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BYRN vs. UPST
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BYRN and UPST 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.


-0.50.00.51.00.2

Performance

BYRN vs. UPST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Byrna Technologies Inc. (BYRN) and Upstart Holdings, Inc. (UPST). The values are adjusted to include any dividend payments, if applicable.

-50.00%0.00%50.00%100.00%150.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
84.75%
132.10%
BYRN
UPST

Key characteristics

Sharpe Ratio

BYRN:

3.91

UPST:

0.58

Sortino Ratio

BYRN:

4.04

UPST:

1.64

Omega Ratio

BYRN:

1.46

UPST:

1.19

Calmar Ratio

BYRN:

4.18

UPST:

0.60

Martin Ratio

BYRN:

17.89

UPST:

1.62

Ulcer Index

BYRN:

19.00%

UPST:

35.10%

Daily Std Dev

BYRN:

86.88%

UPST:

97.06%

Max Drawdown

BYRN:

-92.51%

UPST:

-96.90%

Current Drawdown

BYRN:

-1.14%

UPST:

-82.46%

Fundamentals

Market Cap

BYRN:

$616.37M

UPST:

$7.57B

EPS

BYRN:

$0.11

UPST:

-$1.91

Total Revenue (TTM)

BYRN:

$57.78M

UPST:

$557.88M

Gross Profit (TTM)

BYRN:

$35.21M

UPST:

$532.92M

EBITDA (TTM)

BYRN:

$3.69M

UPST:

-$143.13M

Returns By Period

In the year-to-date period, BYRN achieves a 362.60% return, which is significantly higher than UPST's 67.40% return.


BYRN

YTD

362.60%

1M

52.84%

6M

181.52%

1Y

322.29%

5Y*

77.19%

10Y*

28.61%

UPST

YTD

67.40%

1M

-4.24%

6M

216.08%

1Y

54.89%

5Y*

N/A

10Y*

N/A

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Risk-Adjusted Performance

BYRN vs. UPST - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Byrna Technologies Inc. (BYRN) and Upstart Holdings, Inc. (UPST). 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 BYRN, currently valued at 3.91, compared to the broader market-4.00-2.000.002.003.910.58
The chart of Sortino ratio for BYRN, currently valued at 4.04, compared to the broader market-4.00-2.000.002.004.004.041.64
The chart of Omega ratio for BYRN, currently valued at 1.46, compared to the broader market0.501.001.502.001.461.19
The chart of Calmar ratio for BYRN, currently valued at 4.18, compared to the broader market0.002.004.006.004.180.60
The chart of Martin ratio for BYRN, currently valued at 17.89, compared to the broader market-5.000.005.0010.0015.0020.0025.0017.891.62
BYRN
UPST

The current BYRN Sharpe Ratio is 3.91, which is higher than the UPST Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of BYRN and UPST, 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 Ratio0.002.004.006.008.00JulyAugustSeptemberOctoberNovemberDecember
3.91
0.58
BYRN
UPST

Dividends

BYRN vs. UPST - Dividend Comparison

Neither BYRN nor UPST has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

BYRN vs. UPST - Drawdown Comparison

The maximum BYRN drawdown since its inception was -92.51%, roughly equal to the maximum UPST drawdown of -96.90%. Use the drawdown chart below to compare losses from any high point for BYRN and UPST. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.14%
-82.46%
BYRN
UPST

Volatility

BYRN vs. UPST - Volatility Comparison

The current volatility for Byrna Technologies Inc. (BYRN) is 24.52%, while Upstart Holdings, Inc. (UPST) has a volatility of 28.40%. This indicates that BYRN experiences smaller price fluctuations and is considered to be less risky than UPST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
24.52%
28.40%
BYRN
UPST

Financials

BYRN vs. UPST - Financials Comparison

This section allows you to compare key financial metrics between Byrna Technologies Inc. and Upstart Holdings, 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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