ITRI vs. AMAT
Compare and contrast key facts about Itron, Inc. (ITRI) and Applied Materials, Inc. (AMAT).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ITRI or AMAT.
Key characteristics
| ITRI | AMAT | |
|---|---|---|
| YTD Return | 60.55% | 15.77% |
| 1Y Return | 90.82% | 25.57% |
| 3Y Return (Ann) | 18.96% | 6.90% |
| 5Y Return (Ann) | 9.78% | 28.11% |
| 10Y Return (Ann) | 11.58% | 25.06% |
| Sharpe Ratio | 2.32 | 0.60 |
| Sortino Ratio | 3.53 | 1.05 |
| Omega Ratio | 1.44 | 1.14 |
| Calmar Ratio | 1.94 | 0.79 |
| Martin Ratio | 15.82 | 1.75 |
| Ulcer Index | 5.78% | 14.16% |
| Daily Std Dev | 39.40% | 41.47% |
| Max Drawdown | -94.36% | -85.22% |
| Current Drawdown | -2.59% | -26.67% |
Fundamentals
| ITRI | AMAT | |
|---|---|---|
| Market Cap | $5.47B | $155.45B |
| EPS | $4.87 | $8.81 |
| PE Ratio | 24.89 | 21.18 |
| PEG Ratio | 1.02 | 1.74 |
| Total Revenue (TTM) | $2.41B | $20.12B |
| Gross Profit (TTM) | $808.85M | $9.56B |
| EBITDA (TTM) | $297.83M | $6.10B |
Correlation
The correlation between ITRI and AMAT is 0.33, 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.
Performance
ITRI vs. AMAT - Performance Comparison
In the year-to-date period, ITRI achieves a 60.55% return, which is significantly higher than AMAT's 15.77% return. Over the past 10 years, ITRI has underperformed AMAT with an annualized return of 11.58%, while AMAT has yielded a comparatively higher 25.06% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
ITRI vs. AMAT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Itron, Inc. (ITRI) and Applied Materials, Inc. (AMAT). 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.
Dividends
ITRI vs. AMAT - Dividend Comparison
ITRI has not paid dividends to shareholders, while AMAT's dividend yield for the trailing twelve months is around 0.77%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ITRI Itron, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AMAT Applied Materials, Inc. | 0.77% | 0.75% | 1.05% | 0.60% | 1.01% | 1.36% | 2.14% | 0.78% | 1.24% | 2.14% | 1.61% | 2.21% |
Drawdowns
ITRI vs. AMAT - Drawdown Comparison
The maximum ITRI drawdown since its inception was -94.36%, which is greater than AMAT's maximum drawdown of -85.22%. Use the drawdown chart below to compare losses from any high point for ITRI and AMAT. For additional features, visit the drawdowns tool.
Volatility
ITRI vs. AMAT - Volatility Comparison
The current volatility for Itron, Inc. (ITRI) is 11.01%, while Applied Materials, Inc. (AMAT) has a volatility of 13.82%. This indicates that ITRI experiences smaller price fluctuations and is considered to be less risky than AMAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
ITRI vs. AMAT - Financials Comparison
This section allows you to compare key financial metrics between Itron, Inc. and Applied Materials, 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.
Total Revenue: Total amount of money received from sales and other business activities