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

Correlation

The correlation between IPGP and INDI is 0.52, 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

IPGP vs. INDI - Performance Comparison

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

-40.00%-20.00%0.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-8.73%
-32.95%
IPGP
INDI

Key characteristics

Sharpe Ratio

IPGP:

-0.89

INDI:

-0.54

Sortino Ratio

IPGP:

-1.11

INDI:

-0.55

Omega Ratio

IPGP:

0.85

INDI:

0.94

Calmar Ratio

IPGP:

-0.42

INDI:

-0.63

Martin Ratio

IPGP:

-1.22

INDI:

-1.33

Ulcer Index

IPGP:

26.00%

INDI:

38.04%

Daily Std Dev

IPGP:

35.64%

INDI:

94.51%

Max Drawdown

IPGP:

-76.34%

INDI:

-79.94%

Current Drawdown

IPGP:

-71.73%

INDI:

-73.88%

Fundamentals

Market Cap

IPGP:

$3.30B

INDI:

$799.63M

EPS

IPGP:

-$3.33

INDI:

-$0.66

Total Revenue (TTM)

IPGP:

$1.04B

INDI:

$228.81M

Gross Profit (TTM)

IPGP:

$376.54M

INDI:

$99.49M

EBITDA (TTM)

IPGP:

$93.48M

INDI:

-$88.29M

Returns By Period

In the year-to-date period, IPGP achieves a -31.41% return, which is significantly higher than INDI's -48.95% return.


IPGP

YTD

-31.41%

1M

2.35%

6M

-8.74%

1Y

-30.44%

5Y*

-12.26%

10Y*

-0.29%

INDI

YTD

-48.95%

1M

-11.73%

6M

-32.96%

1Y

-47.26%

5Y*

N/A

10Y*

N/A

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Risk-Adjusted Performance

IPGP vs. INDI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for IPG Photonics Corporation (IPGP) 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 IPGP, currently valued at -0.89, compared to the broader market-4.00-2.000.002.00-0.89-0.54
The chart of Sortino ratio for IPGP, currently valued at -1.11, compared to the broader market-4.00-2.000.002.004.00-1.11-0.55
The chart of Omega ratio for IPGP, currently valued at 0.85, compared to the broader market0.501.001.502.000.850.94
The chart of Calmar ratio for IPGP, currently valued at -0.44, compared to the broader market0.002.004.006.00-0.44-0.63
The chart of Martin ratio for IPGP, currently valued at -1.22, compared to the broader market0.0010.0020.00-1.22-1.33
IPGP
INDI

The current IPGP Sharpe Ratio is -0.89, which is lower than the INDI Sharpe Ratio of -0.54. The chart below compares the historical Sharpe Ratios of IPGP 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-1.20-1.00-0.80-0.60-0.40-0.200.00JulyAugustSeptemberOctoberNovemberDecember
-0.89
-0.54
IPGP
INDI

Dividends

IPGP vs. INDI - Dividend Comparison

Neither IPGP nor INDI has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

IPGP vs. INDI - Drawdown Comparison

The maximum IPGP drawdown since its inception was -76.34%, roughly equal to the maximum INDI drawdown of -79.94%. Use the drawdown chart below to compare losses from any high point for IPGP and INDI. For additional features, visit the drawdowns tool.


-80.00%-75.00%-70.00%-65.00%-60.00%-55.00%JulyAugustSeptemberOctoberNovemberDecember
-65.87%
-73.88%
IPGP
INDI

Volatility

IPGP vs. INDI - Volatility Comparison

The current volatility for IPG Photonics Corporation (IPGP) is 11.06%, while indie Semiconductor, Inc. (INDI) has a volatility of 33.98%. This indicates that IPGP 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
11.06%
33.98%
IPGP
INDI

Financials

IPGP vs. INDI - Financials Comparison

This section allows you to compare key financial metrics between IPG Photonics Corporation 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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