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

Performance

AXON vs. ITRI - Performance Comparison

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

0.00%20,000.00%40,000.00%60,000.00%80,000.00%100,000.00%JuneJulyAugustSeptemberOctoberNovember
104,901.75%
693.51%
AXON
ITRI

Returns By Period

In the year-to-date period, AXON achieves a 132.01% return, which is significantly higher than ITRI's 52.17% return. Over the past 10 years, AXON has outperformed ITRI with an annualized return of 40.23%, while ITRI has yielded a comparatively lower 10.97% annualized return.


AXON

YTD

132.01%

1M

36.82%

6M

107.54%

1Y

168.19%

5Y (annualized)

54.53%

10Y (annualized)

40.23%

ITRI

YTD

52.17%

1M

4.84%

6M

5.36%

1Y

74.01%

5Y (annualized)

8.80%

10Y (annualized)

10.97%

Fundamentals


AXONITRI
Market Cap$45.39B$5.47B
EPS$3.87$4.87
PE Ratio153.7924.89
PEG Ratio2.861.02
Total Revenue (TTM)$1.94B$2.41B
Gross Profit (TTM)$1.16B$808.85M
EBITDA (TTM)$162.96M$297.83M

Key characteristics


AXONITRI
Sharpe Ratio3.941.87
Sortino Ratio7.473.02
Omega Ratio1.931.37
Calmar Ratio10.901.60
Martin Ratio30.3612.66
Ulcer Index5.64%5.81%
Daily Std Dev43.41%39.44%
Max Drawdown-91.78%-94.36%
Current Drawdown-2.73%-7.67%

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Correlation

-0.50.00.51.00.3

The correlation between AXON and ITRI is 0.28, 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

AXON vs. ITRI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Axon Enterprise, Inc. (AXON) and Itron, Inc. (ITRI). 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 AXON, currently valued at 3.94, compared to the broader market-4.00-2.000.002.003.941.87
The chart of Sortino ratio for AXON, currently valued at 7.47, compared to the broader market-4.00-2.000.002.004.007.473.02
The chart of Omega ratio for AXON, currently valued at 1.93, compared to the broader market0.501.001.502.001.931.37
The chart of Calmar ratio for AXON, currently valued at 10.90, compared to the broader market0.002.004.006.0010.901.60
The chart of Martin ratio for AXON, currently valued at 30.36, compared to the broader market0.0010.0020.0030.0030.3612.66
AXON
ITRI

The current AXON Sharpe Ratio is 3.94, which is higher than the ITRI Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of AXON and ITRI, 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 Ratio1.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
3.94
1.87
AXON
ITRI

Dividends

AXON vs. ITRI - Dividend Comparison

Neither AXON nor ITRI has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

AXON vs. ITRI - Drawdown Comparison

The maximum AXON drawdown since its inception was -91.78%, roughly equal to the maximum ITRI drawdown of -94.36%. Use the drawdown chart below to compare losses from any high point for AXON and ITRI. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.73%
-7.67%
AXON
ITRI

Volatility

AXON vs. ITRI - Volatility Comparison

Axon Enterprise, Inc. (AXON) has a higher volatility of 26.19% compared to Itron, Inc. (ITRI) at 10.59%. This indicates that AXON's price experiences larger fluctuations and is considered to be riskier than ITRI 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
26.19%
10.59%
AXON
ITRI

Financials

AXON vs. ITRI - Financials Comparison

This section allows you to compare key financial metrics between Axon Enterprise, Inc. and Itron, 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