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

Correlation

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.


-0.50.00.51.00.3

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%120,000.00%JulyAugustSeptemberOctoberNovemberDecember
110,567.48%
652.90%
AXON
ITRI

Key characteristics

Sharpe Ratio

AXON:

3.35

ITRI:

1.22

Sortino Ratio

AXON:

6.02

ITRI:

2.23

Omega Ratio

AXON:

1.77

ITRI:

1.27

Calmar Ratio

AXON:

9.55

ITRI:

1.12

Martin Ratio

AXON:

25.54

ITRI:

7.50

Ulcer Index

AXON:

5.87%

ITRI:

6.31%

Daily Std Dev

AXON:

44.75%

ITRI:

38.88%

Max Drawdown

AXON:

-91.78%

ITRI:

-94.36%

Current Drawdown

AXON:

-8.42%

ITRI:

-12.40%

Fundamentals

Market Cap

AXON:

$49.51B

ITRI:

$5.03B

EPS

AXON:

$3.83

ITRI:

$4.87

PE Ratio

AXON:

169.53

ITRI:

22.91

PEG Ratio

AXON:

2.86

ITRI:

0.91

Total Revenue (TTM)

AXON:

$1.94B

ITRI:

$2.41B

Gross Profit (TTM)

AXON:

$1.16B

ITRI:

$808.85M

EBITDA (TTM)

AXON:

$218.88M

ITRI:

$330.13M

Returns By Period

In the year-to-date period, AXON achieves a 144.53% return, which is significantly higher than ITRI's 44.38% return. Over the past 10 years, AXON has outperformed ITRI with an annualized return of 37.66%, while ITRI has yielded a comparatively lower 9.92% annualized return.


AXON

YTD

144.53%

1M

3.59%

6M

116.96%

1Y

145.95%

5Y*

54.83%

10Y*

37.66%

ITRI

YTD

44.38%

1M

-4.46%

6M

9.99%

1Y

46.65%

5Y*

5.46%

10Y*

9.92%

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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 3.35, compared to the broader market-4.00-2.000.002.003.351.22
The chart of Sortino ratio for AXON, currently valued at 6.02, compared to the broader market-4.00-2.000.002.004.006.022.23
The chart of Omega ratio for AXON, currently valued at 1.77, compared to the broader market0.501.001.502.001.771.27
The chart of Calmar ratio for AXON, currently valued at 9.55, compared to the broader market0.002.004.006.009.551.12
The chart of Martin ratio for AXON, currently valued at 25.54, compared to the broader market-5.000.005.0010.0015.0020.0025.0025.547.50
AXON
ITRI

The current AXON Sharpe Ratio is 3.35, which is higher than the ITRI Sharpe Ratio of 1.22. 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 Ratio1.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
3.35
1.22
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%JulyAugustSeptemberOctoberNovemberDecember
-8.42%
-12.40%
AXON
ITRI

Volatility

AXON vs. ITRI - Volatility Comparison

Axon Enterprise, Inc. (AXON) has a higher volatility of 12.29% compared to Itron, Inc. (ITRI) at 6.40%. 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%JulyAugustSeptemberOctoberNovemberDecember
12.29%
6.40%
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
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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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