PortfoliosLab logo
ENTG vs. ARM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ENTG and ARM is 0.68, 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

ENTG vs. ARM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Entegris, Inc. (ENTG) and Arm Holdings plc American Depositary Shares (ARM). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

ENTG:

-0.84

ARM:

0.04

Sortino Ratio

ENTG:

-1.22

ARM:

0.52

Omega Ratio

ENTG:

0.85

ARM:

1.06

Calmar Ratio

ENTG:

-0.81

ARM:

-0.01

Martin Ratio

ENTG:

-1.55

ARM:

-0.01

Ulcer Index

ENTG:

30.56%

ARM:

27.59%

Daily Std Dev

ENTG:

56.16%

ARM:

70.78%

Max Drawdown

ENTG:

-97.21%

ARM:

-53.97%

Current Drawdown

ENTG:

-54.95%

ARM:

-33.21%

Fundamentals

Market Cap

ENTG:

$11.00B

ARM:

$135.69B

EPS

ENTG:

$2.04

ARM:

$0.76

PE Ratio

ENTG:

35.50

ARM:

168.55

PEG Ratio

ENTG:

1.58

ARM:

1.40

PS Ratio

ENTG:

3.39

ARM:

33.86

PB Ratio

ENTG:

2.92

ARM:

19.84

Total Revenue (TTM)

ENTG:

$3.24B

ARM:

$4.01B

Gross Profit (TTM)

ENTG:

$1.44B

ARM:

$2.63B

EBITDA (TTM)

ENTG:

$938.46M

ARM:

$555.00M

Returns By Period

In the year-to-date period, ENTG achieves a -30.45% return, which is significantly lower than ARM's 0.96% return.


ENTG

YTD

-30.45%

1M

-13.12%

6M

-34.77%

1Y

-46.97%

3Y*

-14.40%

5Y*

3.19%

10Y*

17.61%

ARM

YTD

0.96%

1M

9.20%

6M

-7.26%

1Y

3.16%

3Y*

N/A

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Entegris, Inc.

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

Risk-Adjusted Performance

ENTG vs. ARM — Risk-Adjusted Performance Rank

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

ENTG
The Risk-Adjusted Performance Rank of ENTG is 77
Overall Rank
The Sharpe Ratio Rank of ENTG is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of ENTG is 88
Sortino Ratio Rank
The Omega Ratio Rank of ENTG is 1010
Omega Ratio Rank
The Calmar Ratio Rank of ENTG is 55
Calmar Ratio Rank
The Martin Ratio Rank of ENTG is 44
Martin Ratio Rank

ARM
The Risk-Adjusted Performance Rank of ARM is 5050
Overall Rank
The Sharpe Ratio Rank of ARM is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of ARM is 5151
Sortino Ratio Rank
The Omega Ratio Rank of ARM is 4949
Omega Ratio Rank
The Calmar Ratio Rank of ARM is 5050
Calmar Ratio Rank
The Martin Ratio Rank of ARM is 5050
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.

ENTG vs. ARM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Entegris, Inc. (ENTG) and Arm Holdings plc American Depositary Shares (ARM). 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 ENTG Sharpe Ratio is -0.84, which is lower than the ARM Sharpe Ratio of 0.04. The chart below compares the historical Sharpe Ratios of ENTG and ARM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

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

ENTG vs. ARM - Dividend Comparison

ENTG's dividend yield for the trailing twelve months is around 0.58%, while ARM has not paid dividends to shareholders.


TTM20242023202220212020201920182017
ENTG
Entegris, Inc.
0.58%0.40%0.33%0.61%0.23%0.33%0.60%1.00%0.23%
ARM
Arm Holdings plc American Depositary Shares
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ENTG vs. ARM - Drawdown Comparison

The maximum ENTG drawdown since its inception was -97.21%, which is greater than ARM's maximum drawdown of -53.97%. Use the drawdown chart below to compare losses from any high point for ENTG and ARM.


Loading data...

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

Volatility

ENTG vs. ARM - Volatility Comparison

The current volatility for Entegris, Inc. (ENTG) is 15.34%, while Arm Holdings plc American Depositary Shares (ARM) has a volatility of 16.42%. This indicates that ENTG experiences smaller price fluctuations and is considered to be less risky than ARM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...

Financials

ENTG vs. ARM - Financials Comparison

This section allows you to compare key financial metrics between Entegris, Inc. and Arm Holdings plc American Depositary Shares. 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


400.00M600.00M800.00M1.00B1.20B20212022202320242025
773.20M
1.24B
(ENTG) Total Revenue
(ARM) Total Revenue
Values in USD except per share items