PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
EVGO vs. CHPT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between EVGO and CHPT is 0.60, 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.


-0.50.00.51.00.6

Performance

EVGO vs. CHPT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Evgo Inc (EVGO) and ChargePoint Holdings, Inc. (CHPT). The values are adjusted to include any dividend payments, if applicable.

-50.00%0.00%50.00%100.00%150.00%200.00%250.00%300.00%JulyAugustSeptemberOctoberNovemberDecember
84.42%
-12.37%
EVGO
CHPT

Key characteristics

Sharpe Ratio

EVGO:

0.23

CHPT:

-0.65

Sortino Ratio

EVGO:

1.26

CHPT:

-0.75

Omega Ratio

EVGO:

1.14

CHPT:

0.92

Calmar Ratio

EVGO:

0.26

CHPT:

-0.55

Martin Ratio

EVGO:

0.78

CHPT:

-1.50

Ulcer Index

EVGO:

30.96%

CHPT:

35.84%

Daily Std Dev

EVGO:

104.61%

CHPT:

83.22%

Max Drawdown

EVGO:

-92.25%

CHPT:

-97.64%

Current Drawdown

EVGO:

-80.74%

CHPT:

-97.55%

Fundamentals

Market Cap

EVGO:

$1.42B

CHPT:

$513.12M

EPS

EVGO:

-$0.42

CHPT:

-$0.72

Total Revenue (TTM)

EVGO:

$239.31M

CHPT:

$431.03M

Gross Profit (TTM)

EVGO:

$12.60M

CHPT:

$95.02M

EBITDA (TTM)

EVGO:

-$70.76M

CHPT:

-$251.01M

Returns By Period

In the year-to-date period, EVGO achieves a 18.72% return, which is significantly higher than CHPT's -51.71% return.


EVGO

YTD

18.72%

1M

-33.18%

6M

83.98%

1Y

20.74%

5Y*

N/A

10Y*

N/A

CHPT

YTD

-51.71%

1M

-1.74%

6M

-18.71%

1Y

-54.25%

5Y*

-35.15%

10Y*

N/A

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

EVGO vs. CHPT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Evgo Inc (EVGO) and ChargePoint Holdings, Inc. (CHPT). 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 EVGO, currently valued at 0.23, compared to the broader market-4.00-2.000.002.000.23-0.65
The chart of Sortino ratio for EVGO, currently valued at 1.26, compared to the broader market-4.00-2.000.002.004.001.26-0.75
The chart of Omega ratio for EVGO, currently valued at 1.14, compared to the broader market0.501.001.502.001.140.92
The chart of Calmar ratio for EVGO, currently valued at 0.26, compared to the broader market0.002.004.006.000.26-0.55
The chart of Martin ratio for EVGO, currently valued at 0.78, compared to the broader market-5.000.005.0010.0015.0020.0025.000.78-1.50
EVGO
CHPT

The current EVGO Sharpe Ratio is 0.23, which is higher than the CHPT Sharpe Ratio of -0.65. The chart below compares the historical Sharpe Ratios of EVGO and CHPT, 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.23
-0.65
EVGO
CHPT

Dividends

EVGO vs. CHPT - Dividend Comparison

Neither EVGO nor CHPT has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

EVGO vs. CHPT - Drawdown Comparison

The maximum EVGO drawdown since its inception was -92.25%, smaller than the maximum CHPT drawdown of -97.64%. Use the drawdown chart below to compare losses from any high point for EVGO and CHPT. For additional features, visit the drawdowns tool.


-100.00%-90.00%-80.00%-70.00%-60.00%JulyAugustSeptemberOctoberNovemberDecember
-80.74%
-97.55%
EVGO
CHPT

Volatility

EVGO vs. CHPT - Volatility Comparison

Evgo Inc (EVGO) has a higher volatility of 32.01% compared to ChargePoint Holdings, Inc. (CHPT) at 26.53%. This indicates that EVGO's price experiences larger fluctuations and is considered to be riskier than CHPT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
32.01%
26.53%
EVGO
CHPT

Financials

EVGO vs. CHPT - Financials Comparison

This section allows you to compare key financial metrics between Evgo Inc and ChargePoint Holdings, 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab