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

Performance

ENTG vs. AXON - Performance Comparison

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

0.00%50.00%100.00%JuneJulyAugustSeptemberOctoberNovember
-21.98%
117.80%
ENTG
AXON

Returns By Period

In the year-to-date period, ENTG achieves a -16.30% return, which is significantly lower than AXON's 136.06% return. Over the past 10 years, ENTG has underperformed AXON with an annualized return of 22.84%, while AXON has yielded a comparatively higher 41.31% annualized return.


ENTG

YTD

-16.30%

1M

-4.13%

6M

-23.57%

1Y

-2.04%

5Y (annualized)

17.08%

10Y (annualized)

22.84%

AXON

YTD

136.06%

1M

37.35%

6M

114.07%

1Y

166.97%

5Y (annualized)

53.48%

10Y (annualized)

41.31%

Fundamentals


ENTGAXON
Market Cap$15.09B$46.53B
EPS$1.51$3.84
PE Ratio66.20158.91
PEG Ratio1.582.86
Total Revenue (TTM)$3.20B$1.94B
Gross Profit (TTM)$1.35B$1.16B
EBITDA (TTM)$866.02M$155.56M

Key characteristics


ENTGAXON
Sharpe Ratio-0.123.90
Sortino Ratio0.117.43
Omega Ratio1.011.92
Calmar Ratio-0.1310.80
Martin Ratio-0.3030.07
Ulcer Index15.97%5.64%
Daily Std Dev40.23%43.42%
Max Drawdown-97.21%-91.78%
Current Drawdown-34.64%-1.03%

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Correlation

-0.50.00.51.00.3

The correlation between ENTG and AXON is 0.33, 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.

Risk-Adjusted Performance

ENTG vs. AXON - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Entegris, Inc. (ENTG) and Axon Enterprise, Inc. (AXON). 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 -0.12, compared to the broader market-4.00-2.000.002.004.00-0.123.90
The chart of Sortino ratio for ENTG, currently valued at 0.11, compared to the broader market-4.00-2.000.002.004.000.117.43
The chart of Omega ratio for ENTG, currently valued at 1.01, compared to the broader market0.501.001.502.001.011.92
The chart of Calmar ratio for ENTG, currently valued at -0.13, compared to the broader market0.002.004.006.00-0.1310.80
The chart of Martin ratio for ENTG, currently valued at -0.30, compared to the broader market-10.000.0010.0020.0030.00-0.3030.07
ENTG
AXON

The current ENTG Sharpe Ratio is -0.12, which is lower than the AXON Sharpe Ratio of 3.90. The chart below compares the historical Sharpe Ratios of ENTG and AXON, 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
-0.12
3.90
ENTG
AXON

Dividends

ENTG vs. AXON - Dividend Comparison

ENTG's dividend yield for the trailing twelve months is around 0.40%, while AXON 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%
AXON
Axon Enterprise, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ENTG vs. AXON - Drawdown Comparison

The maximum ENTG drawdown since its inception was -97.21%, which is greater than AXON's maximum drawdown of -91.78%. Use the drawdown chart below to compare losses from any high point for ENTG and AXON. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-34.64%
-1.03%
ENTG
AXON

Volatility

ENTG vs. AXON - Volatility Comparison

The current volatility for Entegris, Inc. (ENTG) is 11.06%, while Axon Enterprise, Inc. (AXON) has a volatility of 26.27%. This indicates that ENTG experiences smaller price fluctuations and is considered to be less risky than AXON based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
11.06%
26.27%
ENTG
AXON

Financials

ENTG vs. AXON - Financials Comparison

This section allows you to compare key financial metrics between Entegris, Inc. and Axon Enterprise, 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