CRUS vs. AMAT
Compare and contrast key facts about Cirrus Logic, Inc. (CRUS) and Applied Materials, Inc. (AMAT).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CRUS or AMAT.
Key characteristics
| CRUS | AMAT | |
|---|---|---|
| YTD Return | 21.01% | 4.77% |
| 1Y Return | 32.77% | 9.92% |
| 3Y Return (Ann) | 7.91% | 3.16% |
| 5Y Return (Ann) | 6.73% | 23.38% |
| 10Y Return (Ann) | 18.63% | 23.82% |
| Sharpe Ratio | 0.84 | 0.22 |
| Sortino Ratio | 1.45 | 0.59 |
| Omega Ratio | 1.18 | 1.08 |
| Calmar Ratio | 1.05 | 0.28 |
| Martin Ratio | 3.31 | 0.66 |
| Ulcer Index | 9.85% | 14.52% |
| Daily Std Dev | 38.63% | 42.48% |
| Max Drawdown | -97.48% | -85.22% |
| Current Drawdown | -30.90% | -33.64% |
Fundamentals
| CRUS | AMAT | |
|---|---|---|
| Market Cap | $5.56B | $155.45B |
| EPS | $5.88 | $8.81 |
| PE Ratio | 17.80 | 21.18 |
| PEG Ratio | 8.09 | 1.74 |
| Total Revenue (TTM) | $1.91B | $20.12B |
| Gross Profit (TTM) | $983.58M | $9.56B |
| EBITDA (TTM) | $440.10M | $6.10B |
Correlation
The correlation between CRUS and AMAT is 0.48, 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.
Performance
CRUS vs. AMAT - Performance Comparison
In the year-to-date period, CRUS achieves a 21.01% return, which is significantly higher than AMAT's 4.77% return. Over the past 10 years, CRUS has underperformed AMAT with an annualized return of 18.63%, while AMAT has yielded a comparatively higher 23.82% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
CRUS vs. AMAT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Cirrus Logic, Inc. (CRUS) and Applied Materials, Inc. (AMAT). 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.
Dividends
CRUS vs. AMAT - Dividend Comparison
CRUS has not paid dividends to shareholders, while AMAT's dividend yield for the trailing twelve months is around 0.85%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CRUS Cirrus Logic, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AMAT Applied Materials, Inc. | 0.85% | 0.75% | 1.05% | 0.60% | 1.01% | 1.36% | 2.14% | 0.78% | 1.24% | 2.14% | 1.61% | 2.21% |
Drawdowns
CRUS vs. AMAT - Drawdown Comparison
The maximum CRUS drawdown since its inception was -97.48%, which is greater than AMAT's maximum drawdown of -85.22%. Use the drawdown chart below to compare losses from any high point for CRUS and AMAT. For additional features, visit the drawdowns tool.
Volatility
CRUS vs. AMAT - Volatility Comparison
Cirrus Logic, Inc. (CRUS) and Applied Materials, Inc. (AMAT) have volatilities of 11.89% and 12.46%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Financials
CRUS vs. AMAT - Financials Comparison
This section allows you to compare key financial metrics between Cirrus Logic, Inc. and Applied Materials, 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.
Total Revenue: Total amount of money received from sales and other business activities