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

Correlation

The correlation between FREY and MVST is 0.37, 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.


-0.50.00.51.00.4

Performance

FREY vs. MVST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FREYR Battery (FREY) and Microvast Holdings, Inc. (MVST). The values are adjusted to include any dividend payments, if applicable.

-100.00%-95.00%-90.00%-85.00%-80.00%-75.00%JulyAugustSeptemberOctoberNovemberDecember
-77.14%
-88.91%
FREY
MVST

Key characteristics

Sharpe Ratio

FREY:

0.17

MVST:

0.09

Sortino Ratio

FREY:

1.35

MVST:

3.71

Omega Ratio

FREY:

1.14

MVST:

1.41

Calmar Ratio

FREY:

0.21

MVST:

0.31

Martin Ratio

FREY:

0.54

MVST:

0.48

Ulcer Index

FREY:

37.02%

MVST:

64.64%

Daily Std Dev

FREY:

117.02%

MVST:

361.37%

Max Drawdown

FREY:

-94.09%

MVST:

-99.34%

Current Drawdown

FREY:

-86.57%

MVST:

-93.76%

Fundamentals

Market Cap

FREY:

$247.00M

MVST:

$373.67M

EPS

FREY:

-$0.11

MVST:

-$0.36

Gross Profit (TTM)

FREY:

-$6.80M

MVST:

$78.03M

EBITDA (TTM)

FREY:

-$119.69M

MVST:

-$58.88M

Returns By Period

In the year-to-date period, FREY achieves a 15.51% return, which is significantly higher than MVST's 9.29% return.


FREY

YTD

15.51%

1M

-1.82%

6M

28.57%

1Y

13.09%

5Y*

N/A

10Y*

N/A

MVST

YTD

9.29%

1M

163.79%

6M

251.81%

1Y

26.45%

5Y*

-31.33%

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

FREY vs. MVST - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FREYR Battery (FREY) and Microvast Holdings, Inc. (MVST). 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 FREY, currently valued at 0.17, compared to the broader market-4.00-2.000.002.000.170.09
The chart of Sortino ratio for FREY, currently valued at 1.35, compared to the broader market-4.00-2.000.002.004.001.353.71
The chart of Omega ratio for FREY, currently valued at 1.14, compared to the broader market0.501.001.502.001.141.41
The chart of Calmar ratio for FREY, currently valued at 0.21, compared to the broader market0.002.004.006.000.210.31
The chart of Martin ratio for FREY, currently valued at 0.54, compared to the broader market-5.000.005.0010.0015.0020.0025.000.540.48
FREY
MVST

The current FREY Sharpe Ratio is 0.17, which is higher than the MVST Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of FREY and MVST, 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-1.00-0.500.000.50JulyAugustSeptemberOctoberNovemberDecember
0.17
0.09
FREY
MVST

Dividends

FREY vs. MVST - Dividend Comparison

Neither FREY nor MVST has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

FREY vs. MVST - Drawdown Comparison

The maximum FREY drawdown since its inception was -94.09%, smaller than the maximum MVST drawdown of -99.34%. Use the drawdown chart below to compare losses from any high point for FREY and MVST. For additional features, visit the drawdowns tool.


-100.00%-95.00%-90.00%-85.00%JulyAugustSeptemberOctoberNovemberDecember
-86.57%
-88.91%
FREY
MVST

Volatility

FREY vs. MVST - Volatility Comparison

The current volatility for FREYR Battery (FREY) is 32.78%, while Microvast Holdings, Inc. (MVST) has a volatility of 56.18%. This indicates that FREY experiences smaller price fluctuations and is considered to be less risky than MVST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%50.00%100.00%150.00%JulyAugustSeptemberOctoberNovemberDecember
32.78%
56.18%
FREY
MVST

Financials

FREY vs. MVST - Financials Comparison

This section allows you to compare key financial metrics between FREYR Battery and Microvast 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