IMMR vs. FKWL

In the year-to-date period, IMMR achieves a -10.32% return, which is significantly lower than FKWL's -5.31% return. Over the past 10 years, IMMR has underperformed FKWL with an annualized return of -3.56%, while FKWL has yielded a comparatively higher 14.35% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Immersion Corporation (IMMR) and Franklin Wireless Corp. (FKWL). 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 current IMMR Sharpe Ratio is -0.11, which is lower than the FKWL Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of IMMR and FKWL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

IMMR's dividend yield for the trailing twelve months is around 5.03%, while FKWL has not paid dividends to shareholders.

The maximum IMMR drawdown since its inception was -98.66%, roughly equal to the maximum FKWL drawdown of -95.71%. Use the drawdown chart below to compare losses from any high point for IMMR and FKWL. For additional features, visit the drawdowns tool.

The current volatility for Immersion Corporation (IMMR) is 8.62%, while Franklin Wireless Corp. (FKWL) has a volatility of 9.08%. This indicates that IMMR experiences smaller price fluctuations and is considered to be less risky than FKWL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Immersion Corporation and Franklin Wireless Corp.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.