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IRDM vs. VSAT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

IRDM vs. VSAT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Iridium Communications Inc. (IRDM) and Viasat, Inc. (VSAT). The values are adjusted to include any dividend payments, if applicable.

-100.00%0.00%100.00%200.00%300.00%JuneJulyAugustSeptemberOctoberNovember
219.78%
-66.24%
IRDM
VSAT

Returns By Period

In the year-to-date period, IRDM achieves a -30.18% return, which is significantly higher than VSAT's -73.52% return. Over the past 10 years, IRDM has outperformed VSAT with an annualized return of 11.66%, while VSAT has yielded a comparatively lower -19.63% annualized return.


IRDM

YTD

-30.18%

1M

-6.26%

6M

-9.12%

1Y

-23.15%

5Y (annualized)

3.61%

10Y (annualized)

11.66%

VSAT

YTD

-73.52%

1M

-33.09%

6M

-61.05%

1Y

-61.86%

5Y (annualized)

-36.57%

10Y (annualized)

-19.63%

Fundamentals


IRDMVSAT
Market Cap$3.39B$1.08B
EPS$0.93-$2.62
PEG Ratio1.4294.32
Total Revenue (TTM)$812.43M$4.53B
Gross Profit (TTM)$485.94M$1.89B
EBITDA (TTM)$402.38M$992.74M

Key characteristics


IRDMVSAT
Sharpe Ratio-0.60-0.78
Sortino Ratio-0.68-1.21
Omega Ratio0.920.85
Calmar Ratio-0.37-0.68
Martin Ratio-0.83-1.52
Ulcer Index27.79%41.37%
Daily Std Dev38.54%80.73%
Max Drawdown-62.89%-92.15%
Current Drawdown-56.92%-92.15%

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Correlation

-0.50.00.51.00.4

The correlation between IRDM and VSAT is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

IRDM vs. VSAT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Iridium Communications Inc. (IRDM) and Viasat, Inc. (VSAT). 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 IRDM, currently valued at -0.60, compared to the broader market-4.00-2.000.002.00-0.60-0.78
The chart of Sortino ratio for IRDM, currently valued at -0.68, compared to the broader market-4.00-2.000.002.004.00-0.68-1.21
The chart of Omega ratio for IRDM, currently valued at 0.92, compared to the broader market0.501.001.502.000.920.85
The chart of Calmar ratio for IRDM, currently valued at -0.37, compared to the broader market0.002.004.006.00-0.37-0.68
The chart of Martin ratio for IRDM, currently valued at -0.83, compared to the broader market0.0010.0020.0030.00-0.83-1.52
IRDM
VSAT

The current IRDM Sharpe Ratio is -0.60, which is comparable to the VSAT Sharpe Ratio of -0.78. The chart below compares the historical Sharpe Ratios of IRDM and VSAT, 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-1.50-1.00-0.50JuneJulyAugustSeptemberOctoberNovember
-0.60
-0.78
IRDM
VSAT

Dividends

IRDM vs. VSAT - Dividend Comparison

IRDM's dividend yield for the trailing twelve months is around 1.91%, while VSAT has not paid dividends to shareholders.


TTM2023
IRDM
Iridium Communications Inc.
1.91%1.26%
VSAT
Viasat, Inc.
0.00%0.00%

Drawdowns

IRDM vs. VSAT - Drawdown Comparison

The maximum IRDM drawdown since its inception was -62.89%, smaller than the maximum VSAT drawdown of -92.15%. Use the drawdown chart below to compare losses from any high point for IRDM and VSAT. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%JuneJulyAugustSeptemberOctoberNovember
-56.92%
-92.15%
IRDM
VSAT

Volatility

IRDM vs. VSAT - Volatility Comparison

The current volatility for Iridium Communications Inc. (IRDM) is 13.05%, while Viasat, Inc. (VSAT) has a volatility of 16.12%. This indicates that IRDM experiences smaller price fluctuations and is considered to be less risky than VSAT 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%JuneJulyAugustSeptemberOctoberNovember
13.05%
16.12%
IRDM
VSAT

Financials

IRDM vs. VSAT - Financials Comparison

This section allows you to compare key financial metrics between Iridium Communications Inc. and Viasat, 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