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ICHR vs. INDI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ICHR and INDI is 0.53, 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. INDI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ichor Holdings, Ltd. (ICHR) and indie Semiconductor, Inc. (INDI). The values are adjusted to include any dividend payments, if applicable.

-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-42.93%
-62.10%
ICHR
INDI

Key characteristics

Sharpe Ratio

ICHR:

-0.02

INDI:

-0.54

Sortino Ratio

ICHR:

0.34

INDI:

-0.57

Omega Ratio

ICHR:

1.04

INDI:

0.93

Calmar Ratio

ICHR:

-0.02

INDI:

-0.64

Martin Ratio

ICHR:

-0.04

INDI:

-1.35

Ulcer Index

ICHR:

23.59%

INDI:

37.91%

Daily Std Dev

ICHR:

50.20%

INDI:

94.51%

Max Drawdown

ICHR:

-65.12%

INDI:

-79.94%

Current Drawdown

ICHR:

-49.77%

INDI:

-74.01%

Fundamentals

Market Cap

ICHR:

$1.07B

INDI:

$799.63M

EPS

ICHR:

-$0.92

INDI:

-$0.66

Total Revenue (TTM)

ICHR:

$819.23M

INDI:

$228.81M

Gross Profit (TTM)

ICHR:

$92.46M

INDI:

$99.49M

EBITDA (TTM)

ICHR:

$16.20M

INDI:

-$88.29M

Returns By Period

In the year-to-date period, ICHR achieves a -7.14% return, which is significantly higher than INDI's -49.20% return.


ICHR

YTD

-7.14%

1M

3.24%

6M

-15.64%

1Y

-2.68%

5Y*

-1.61%

10Y*

N/A

INDI

YTD

-49.20%

1M

0.73%

6M

-36.57%

1Y

-50.95%

5Y*

N/A

10Y*

N/A

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Risk-Adjusted Performance

ICHR vs. INDI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ichor Holdings, Ltd. (ICHR) and indie Semiconductor, Inc. (INDI). 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 -0.02, compared to the broader market-4.00-2.000.002.00-0.02-0.54
The chart of Sortino ratio for ICHR, currently valued at 0.34, compared to the broader market-4.00-2.000.002.004.000.34-0.57
The chart of Omega ratio for ICHR, currently valued at 1.04, compared to the broader market0.501.001.502.001.040.93
The chart of Calmar ratio for ICHR, currently valued at -0.02, compared to the broader market0.002.004.006.00-0.02-0.64
The chart of Martin ratio for ICHR, currently valued at -0.04, compared to the broader market0.0010.0020.00-0.04-1.35
ICHR
INDI

The current ICHR Sharpe Ratio is -0.02, which is higher than the INDI Sharpe Ratio of -0.54. The chart below compares the historical Sharpe Ratios of ICHR and INDI, 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-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.02
-0.54
ICHR
INDI

Dividends

ICHR vs. INDI - Dividend Comparison

Neither ICHR nor INDI has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ICHR vs. INDI - Drawdown Comparison

The maximum ICHR drawdown since its inception was -65.12%, smaller than the maximum INDI drawdown of -79.94%. Use the drawdown chart below to compare losses from any high point for ICHR and INDI. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-44.05%
-74.01%
ICHR
INDI

Volatility

ICHR vs. INDI - Volatility Comparison

The current volatility for Ichor Holdings, Ltd. (ICHR) is 14.50%, while indie Semiconductor, Inc. (INDI) has a volatility of 36.86%. This indicates that ICHR experiences smaller price fluctuations and is considered to be less risky than INDI 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%60.00%JulyAugustSeptemberOctoberNovemberDecember
14.50%
36.86%
ICHR
INDI

Financials

ICHR vs. INDI - Financials Comparison

This section allows you to compare key financial metrics between Ichor Holdings, Ltd. and indie Semiconductor, 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
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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.

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