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

Correlation

The correlation between ICHR and CRDO is 0.50, 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: 0.5

Performance

ICHR vs. CRDO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ichor Holdings, Ltd. (ICHR) and Credo Technology Group Holding Ltd (CRDO). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%NovemberDecember2025FebruaryMarchApril
-53.78%
214.42%
ICHR
CRDO

Key characteristics

Sharpe Ratio

ICHR:

-0.87

CRDO:

0.88

Sortino Ratio

ICHR:

-1.34

CRDO:

1.81

Omega Ratio

ICHR:

0.83

CRDO:

1.25

Calmar Ratio

ICHR:

-0.76

CRDO:

1.46

Martin Ratio

ICHR:

-1.99

CRDO:

4.06

Ulcer Index

ICHR:

28.06%

CRDO:

21.93%

Daily Std Dev

ICHR:

64.58%

CRDO:

100.93%

Max Drawdown

ICHR:

-73.19%

CRDO:

-62.04%

Current Drawdown

ICHR:

-72.14%

CRDO:

-57.16%

Fundamentals

Market Cap

ICHR:

$591.01M

CRDO:

$6.22B

EPS

ICHR:

-$0.64

CRDO:

$0.03

PS Ratio

ICHR:

0.70

CRDO:

18.99

PB Ratio

ICHR:

0.85

CRDO:

10.06

Total Revenue (TTM)

ICHR:

$647.66M

CRDO:

$327.53M

Gross Profit (TTM)

ICHR:

$78.25M

CRDO:

$208.69M

EBITDA (TTM)

ICHR:

$10.68M

CRDO:

$4.14M

Returns By Period

The year-to-date returns for both investments are quite close, with ICHR having a -46.23% return and CRDO slightly higher at -45.50%.


ICHR

YTD

-46.23%

1M

-36.70%

6M

-39.23%

1Y

-53.90%

5Y*

-5.13%

10Y*

N/A

CRDO

YTD

-45.50%

1M

-21.68%

6M

-1.82%

1Y

103.61%

5Y*

N/A

10Y*

N/A

*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

ICHR vs. CRDO — Risk-Adjusted Performance Rank

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

ICHR
The Risk-Adjusted Performance Rank of ICHR is 88
Overall Rank
The Sharpe Ratio Rank of ICHR is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of ICHR is 99
Sortino Ratio Rank
The Omega Ratio Rank of ICHR is 1010
Omega Ratio Rank
The Calmar Ratio Rank of ICHR is 88
Calmar Ratio Rank
The Martin Ratio Rank of ICHR is 22
Martin Ratio Rank

CRDO
The Risk-Adjusted Performance Rank of CRDO is 8585
Overall Rank
The Sharpe Ratio Rank of CRDO is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of CRDO is 8484
Sortino Ratio Rank
The Omega Ratio Rank of CRDO is 8484
Omega Ratio Rank
The Calmar Ratio Rank of CRDO is 9090
Calmar Ratio Rank
The Martin Ratio Rank of CRDO is 8484
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.

ICHR vs. CRDO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ichor Holdings, Ltd. (ICHR) and Credo Technology Group Holding Ltd (CRDO). 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 ICHR, currently valued at -0.87, compared to the broader market-2.00-1.000.001.002.003.00
ICHR: -0.87
CRDO: 0.88
The chart of Sortino ratio for ICHR, currently valued at -1.34, compared to the broader market-6.00-4.00-2.000.002.004.00
ICHR: -1.34
CRDO: 1.81
The chart of Omega ratio for ICHR, currently valued at 0.83, compared to the broader market0.501.001.502.00
ICHR: 0.83
CRDO: 1.25
The chart of Calmar ratio for ICHR, currently valued at -0.88, compared to the broader market0.001.002.003.004.00
ICHR: -0.88
CRDO: 1.46
The chart of Martin ratio for ICHR, currently valued at -1.99, compared to the broader market-5.000.005.0010.0015.0020.00
ICHR: -1.99
CRDO: 4.06

The current ICHR Sharpe Ratio is -0.87, which is lower than the CRDO Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of ICHR and CRDO, 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-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.87
0.88
ICHR
CRDO

Dividends

ICHR vs. CRDO - Dividend Comparison

Neither ICHR nor CRDO has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ICHR vs. CRDO - Drawdown Comparison

The maximum ICHR drawdown since its inception was -73.19%, which is greater than CRDO's maximum drawdown of -62.04%. Use the drawdown chart below to compare losses from any high point for ICHR and CRDO. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-61.91%
-57.16%
ICHR
CRDO

Volatility

ICHR vs. CRDO - Volatility Comparison

Ichor Holdings, Ltd. (ICHR) has a higher volatility of 37.96% compared to Credo Technology Group Holding Ltd (CRDO) at 35.56%. This indicates that ICHR's price experiences larger fluctuations and is considered to be riskier than CRDO 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%NovemberDecember2025FebruaryMarchApril
37.96%
35.56%
ICHR
CRDO

Financials

ICHR vs. CRDO - Financials Comparison

This section allows you to compare key financial metrics between Ichor Holdings, Ltd. and Credo Technology Group Holding Ltd. 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 © 2025 PortfoliosLab