1.27

Total Revenue (TTM)

AVNW:

$408.95M

ASNS:

$7.71M

Gross Profit (TTM)

AVNW:

$132.67M

ASNS:

$4.26M

EBITDA (TTM)

AVNW:

$565.00K

ASNS:

-$3.65M

Returns By Period

In the year-to-date period, AVNW achieves a -48.41% return, which is significantly lower than ASNS's -8.04% return.


AVNW

YTD

-48.41%

1M

16.61%

6M

-41.37%

1Y

-47.33%

5Y*

18.80%

10Y*

6.43%

ASNS

YTD

-8.04%

1M

-13.45%

6M

-44.92%

1Y

-4.63%

5Y*

N/A

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

AVNW vs. ASNS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Aviat Networks, Inc. (AVNW) and Actelis Networks Inc. (ASNS). 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 AVNW, currently valued at -0.79, compared to the broader market-4.00-2.000.002.00-0.79-0.01
The chart of Sortino ratio for AVNW, currently valued at -0.92, compared to the broader market-4.00-2.000.002.004.00-0.926.63
The chart of Omega ratio for AVNW, currently valued at 0.84, compared to the broader market0.501.001.502.000.841.90
The chart of Calmar ratio for AVNW, currently valued at -0.72, compared to the broader market0.002.004.006.00-0.72-0.06
The chart of Martin ratio for AVNW, currently valued at -1.51, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.51-0.12
AVNW
ASNS

The current AVNW Sharpe Ratio is -0.79, which is lower than the ASNS Sharpe Ratio of -0.01. The chart below compares the historical Sharpe Ratios of AVNW and ASNS, 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
-0.79
-0.01
AVNW
ASNS

Dividends

AVNW vs. ASNS - Dividend Comparison

Neither AVNW nor ASNS has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

AVNW vs. ASNS - Drawdown Comparison

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


-100.00%-80.00%-60.00%-40.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-57.14%
-95.71%
AVNW
ASNS

Volatility

AVNW vs. ASNS - Volatility Comparison

The current volatility for Aviat Networks, Inc. (AVNW) is 12.36%, while Actelis Networks Inc. (ASNS) has a volatility of 13.19%. This indicates that AVNW experiences smaller price fluctuations and is considered to be less risky than ASNS 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
12.36%
13.19%
AVNW
ASNS

Financials

AVNW vs. ASNS - Financials Comparison

This section allows you to compare key financial metrics between Aviat Networks, Inc. and Actelis 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