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

Correlation

The correlation between INDI and ICHR 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

INDI vs. ICHR - Performance Comparison

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

-40.00%-20.00%0.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-33.29%
-15.58%
INDI
ICHR

Key characteristics

Sharpe Ratio

INDI:

-0.54

ICHR:

-0.02

Sortino Ratio

INDI:

-0.57

ICHR:

0.34

Omega Ratio

INDI:

0.93

ICHR:

1.04

Calmar Ratio

INDI:

-0.64

ICHR:

-0.02

Martin Ratio

INDI:

-1.35

ICHR:

-0.04

Ulcer Index

INDI:

37.91%

ICHR:

23.59%

Daily Std Dev

INDI:

94.51%

ICHR:

50.20%

Max Drawdown

INDI:

-79.94%

ICHR:

-65.12%

Current Drawdown

INDI:

-74.01%

ICHR:

-49.77%

Fundamentals

Market Cap

INDI:

$799.63M

ICHR:

$1.07B

EPS

INDI:

-$0.66

ICHR:

-$0.92

Total Revenue (TTM)

INDI:

$228.81M

ICHR:

$819.23M

Gross Profit (TTM)

INDI:

$99.49M

ICHR:

$92.46M

EBITDA (TTM)

INDI:

-$88.29M

ICHR:

$16.20M

Returns By Period

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


INDI

YTD

-49.20%

1M

0.73%

6M

-36.57%

1Y

-50.95%

5Y*

N/A

10Y*

N/A

ICHR

YTD

-7.14%

1M

3.24%

6M

-15.64%

1Y

-2.68%

5Y*

-1.61%

10Y*

N/A

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Risk-Adjusted Performance

INDI vs. ICHR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for indie Semiconductor, Inc. (INDI) and Ichor Holdings, Ltd. (ICHR). 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 INDI, currently valued at -0.54, compared to the broader market-4.00-2.000.002.00-0.54-0.02
The chart of Sortino ratio for INDI, currently valued at -0.57, compared to the broader market-4.00-2.000.002.004.00-0.570.34
The chart of Omega ratio for INDI, currently valued at 0.93, compared to the broader market0.501.001.502.000.931.04
The chart of Calmar ratio for INDI, currently valued at -0.64, compared to the broader market0.002.004.006.00-0.64-0.02
The chart of Martin ratio for INDI, currently valued at -1.35, compared to the broader market0.0010.0020.00-1.35-0.04
INDI
ICHR

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

Dividends

INDI vs. ICHR - Dividend Comparison

Neither INDI nor ICHR has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

INDI vs. ICHR - Drawdown Comparison

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


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

Volatility

INDI vs. ICHR - Volatility Comparison

indie Semiconductor, Inc. (INDI) has a higher volatility of 36.86% compared to Ichor Holdings, Ltd. (ICHR) at 14.50%. This indicates that INDI's price experiences larger fluctuations and is considered to be riskier than ICHR 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
36.86%
14.50%
INDI
ICHR

Financials

INDI vs. ICHR - Financials Comparison

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