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FCEL vs. CVNA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between FCEL and CVNA is 0.31, 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.


-0.50.00.51.00.3

Performance

FCEL vs. CVNA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FuelCell Energy, Inc. (FCEL) and Carvana Co. (CVNA). The values are adjusted to include any dividend payments, if applicable.

-50.00%0.00%50.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
-55.78%
112.13%
FCEL
CVNA

Key characteristics

Sharpe Ratio

FCEL:

-0.76

CVNA:

4.04

Sortino Ratio

FCEL:

-1.52

CVNA:

4.47

Omega Ratio

FCEL:

0.84

CVNA:

1.54

Calmar Ratio

FCEL:

-0.79

CVNA:

3.58

Martin Ratio

FCEL:

-1.29

CVNA:

27.95

Ulcer Index

FCEL:

60.73%

CVNA:

11.40%

Daily Std Dev

FCEL:

102.98%

CVNA:

78.80%

Max Drawdown

FCEL:

-100.00%

CVNA:

-98.99%

Current Drawdown

FCEL:

-100.00%

CVNA:

-37.04%

Fundamentals

Market Cap

FCEL:

$214.76M

CVNA:

$29.91B

EPS

FCEL:

-$7.80

CVNA:

-$0.03

PEG Ratio

FCEL:

-0.12

CVNA:

-0.13

Total Revenue (TTM)

FCEL:

$62.81M

CVNA:

$12.55B

Gross Profit (TTM)

FCEL:

-$25.00M

CVNA:

$2.43B

EBITDA (TTM)

FCEL:

-$82.62M

CVNA:

$1.02B

Returns By Period

In the year-to-date period, FCEL achieves a -79.54% return, which is significantly lower than CVNA's 340.16% return.


FCEL

YTD

-79.54%

1M

21.09%

6M

-57.49%

1Y

-77.58%

5Y*

-15.99%

10Y*

-48.13%

CVNA

YTD

340.16%

1M

-4.77%

6M

110.34%

1Y

289.67%

5Y*

19.50%

10Y*

N/A

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Risk-Adjusted Performance

FCEL vs. CVNA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FuelCell Energy, Inc. (FCEL) and Carvana Co. (CVNA). 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 FCEL, currently valued at -0.76, compared to the broader market-4.00-2.000.002.00-0.764.04
The chart of Sortino ratio for FCEL, currently valued at -1.52, compared to the broader market-4.00-2.000.002.004.00-1.524.47
The chart of Omega ratio for FCEL, currently valued at 0.84, compared to the broader market0.501.001.502.000.841.54
The chart of Calmar ratio for FCEL, currently valued at -0.79, compared to the broader market0.002.004.006.00-0.793.58
The chart of Martin ratio for FCEL, currently valued at -1.29, compared to the broader market0.0010.0020.00-1.2927.95
FCEL
CVNA

The current FCEL Sharpe Ratio is -0.76, which is lower than the CVNA Sharpe Ratio of 4.04. The chart below compares the historical Sharpe Ratios of FCEL and CVNA, 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 Ratio0.002.004.006.008.0010.00JulyAugustSeptemberOctoberNovemberDecember
-0.76
4.04
FCEL
CVNA

Dividends

FCEL vs. CVNA - Dividend Comparison

Neither FCEL nor CVNA has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

FCEL vs. CVNA - Drawdown Comparison

The maximum FCEL drawdown since its inception was -100.00%, roughly equal to the maximum CVNA drawdown of -98.99%. Use the drawdown chart below to compare losses from any high point for FCEL and CVNA. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-98.83%
-37.04%
FCEL
CVNA

Volatility

FCEL vs. CVNA - Volatility Comparison

FuelCell Energy, Inc. (FCEL) has a higher volatility of 32.89% compared to Carvana Co. (CVNA) at 13.99%. This indicates that FCEL's price experiences larger fluctuations and is considered to be riskier than CVNA 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%60.00%JulyAugustSeptemberOctoberNovemberDecember
32.89%
13.99%
FCEL
CVNA

Financials

FCEL vs. CVNA - Financials Comparison

This section allows you to compare key financial metrics between FuelCell Energy, Inc. and Carvana Co.. 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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