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 0.51, 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.


-0.50.00.51.00.5

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%50.00%100.00%150.00%JulyAugustSeptemberOctoberNovemberDecember
-19.11%
136.31%
ICHR
CRDO

Key characteristics

Sharpe Ratio

ICHR:

-0.13

CRDO:

2.98

Sortino Ratio

ICHR:

0.16

CRDO:

3.79

Omega Ratio

ICHR:

1.02

CRDO:

1.47

Calmar Ratio

ICHR:

-0.12

CRDO:

7.34

Martin Ratio

ICHR:

-0.29

CRDO:

19.52

Ulcer Index

ICHR:

23.69%

CRDO:

12.58%

Daily Std Dev

ICHR:

50.34%

CRDO:

82.54%

Max Drawdown

ICHR:

-65.12%

CRDO:

-62.04%

Current Drawdown

ICHR:

-51.88%

CRDO:

-13.22%

Fundamentals

Market Cap

ICHR:

$1.07B

CRDO:

$11.68B

EPS

ICHR:

-$0.92

CRDO:

-$0.14

Total Revenue (TTM)

ICHR:

$819.23M

CRDO:

$245.59M

Gross Profit (TTM)

ICHR:

$92.46M

CRDO:

$151.92M

EBITDA (TTM)

ICHR:

$16.20M

CRDO:

-$24.53M

Returns By Period

In the year-to-date period, ICHR achieves a -11.03% return, which is significantly lower than CRDO's 244.32% return.


ICHR

YTD

-11.03%

1M

-1.64%

6M

-19.11%

1Y

-4.35%

5Y*

-2.46%

10Y*

N/A

CRDO

YTD

244.32%

1M

52.57%

6M

136.31%

1Y

253.03%

5Y*

N/A

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

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 -0.13, compared to the broader market-4.00-2.000.002.00-0.132.98
The chart of Sortino ratio for ICHR, currently valued at 0.16, compared to the broader market-4.00-2.000.002.004.000.163.79
The chart of Omega ratio for ICHR, currently valued at 1.02, compared to the broader market0.501.001.502.001.021.47
The chart of Calmar ratio for ICHR, currently valued at -0.17, compared to the broader market0.002.004.006.00-0.177.34
The chart of Martin ratio for ICHR, currently valued at -0.29, compared to the broader market0.0010.0020.00-0.2919.52
ICHR
CRDO

The current ICHR Sharpe Ratio is -0.13, which is lower than the CRDO Sharpe Ratio of 2.98. 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.13
2.98
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 -65.12%, roughly equal to the maximum CRDO 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.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-34.21%
-13.22%
ICHR
CRDO

Volatility

ICHR vs. CRDO - Volatility Comparison

The current volatility for Ichor Holdings, Ltd. (ICHR) is 15.15%, while Credo Technology Group Holding Ltd (CRDO) has a volatility of 45.58%. This indicates that ICHR experiences smaller price fluctuations and is considered to be less risky 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%JulyAugustSeptemberOctoberNovemberDecember
15.15%
45.58%
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 © 2024 PortfoliosLab