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

Correlation

The correlation between ENTG and AEHR is 0.22, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

ENTG vs. AEHR - Performance Comparison

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

0.00%200.00%400.00%600.00%800.00%1,000.00%1,200.00%JulyAugustSeptemberOctoberNovemberDecember
823.62%
111.11%
ENTG
AEHR

Key characteristics

Sharpe Ratio

ENTG:

-0.33

AEHR:

-0.55

Sortino Ratio

ENTG:

-0.20

AEHR:

-0.49

Omega Ratio

ENTG:

0.98

AEHR:

0.94

Calmar Ratio

ENTG:

-0.38

AEHR:

-0.59

Martin Ratio

ENTG:

-0.77

AEHR:

-0.91

Ulcer Index

ENTG:

17.80%

AEHR:

52.54%

Daily Std Dev

ENTG:

41.14%

AEHR:

87.09%

Max Drawdown

ENTG:

-97.21%

AEHR:

-97.98%

Current Drawdown

ENTG:

-34.96%

AEHR:

-73.46%

Fundamentals

Market Cap

ENTG:

$16.51B

AEHR:

$430.83M

EPS

ENTG:

$1.51

AEHR:

$0.98

PE Ratio

ENTG:

72.42

AEHR:

14.84

PEG Ratio

ENTG:

1.58

AEHR:

5.92

Total Revenue (TTM)

ENTG:

$3.20B

AEHR:

$37.28M

Gross Profit (TTM)

ENTG:

$1.35B

AEHR:

$18.68M

EBITDA (TTM)

ENTG:

$866.02M

AEHR:

$1.96M

Returns By Period

In the year-to-date period, ENTG achieves a -16.72% return, which is significantly higher than AEHR's -46.29% return. Over the past 10 years, ENTG has outperformed AEHR with an annualized return of 22.75%, while AEHR has yielded a comparatively lower 18.22% annualized return.


ENTG

YTD

-16.72%

1M

-0.50%

6M

-25.40%

1Y

-16.59%

5Y*

14.72%

10Y*

22.75%

AEHR

YTD

-46.29%

1M

26.44%

6M

31.94%

1Y

-49.70%

5Y*

50.69%

10Y*

18.22%

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Risk-Adjusted Performance

ENTG vs. AEHR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Entegris, Inc. (ENTG) and Aehr Test Systems (AEHR). 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-4.00-2.000.002.00-0.33-0.55
The chart of Sortino ratio for ENTG, currently valued at -0.20, compared to the broader market-4.00-2.000.002.004.00-0.20-0.49
The chart of Omega ratio for ENTG, currently valued at 0.98, compared to the broader market0.501.001.502.000.980.94
The chart of Calmar ratio for ENTG, currently valued at -0.38, compared to the broader market0.002.004.006.00-0.38-0.59
The chart of Martin ratio for ENTG, currently valued at -0.77, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.77-0.91
ENTG
AEHR

The current ENTG Sharpe Ratio is -0.33, which is higher than the AEHR Sharpe Ratio of -0.55. The chart below compares the historical Sharpe Ratios of ENTG and AEHR, 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
-0.55
ENTG
AEHR

Dividends

ENTG vs. AEHR - Dividend Comparison

ENTG's dividend yield for the trailing twelve months is around 0.40%, while AEHR 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%
AEHR
Aehr Test Systems
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ENTG vs. AEHR - Drawdown Comparison

The maximum ENTG drawdown since its inception was -97.21%, roughly equal to the maximum AEHR drawdown of -97.98%. Use the drawdown chart below to compare losses from any high point for ENTG and AEHR. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-34.96%
-73.46%
ENTG
AEHR

Volatility

ENTG vs. AEHR - Volatility Comparison

The current volatility for Entegris, Inc. (ENTG) is 13.03%, while Aehr Test Systems (AEHR) has a volatility of 30.11%. This indicates that ENTG experiences smaller price fluctuations and is considered to be less risky than AEHR 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
13.03%
30.11%
ENTG
AEHR

Financials

ENTG vs. AEHR - Financials Comparison

This section allows you to compare key financial metrics between Entegris, Inc. and Aehr Test Systems. 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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