PortfoliosLab logo
GKOS vs. STRL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between GKOS and STRL is 0.42, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

GKOS vs. STRL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Glaukos Corporation (GKOS) and Sterling Construction Company, Inc. (STRL). The values are adjusted to include any dividend payments, if applicable.

0.00%1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%NovemberDecember2025FebruaryMarchApril
209.67%
3,841.56%
GKOS
STRL

Key characteristics

Sharpe Ratio

GKOS:

-0.09

STRL:

0.77

Sortino Ratio

GKOS:

0.19

STRL:

1.39

Omega Ratio

GKOS:

1.03

STRL:

1.19

Calmar Ratio

GKOS:

-0.09

STRL:

1.04

Martin Ratio

GKOS:

-0.27

STRL:

2.40

Ulcer Index

GKOS:

16.45%

STRL:

20.61%

Daily Std Dev

GKOS:

47.02%

STRL:

64.20%

Max Drawdown

GKOS:

-69.57%

STRL:

-92.51%

Current Drawdown

GKOS:

-40.03%

STRL:

-24.34%

Fundamentals

Market Cap

GKOS:

$5.45B

STRL:

$4.44B

EPS

GKOS:

-$2.77

STRL:

$8.27

PEG Ratio

GKOS:

1.64

STRL:

1.21

PS Ratio

GKOS:

14.21

STRL:

2.10

PB Ratio

GKOS:

7.10

STRL:

5.27

Total Revenue (TTM)

GKOS:

$297.86M

STRL:

$1.68B

Gross Profit (TTM)

GKOS:

$224.09M

STRL:

$344.94M

EBITDA (TTM)

GKOS:

-$62.85M

STRL:

$381.45M

Returns By Period

In the year-to-date period, GKOS achieves a -35.52% return, which is significantly lower than STRL's -9.91% return.


GKOS

YTD

-35.52%

1M

-6.25%

6M

-25.97%

1Y

-3.43%

5Y*

22.54%

10Y*

N/A

STRL

YTD

-9.91%

1M

20.86%

6M

0.72%

1Y

48.48%

5Y*

76.94%

10Y*

42.48%

*Annualized

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

GKOS vs. STRL — Risk-Adjusted Performance Rank

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

GKOS
The Risk-Adjusted Performance Rank of GKOS is 4545
Overall Rank
The Sharpe Ratio Rank of GKOS is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of GKOS is 4343
Sortino Ratio Rank
The Omega Ratio Rank of GKOS is 4444
Omega Ratio Rank
The Calmar Ratio Rank of GKOS is 4747
Calmar Ratio Rank
The Martin Ratio Rank of GKOS is 4747
Martin Ratio Rank

STRL
The Risk-Adjusted Performance Rank of STRL is 7878
Overall Rank
The Sharpe Ratio Rank of STRL is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of STRL is 7676
Sortino Ratio Rank
The Omega Ratio Rank of STRL is 7575
Omega Ratio Rank
The Calmar Ratio Rank of STRL is 8585
Calmar Ratio Rank
The Martin Ratio Rank of STRL is 7676
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GKOS vs. STRL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Glaukos Corporation (GKOS) and Sterling Construction Company, Inc. (STRL). 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.


The chart of Sharpe ratio for GKOS, currently valued at -0.09, compared to the broader market-2.00-1.000.001.002.003.00
GKOS: -0.09
STRL: 0.77
The chart of Sortino ratio for GKOS, currently valued at 0.19, compared to the broader market-6.00-4.00-2.000.002.004.00
GKOS: 0.19
STRL: 1.39
The chart of Omega ratio for GKOS, currently valued at 1.03, compared to the broader market0.501.001.502.00
GKOS: 1.03
STRL: 1.19
The chart of Calmar ratio for GKOS, currently valued at -0.09, compared to the broader market0.001.002.003.004.005.00
GKOS: -0.09
STRL: 1.04
The chart of Martin ratio for GKOS, currently valued at -0.27, compared to the broader market-5.000.005.0010.0015.0020.00
GKOS: -0.27
STRL: 2.40

The current GKOS Sharpe Ratio is -0.09, which is lower than the STRL Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of GKOS and STRL, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.09
0.77
GKOS
STRL

Dividends

GKOS vs. STRL - Dividend Comparison

Neither GKOS nor STRL has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

GKOS vs. STRL - Drawdown Comparison

The maximum GKOS drawdown since its inception was -69.57%, smaller than the maximum STRL drawdown of -92.51%. Use the drawdown chart below to compare losses from any high point for GKOS and STRL. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-40.03%
-24.34%
GKOS
STRL

Volatility

GKOS vs. STRL - Volatility Comparison

Glaukos Corporation (GKOS) and Sterling Construction Company, Inc. (STRL) have volatilities of 23.57% and 24.46%, 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.


10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
23.57%
24.46%
GKOS
STRL

Financials

GKOS vs. STRL - Financials Comparison

This section allows you to compare key financial metrics between Glaukos Corporation and Sterling Construction Company, 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