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DIOD vs. ROCK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between DIOD and ROCK 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.


Performance

DIOD vs. ROCK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Diodes Incorporated (DIOD) and Gibraltar Industries, Inc. (ROCK). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

DIOD:

-0.69

ROCK:

-0.49

Sortino Ratio

DIOD:

-0.89

ROCK:

-0.54

Omega Ratio

DIOD:

0.90

ROCK:

0.94

Calmar Ratio

DIOD:

-0.55

ROCK:

-0.38

Martin Ratio

DIOD:

-1.15

ROCK:

-0.95

Ulcer Index

DIOD:

33.18%

ROCK:

20.17%

Daily Std Dev

DIOD:

52.79%

ROCK:

38.13%

Max Drawdown

DIOD:

-90.09%

ROCK:

-88.34%

Current Drawdown

DIOD:

-59.44%

ROCK:

-41.20%

Fundamentals

Market Cap

DIOD:

$2.16B

ROCK:

$1.79B

EPS

DIOD:

$0.54

ROCK:

$4.24

PE Ratio

DIOD:

84.43

ROCK:

13.97

PEG Ratio

DIOD:

0.88

ROCK:

1.02

PS Ratio

DIOD:

1.61

ROCK:

1.37

PB Ratio

DIOD:

1.17

ROCK:

1.73

Total Revenue (TTM)

DIOD:

$1.34B

ROCK:

$1.31B

Gross Profit (TTM)

DIOD:

$437.12M

ROCK:

$349.31M

EBITDA (TTM)

DIOD:

$179.80M

ROCK:

$182.44M

Returns By Period

In the year-to-date period, DIOD achieves a -26.06% return, which is significantly lower than ROCK's 0.81% return. Over the past 10 years, DIOD has underperformed ROCK with an annualized return of 5.59%, while ROCK has yielded a comparatively higher 12.69% annualized return.


DIOD

YTD

-26.06%

1M

19.50%

6M

-29.08%

1Y

-36.45%

3Y*

-16.16%

5Y*

-1.28%

10Y*

5.59%

ROCK

YTD

0.81%

1M

12.40%

6M

-17.36%

1Y

-18.47%

3Y*

11.95%

5Y*

6.17%

10Y*

12.69%

*Annualized

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Diodes Incorporated

Gibraltar Industries, Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

DIOD vs. ROCK — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DIOD
The Risk-Adjusted Performance Rank of DIOD is 1616
Overall Rank
The Sharpe Ratio Rank of DIOD is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of DIOD is 1414
Sortino Ratio Rank
The Omega Ratio Rank of DIOD is 1616
Omega Ratio Rank
The Calmar Ratio Rank of DIOD is 1616
Calmar Ratio Rank
The Martin Ratio Rank of DIOD is 1919
Martin Ratio Rank

ROCK
The Risk-Adjusted Performance Rank of ROCK is 2424
Overall Rank
The Sharpe Ratio Rank of ROCK is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of ROCK is 2121
Sortino Ratio Rank
The Omega Ratio Rank of ROCK is 2222
Omega Ratio Rank
The Calmar Ratio Rank of ROCK is 2525
Calmar Ratio Rank
The Martin Ratio Rank of ROCK is 2727
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DIOD vs. ROCK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Diodes Incorporated (DIOD) and Gibraltar Industries, Inc. (ROCK). 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.


The current DIOD Sharpe Ratio is -0.69, which is lower than the ROCK Sharpe Ratio of -0.49. The chart below compares the historical Sharpe Ratios of DIOD and ROCK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

DIOD vs. ROCK - Dividend Comparison

Neither DIOD nor ROCK has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

DIOD vs. ROCK - Drawdown Comparison

The maximum DIOD drawdown since its inception was -90.09%, roughly equal to the maximum ROCK drawdown of -88.34%. Use the drawdown chart below to compare losses from any high point for DIOD and ROCK.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

DIOD vs. ROCK - Volatility Comparison

Diodes Incorporated (DIOD) has a higher volatility of 15.83% compared to Gibraltar Industries, Inc. (ROCK) at 11.39%. This indicates that DIOD's price experiences larger fluctuations and is considered to be riskier than ROCK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

DIOD vs. ROCK - Financials Comparison

This section allows you to compare key financial metrics between Diodes Incorporated and Gibraltar Industries, 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


200.00M300.00M400.00M500.00M20212022202320242025
332.11M
290.02M
(DIOD) Total Revenue
(ROCK) Total Revenue
Values in USD except per share items

DIOD vs. ROCK - Profitability Comparison

The chart below illustrates the profitability comparison between Diodes Incorporated and Gibraltar Industries, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%25.0%30.0%35.0%40.0%20212022202320242025
31.5%
26.8%
(DIOD) Gross Margin
(ROCK) Gross Margin
DIOD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Diodes Incorporated reported a gross profit of 104.69M and revenue of 332.11M. Therefore, the gross margin over that period was 31.5%.

ROCK - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Gibraltar Industries, Inc. reported a gross profit of 77.70M and revenue of 290.02M. Therefore, the gross margin over that period was 26.8%.

DIOD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Diodes Incorporated reported an operating income of 1.30M and revenue of 332.11M, resulting in an operating margin of 0.4%.

ROCK - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Gibraltar Industries, Inc. reported an operating income of 25.51M and revenue of 290.02M, resulting in an operating margin of 8.8%.

DIOD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Diodes Incorporated reported a net income of -4.44M and revenue of 332.11M, resulting in a net margin of -1.3%.

ROCK - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Gibraltar Industries, Inc. reported a net income of 21.12M and revenue of 290.02M, resulting in a net margin of 7.3%.