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ENTG vs. ACLS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ENTG and ACLS is 0.54, 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

ENTG vs. ACLS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Entegris, Inc. (ENTG) and Axcelis Technologies, Inc. (ACLS). The values are adjusted to include any dividend payments, if applicable.

-50.00%-40.00%-30.00%-20.00%-10.00%0.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-25.40%
-49.54%
ENTG
ACLS

Key characteristics

Sharpe Ratio

ENTG:

-0.33

ACLS:

-0.93

Sortino Ratio

ENTG:

-0.20

ACLS:

-1.40

Omega Ratio

ENTG:

0.98

ACLS:

0.84

Calmar Ratio

ENTG:

-0.38

ACLS:

-0.70

Martin Ratio

ENTG:

-0.77

ACLS:

-1.60

Ulcer Index

ENTG:

17.80%

ACLS:

28.84%

Daily Std Dev

ENTG:

41.14%

ACLS:

49.32%

Max Drawdown

ENTG:

-97.21%

ACLS:

-99.34%

Current Drawdown

ENTG:

-34.96%

ACLS:

-65.35%

Fundamentals

Market Cap

ENTG:

$16.51B

ACLS:

$2.43B

EPS

ENTG:

$1.51

ACLS:

$6.76

PE Ratio

ENTG:

72.42

ACLS:

11.07

PEG Ratio

ENTG:

1.58

ACLS:

1.23

Total Revenue (TTM)

ENTG:

$3.20B

ACLS:

$1.08B

Gross Profit (TTM)

ENTG:

$1.35B

ACLS:

$476.33M

EBITDA (TTM)

ENTG:

$866.02M

ACLS:

$256.21M

Returns By Period

In the year-to-date period, ENTG achieves a -16.72% return, which is significantly higher than ACLS's -46.43% return. Both investments have delivered pretty close results over the past 10 years, with ENTG having a 22.75% annualized return and ACLS not far behind at 21.78%.


ENTG

YTD

-16.72%

1M

-0.50%

6M

-25.40%

1Y

-16.59%

5Y*

14.72%

10Y*

22.75%

ACLS

YTD

-46.43%

1M

-2.15%

6M

-49.54%

1Y

-48.47%

5Y*

22.91%

10Y*

21.78%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

ENTG vs. ACLS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Entegris, Inc. (ENTG) and Axcelis Technologies, Inc. (ACLS). 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 ENTG, currently valued at -0.33, compared to the broader market-4.00-2.000.002.00-0.33-0.93
The chart of Sortino ratio for ENTG, currently valued at -0.20, compared to the broader market-4.00-2.000.002.004.00-0.20-1.40
The chart of Omega ratio for ENTG, currently valued at 0.98, compared to the broader market0.501.001.502.000.980.84
The chart of Calmar ratio for ENTG, currently valued at -0.38, compared to the broader market0.002.004.006.00-0.38-0.70
The chart of Martin ratio for ENTG, currently valued at -0.77, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.77-1.60
ENTG
ACLS

The current ENTG Sharpe Ratio is -0.33, which is higher than the ACLS Sharpe Ratio of -0.93. The chart below compares the historical Sharpe Ratios of ENTG and ACLS, 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-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.33
-0.93
ENTG
ACLS

Dividends

ENTG vs. ACLS - Dividend Comparison

ENTG's dividend yield for the trailing twelve months is around 0.40%, while ACLS has not paid dividends to shareholders.


TTM2023202220212020201920182017
ENTG
Entegris, Inc.
0.40%0.33%0.61%0.23%0.33%0.60%1.00%0.23%
ACLS
Axcelis Technologies, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ENTG vs. ACLS - Drawdown Comparison

The maximum ENTG drawdown since its inception was -97.21%, roughly equal to the maximum ACLS drawdown of -99.34%. Use the drawdown chart below to compare losses from any high point for ENTG and ACLS. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-34.96%
-65.35%
ENTG
ACLS

Volatility

ENTG vs. ACLS - Volatility Comparison

Entegris, Inc. (ENTG) has a higher volatility of 13.03% compared to Axcelis Technologies, Inc. (ACLS) at 11.61%. This indicates that ENTG's price experiences larger fluctuations and is considered to be riskier than ACLS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
13.03%
11.61%
ENTG
ACLS

Financials

ENTG vs. ACLS - Financials Comparison

This section allows you to compare key financial metrics between Entegris, Inc. and Axcelis Technologies, 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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