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CLOV vs. AUR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CLOV and AUR is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

CLOV vs. AUR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Clover Health Investments, Corp. (CLOV) and Aurora Innovation, Inc. (AUR). The values are adjusted to include any dividend payments, if applicable.

-80.00%-60.00%-40.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-60.90%
-28.10%
CLOV
AUR

Key characteristics

Sharpe Ratio

CLOV:

2.76

AUR:

0.80

Sortino Ratio

CLOV:

3.48

AUR:

1.73

Omega Ratio

CLOV:

1.41

AUR:

1.20

Calmar Ratio

CLOV:

2.36

AUR:

0.85

Martin Ratio

CLOV:

13.48

AUR:

2.39

Ulcer Index

CLOV:

17.03%

AUR:

31.12%

Daily Std Dev

CLOV:

83.33%

AUR:

93.64%

Max Drawdown

CLOV:

-97.19%

AUR:

-93.34%

Current Drawdown

CLOV:

-85.42%

AUR:

-57.98%

Fundamentals

Market Cap

CLOV:

$1.61B

AUR:

$13.85B

EPS

CLOV:

-$0.19

AUR:

-$0.47

Total Revenue (TTM)

CLOV:

$1.54B

AUR:

$0.00

Gross Profit (TTM)

CLOV:

$522.63M

AUR:

-$48.00M

EBITDA (TTM)

CLOV:

-$92.64M

AUR:

-$751.00M

Returns By Period

In the year-to-date period, CLOV achieves a 239.25% return, which is significantly higher than AUR's 64.53% return.


CLOV

YTD

239.25%

1M

-3.58%

6M

158.40%

1Y

229.59%

5Y*

N/A

10Y*

N/A

AUR

YTD

64.53%

1M

19.63%

6M

208.58%

1Y

68.38%

5Y*

N/A

10Y*

N/A

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Risk-Adjusted Performance

CLOV vs. AUR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Clover Health Investments, Corp. (CLOV) and Aurora Innovation, Inc. (AUR). 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 CLOV, currently valued at 2.76, compared to the broader market-4.00-2.000.002.002.760.80
The chart of Sortino ratio for CLOV, currently valued at 3.48, compared to the broader market-4.00-2.000.002.004.003.481.73
The chart of Omega ratio for CLOV, currently valued at 1.41, compared to the broader market0.501.001.502.001.411.20
The chart of Calmar ratio for CLOV, currently valued at 2.36, compared to the broader market0.002.004.006.002.360.85
The chart of Martin ratio for CLOV, currently valued at 13.48, compared to the broader market-5.000.005.0010.0015.0020.0025.0013.482.39
CLOV
AUR

The current CLOV Sharpe Ratio is 2.76, which is higher than the AUR Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of CLOV and AUR, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
2.76
0.80
CLOV
AUR

Dividends

CLOV vs. AUR - Dividend Comparison

Neither CLOV nor AUR has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CLOV vs. AUR - Drawdown Comparison

The maximum CLOV drawdown since its inception was -97.19%, roughly equal to the maximum AUR drawdown of -93.34%. Use the drawdown chart below to compare losses from any high point for CLOV and AUR. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%JulyAugustSeptemberOctoberNovemberDecember
-85.42%
-57.98%
CLOV
AUR

Volatility

CLOV vs. AUR - Volatility Comparison

The current volatility for Clover Health Investments, Corp. (CLOV) is 9.94%, while Aurora Innovation, Inc. (AUR) has a volatility of 31.27%. This indicates that CLOV experiences smaller price fluctuations and is considered to be less risky than AUR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
9.94%
31.27%
CLOV
AUR

Financials

CLOV vs. AUR - Financials Comparison

This section allows you to compare key financial metrics between Clover Health Investments, Corp. and Aurora Innovation, 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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