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FIVE vs. AMSC
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

FIVE vs. AMSC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Five Below, Inc. (FIVE) and American Superconductor Corporation (AMSC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FIVE achieves a -0.99% return, which is significantly lower than AMSC's 50.59% return. Over the past 10 years, FIVE has underperformed AMSC with an annualized return of 15.35%, while AMSC has yielded a comparatively higher 17.27% annualized return.


FIVE

1D
-2.09%
1M
-16.42%
YTD
-0.99%
6M
6.80%
1Y
46.44%
3Y*
0.23%
5Y*
0.09%
10Y*
15.35%

AMSC

1D
2.36%
1M
-21.47%
YTD
50.59%
6M
33.52%
1Y
37.67%
3Y*
91.72%
5Y*
22.07%
10Y*
17.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FIVE vs. AMSC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FIVE
Five Below, Inc.
-0.99%79.46%-50.76%20.52%-14.51%18.24%36.85%24.96%54.28%65.97%
AMSC
American Superconductor Corporation
50.59%16.85%121.10%202.72%-66.18%-53.54%198.34%-29.60%207.16%-50.75%

Correlation

The correlation between FIVE and AMSC is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.24

Correlation (3Y)
Calculated over the trailing 3-year period

0.28

Correlation (5Y)
Calculated over the trailing 5-year period

0.33

Correlation (10Y)
Calculated over the trailing 10-year period

0.30

Correlation (All Time)
Calculated using the full available price history since Jul 20, 2012

0.26

Fundamentals

Market Cap

FIVE:

$10.37B

AMSC:

$2.03B

EPS

FIVE:

$7.93

AMSC:

$3.05

PE Ratio

FIVE:

23.51

AMSC:

14.22

PEG Ratio

FIVE:

2.61

AMSC:

0.03

PS Ratio

FIVE:

2.04

AMSC:

6.36

PB Ratio

FIVE:

4.48

AMSC:

3.65

Total Revenue (TTM)

FIVE:

$5.08B

AMSC:

$299.15M

Gross Profit (TTM)

FIVE:

$1.77B

AMSC:

$91.38M

EBITDA (TTM)

FIVE:

$757.48M

AMSC:

$19.29M

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Return for Risk

FIVE vs. AMSC — Risk / Return Rank

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

FIVE
FIVE Risk / Return Rank: 7676
Overall Rank
FIVE Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
FIVE Sortino Ratio Rank: 7171
Sortino Ratio Rank
FIVE Omega Ratio Rank: 7272
Omega Ratio Rank
FIVE Calmar Ratio Rank: 7474
Calmar Ratio Rank
FIVE Martin Ratio Rank: 8585
Martin Ratio Rank

AMSC
AMSC Risk / Return Rank: 5858
Overall Rank
AMSC Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
AMSC Sortino Ratio Rank: 5959
Sortino Ratio Rank
AMSC Omega Ratio Rank: 6161
Omega Ratio Rank
AMSC Calmar Ratio Rank: 5757
Calmar Ratio Rank
AMSC Martin Ratio Rank: 5353
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FIVE vs. AMSC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Five Below, Inc. (FIVE) and American Superconductor Corporation (AMSC). 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.


FIVEAMSCDifference
Sharpe ratioReturn per unit of total volatility

+0.75

Sortino ratioReturn per unit of downside risk

+0.56

Omega ratioGain probability vs. loss probability

1.23

1.16

+0.07

Calmar ratioReturn relative to maximum drawdown

1.89

0.62

+1.27

Martin ratioReturn relative to average drawdown

8.48

1.05

+7.43

FIVE vs. AMSC - Sharpe Ratio Comparison

The current FIVE Sharpe Ratio is 1.20, which is higher than the AMSC Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of FIVE and AMSC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FIVEAMSCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.20

0.44

+0.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.00

0.25

-0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

0.22

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

-0.04

+0.38

Drawdowns

FIVE vs. AMSC - Drawdown Comparison

The maximum FIVE drawdown since its inception was -76.40%, smaller than the maximum AMSC drawdown of -99.57%. Use the drawdown chart below to compare losses from any high point for FIVE and AMSC.


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Drawdown Indicators


FIVEAMSCDifference

Max Drawdown

Largest peak-to-trough decline

-76.40%

-99.57%

+23.17%

Max Drawdown (1Y)

Largest decline over 1 year

-24.71%

-61.08%

+36.37%

Max Drawdown (3Y)

Largest decline over 3 years

-74.13%

-63.86%

-10.27%

Max Drawdown (5Y)

Largest decline over 5 years

-76.40%

-82.94%

+6.54%

Max Drawdown (10Y)

Largest decline over 10 years

-76.40%

-89.06%

+12.66%

Current Drawdown

Current decline from peak

-24.71%

-93.74%

+69.03%

Average Drawdown

Average peak-to-trough decline

-23.20%

-75.76%

+52.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.50%

36.14%

-30.64%

Volatility

FIVE vs. AMSC - Volatility Comparison

The current volatility for Five Below, Inc. (FIVE) is 18.13%, while American Superconductor Corporation (AMSC) has a volatility of 21.83%. This indicates that FIVE experiences smaller price fluctuations and is considered to be less risky than AMSC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FIVEAMSCDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.13%

21.83%

-3.70%

Volatility (6M)

Calculated over the trailing 6-month period

29.44%

53.09%

-23.65%

Volatility (1Y)

Calculated over the trailing 1-year period

39.05%

85.36%

-46.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.93%

87.23%

-39.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

46.13%

79.09%

-32.96%

Dividends

FIVE vs. AMSC - Dividend Comparison

Neither FIVE nor AMSC has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

FIVE vs. AMSC - Financials Comparison

This section allows you to compare key financial metrics between Five Below, Inc. and American Superconductor Corporation. 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


0.00500.00M1.00B1.50B20222023202420252026
1.29B
86.41M
(FIVE) Total Revenue
(AMSC) Total Revenue
Values in USD except per share items

FIVE vs. AMSC - Profitability Comparison

The chart below illustrates the profitability comparison between Five Below, Inc. and American Superconductor Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%10.0%20.0%30.0%40.0%20222023202420252026
33.3%
27.3%
Portfolio components
FIVE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Five Below, Inc. reported a gross profit of 427.52M and revenue of 1.29B. Therefore, the gross margin over that period was 33.3%.

AMSC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, American Superconductor Corporation reported a gross profit of 23.60M and revenue of 86.41M. Therefore, the gross margin over that period was 27.3%.

FIVE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Five Below, Inc. reported an operating income of 154.24M and revenue of 1.29B, resulting in an operating margin of 12.0%.

AMSC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, American Superconductor Corporation reported an operating income of -522.00K and revenue of 86.41M, resulting in an operating margin of -0.6%.

FIVE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Five Below, Inc. reported a net income of 123.06M and revenue of 1.29B, resulting in a net margin of 9.6%.

AMSC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, American Superconductor Corporation reported a net income of 4.53M and revenue of 86.41M, resulting in a net margin of 5.2%.


Frequently Asked Questions


FIVE and AMSC have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AMSC has higher volatility (21.83%) compared to FIVE (18.13%). In terms of maximum drawdown, FIVE dropped -76.40% vs AMSC's -99.57%.

FIVE currently has the higher Sharpe Ratio (1.20 vs 0.44), 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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