FEAM vs. CMTL
FEAM (5E Advanced Materials Inc) and CMTL (Comtech Telecommunications Corp.) are both stocks. FEAM operates in Specialty Chemicals (Basic Materials), while CMTL operates in Communication Equipment (Technology). Over the past 3 years, FEAM returned -75.77%/yr vs -44.99%/yr for CMTL. Their 0.12 correlation means their historical movements had little consistent relationship.
Performance
FEAM vs. CMTL - Performance Comparison
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Returns By Period
In the year-to-date period, FEAM achieves a -63.93% return, which is significantly higher than CMTL's -68.24% return.
FEAM
- 1D
- -0.90%
- 1M
- -19.71%
- 6M
- -47.12%
- YTD
- -63.93%
- 1Y
- -63.93%
- 3Y*
- -75.77%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -77.04%
CMTL
- 1D
- -1.18%
- 1M
- -12.95%
- 6M
- -69.78%
- YTD
- -68.24%
- 1Y
- -18.05%
- 3Y*
- -44.99%
- 5Y*
- -41.20%
- 10Y*
- -17.06%
- ALL TIME*
- 1.29%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $592.68K | $748.96K | $1.76M | |
| $307.55K | $239.05K | $336.58K |
FEAM vs. CMTL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
FEAM 5E Advanced Materials Inc | -63.93% | -79.28% | -54.61% | -82.11% | -73.73% |
CMTL Comtech Telecommunications Corp. | -68.24% | 31.92% | -52.43% | -30.04% | -19.49% |
Correlation
The correlation between FEAM and CMTL is 0.21, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.21 |
Correlation (3Y) Balances recent behavior with more history. | 0.10 |
Correlation (All Time) Calculated using the full available price history since Mar 15, 2022 | 0.12 |
The correlation between FEAM and CMTL shifts across timeframes, from 0.10 (3 years) to 0.21 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
FEAM:
$25.86M
CMTL:
$50.34M
FEAM:
-$1.66
CMTL:
-$478.22K
FEAM:
$0.00
CMTL:
$106.00T
FEAM:
-$10.56M
CMTL:
$36.07T
FEAM:
-$22.23M
CMTL:
$1.52T
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Return for Risk
FEAM vs. CMTL — Risk / Return Rank
FEAM
CMTL
FEAM vs. CMTL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for 5E Advanced Materials Inc (FEAM) and Comtech Telecommunications Corp. (CMTL). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FEAM | CMTL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.38 | ||
| Sortino ratioReturn per unit of downside risk | -1.10 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.04 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | -0.82 | -0.31 | -0.51 |
| Martin ratioReturn relative to average drawdown | -1.16 | -0.75 | -0.42 |
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Drawdowns
FEAM vs. CMTL - Drawdown Comparison
The maximum FEAM drawdown since its inception was -99.86%, roughly equal to the maximum CMTL drawdown of -96.69%. Use the drawdown chart below to compare losses from any high point for FEAM and CMTL.
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Drawdown Indicators
| FEAM | CMTL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.86% | -96.69% | -3.17% |
Max Drawdown (1Y)Largest decline over 1 year | -85.07% | -72.99% | -12.08% |
Max Drawdown (3Y)Largest decline over 3 years | -98.73% | -90.21% | -8.52% |
Max Drawdown (5Y)Largest decline over 5 years | — | -95.27% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -96.42% | — |
Current DrawdownCurrent decline from peak | -99.86% | -95.55% | -4.31% |
Average DrawdownAverage peak-to-trough decline | -86.78% | -47.63% | -39.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 59.95% | 30.29% | +29.66% |
Volatility
FEAM vs. CMTL - Volatility Comparison
5E Advanced Materials Inc (FEAM) and Comtech Telecommunications Corp. (CMTL) have volatilities of 18.71% and 17.90%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FEAM | CMTL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.71% | 17.90% | +0.81% |
Volatility (6M)Calculated over the trailing 6-month period | 64.74% | 84.11% | -19.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 111.78% | 92.19% | +19.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 108.67% | 92.74% | +15.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 108.67% | 75.31% | +33.36% |
Dividends
FEAM vs. CMTL - Dividend Comparison
Neither FEAM nor CMTL has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CMTL Comtech Telecommunications Corp. | 0.00% | 0.00% | 0.00% | 1.19% | 3.29% | 1.69% | 1.93% | 1.13% | 1.64% | 1.81% | 10.13% | 5.97% |
FEAM 5E Advanced Materials Inc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
FEAM vs. CMTL - Financials Comparison
This section allows you to compare key financial metrics between 5E Advanced Materials Inc and Comtech Telecommunications Corp.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
FEAM and CMTL have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FEAM has higher volatility (18.71%) compared to CMTL (17.90%). In terms of maximum drawdown, FEAM dropped -99.86% vs CMTL's -96.69%.
CMTL currently has the higher Sharpe Ratio (-0.25 vs -0.63), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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