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ITRI vs. AXON
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ITRI and AXON is 0.28, 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.


-0.50.00.51.00.3

Performance

ITRI vs. AXON - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Itron, Inc. (ITRI) and Axon Enterprise, Inc. (AXON). The values are adjusted to include any dividend payments, if applicable.

0.00%20,000.00%40,000.00%60,000.00%80,000.00%100,000.00%120,000.00%JulyAugustSeptemberOctoberNovemberDecember
645.79%
107,762.65%
ITRI
AXON

Key characteristics

Sharpe Ratio

ITRI:

1.17

AXON:

3.14

Sortino Ratio

ITRI:

2.17

AXON:

5.78

Omega Ratio

ITRI:

1.26

AXON:

1.73

Calmar Ratio

ITRI:

1.07

AXON:

8.96

Martin Ratio

ITRI:

7.24

AXON:

24.05

Ulcer Index

ITRI:

6.26%

AXON:

5.85%

Daily Std Dev

ITRI:

38.88%

AXON:

44.72%

Max Drawdown

ITRI:

-94.36%

AXON:

-91.78%

Current Drawdown

ITRI:

-13.23%

AXON:

-10.74%

Fundamentals

Market Cap

ITRI:

$5.03B

AXON:

$49.51B

EPS

ITRI:

$4.87

AXON:

$3.83

PE Ratio

ITRI:

22.91

AXON:

169.53

PEG Ratio

ITRI:

0.91

AXON:

2.86

Total Revenue (TTM)

ITRI:

$2.41B

AXON:

$1.94B

Gross Profit (TTM)

ITRI:

$808.85M

AXON:

$1.16B

EBITDA (TTM)

ITRI:

$330.13M

AXON:

$218.88M

Returns By Period

In the year-to-date period, ITRI achieves a 43.01% return, which is significantly lower than AXON's 138.33% return. Over the past 10 years, ITRI has underperformed AXON with an annualized return of 10.06%, while AXON has yielded a comparatively higher 37.28% annualized return.


ITRI

YTD

43.01%

1M

-6.12%

6M

9.67%

1Y

45.97%

5Y*

5.26%

10Y*

10.06%

AXON

YTD

138.33%

1M

0.90%

6M

110.03%

1Y

143.57%

5Y*

54.09%

10Y*

37.28%

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Risk-Adjusted Performance

ITRI vs. AXON - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Itron, Inc. (ITRI) and Axon Enterprise, Inc. (AXON). 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 ITRI, currently valued at 1.17, compared to the broader market-4.00-2.000.002.001.173.14
The chart of Sortino ratio for ITRI, currently valued at 2.17, compared to the broader market-4.00-2.000.002.004.002.175.78
The chart of Omega ratio for ITRI, currently valued at 1.26, compared to the broader market0.501.001.502.001.261.73
The chart of Calmar ratio for ITRI, currently valued at 1.07, compared to the broader market0.002.004.006.001.078.96
The chart of Martin ratio for ITRI, currently valued at 7.24, compared to the broader market0.0010.0020.007.2424.05
ITRI
AXON

The current ITRI Sharpe Ratio is 1.17, which is lower than the AXON Sharpe Ratio of 3.14. The chart below compares the historical Sharpe Ratios of ITRI and AXON, 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 Ratio1.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
1.17
3.14
ITRI
AXON

Dividends

ITRI vs. AXON - Dividend Comparison

Neither ITRI nor AXON has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ITRI vs. AXON - Drawdown Comparison

The maximum ITRI drawdown since its inception was -94.36%, roughly equal to the maximum AXON drawdown of -91.78%. Use the drawdown chart below to compare losses from any high point for ITRI and AXON. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-13.23%
-10.74%
ITRI
AXON

Volatility

ITRI vs. AXON - Volatility Comparison

The current volatility for Itron, Inc. (ITRI) is 6.31%, while Axon Enterprise, Inc. (AXON) has a volatility of 12.03%. This indicates that ITRI experiences smaller price fluctuations and is considered to be less risky than AXON based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
6.31%
12.03%
ITRI
AXON

Financials

ITRI vs. AXON - Financials Comparison

This section allows you to compare key financial metrics between Itron, Inc. and Axon Enterprise, 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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