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CRUS vs. AMBA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CRUS and AMBA is 0.45, 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.


-0.50.00.51.00.5

Performance

CRUS vs. AMBA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cirrus Logic, Inc. (CRUS) and Ambarella, Inc. (AMBA). The values are adjusted to include any dividend payments, if applicable.

200.00%400.00%600.00%800.00%1,000.00%1,200.00%JulyAugustSeptemberOctoberNovemberDecember
168.38%
1,032.67%
CRUS
AMBA

Key characteristics

Sharpe Ratio

CRUS:

0.51

AMBA:

0.17

Sortino Ratio

CRUS:

1.02

AMBA:

0.64

Omega Ratio

CRUS:

1.12

AMBA:

1.07

Calmar Ratio

CRUS:

0.63

AMBA:

0.11

Martin Ratio

CRUS:

1.51

AMBA:

0.50

Ulcer Index

CRUS:

13.03%

AMBA:

17.36%

Daily Std Dev

CRUS:

38.85%

AMBA:

49.84%

Max Drawdown

CRUS:

-97.48%

AMBA:

-81.65%

Current Drawdown

CRUS:

-31.25%

AMBA:

-68.35%

Fundamentals

Market Cap

CRUS:

$5.49B

AMBA:

$3.08B

EPS

CRUS:

$5.88

AMBA:

-$3.87

PEG Ratio

CRUS:

8.09

AMBA:

4.97

Total Revenue (TTM)

CRUS:

$1.91B

AMBA:

$252.47M

Gross Profit (TTM)

CRUS:

$983.58M

AMBA:

$152.26M

EBITDA (TTM)

CRUS:

$456.32M

AMBA:

-$130.08M

Returns By Period

In the year-to-date period, CRUS achieves a 20.40% return, which is significantly higher than AMBA's 11.99% return. Over the past 10 years, CRUS has outperformed AMBA with an annualized return of 15.51%, while AMBA has yielded a comparatively lower 3.06% annualized return.


CRUS

YTD

20.40%

1M

-0.42%

6M

-19.78%

1Y

22.22%

5Y*

4.35%

10Y*

15.51%

AMBA

YTD

11.99%

1M

16.28%

6M

22.79%

1Y

11.85%

5Y*

3.45%

10Y*

3.06%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

CRUS vs. AMBA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cirrus Logic, Inc. (CRUS) and Ambarella, Inc. (AMBA). 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 CRUS, currently valued at 0.51, compared to the broader market-4.00-2.000.002.000.510.17
The chart of Sortino ratio for CRUS, currently valued at 1.02, compared to the broader market-4.00-2.000.002.004.001.020.64
The chart of Omega ratio for CRUS, currently valued at 1.12, compared to the broader market0.501.001.502.001.121.07
The chart of Calmar ratio for CRUS, currently valued at 0.63, compared to the broader market0.002.004.006.000.630.11
The chart of Martin ratio for CRUS, currently valued at 1.51, compared to the broader market0.0010.0020.001.510.50
CRUS
AMBA

The current CRUS Sharpe Ratio is 0.51, which is higher than the AMBA Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of CRUS and AMBA, 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 Ratio-1.00-0.500.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.51
0.17
CRUS
AMBA

Dividends

CRUS vs. AMBA - Dividend Comparison

Neither CRUS nor AMBA has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CRUS vs. AMBA - Drawdown Comparison

The maximum CRUS drawdown since its inception was -97.48%, which is greater than AMBA's maximum drawdown of -81.65%. Use the drawdown chart below to compare losses from any high point for CRUS and AMBA. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-31.25%
-68.35%
CRUS
AMBA

Volatility

CRUS vs. AMBA - Volatility Comparison

The current volatility for Cirrus Logic, Inc. (CRUS) is 8.15%, while Ambarella, Inc. (AMBA) has a volatility of 14.96%. This indicates that CRUS experiences smaller price fluctuations and is considered to be less risky than AMBA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
8.15%
14.96%
CRUS
AMBA

Financials

CRUS vs. AMBA - Financials Comparison

This section allows you to compare key financial metrics between Cirrus Logic, Inc. and Ambarella, 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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