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JOBY vs. RKLB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between JOBY and RKLB is 0.50, 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

JOBY vs. RKLB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Joby Aviation, Inc. (JOBY) and Rocket Lab USA, Inc. (RKLB). The values are adjusted to include any dividend payments, if applicable.

-50.00%0.00%50.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
-33.67%
109.94%
JOBY
RKLB

Key characteristics

Sharpe Ratio

JOBY:

0.05

RKLB:

5.82

Sortino Ratio

JOBY:

0.68

RKLB:

4.91

Omega Ratio

JOBY:

1.08

RKLB:

1.62

Calmar Ratio

JOBY:

0.05

RKLB:

5.43

Martin Ratio

JOBY:

0.15

RKLB:

23.64

Ulcer Index

JOBY:

24.64%

RKLB:

19.07%

Daily Std Dev

JOBY:

74.31%

RKLB:

77.45%

Max Drawdown

JOBY:

-76.27%

RKLB:

-82.96%

Current Drawdown

JOBY:

-46.04%

RKLB:

-10.96%

Fundamentals

Market Cap

JOBY:

$6.30B

RKLB:

$13.18B

EPS

JOBY:

-$0.70

RKLB:

-$0.38

Total Revenue (TTM)

JOBY:

$1.11M

RKLB:

$363.82M

Gross Profit (TTM)

JOBY:

-$24.46M

RKLB:

$88.55M

EBITDA (TTM)

JOBY:

-$540.89M

RKLB:

-$151.73M

Returns By Period

In the year-to-date period, JOBY achieves a 8.72% return, which is significantly lower than RKLB's 339.24% return.


JOBY

YTD

8.72%

1M

14.22%

6M

50.62%

1Y

10.05%

5Y*

N/A

10Y*

N/A

RKLB

YTD

339.24%

1M

18.49%

6M

406.04%

1Y

450.79%

5Y*

N/A

10Y*

N/A

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Risk-Adjusted Performance

JOBY vs. RKLB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Joby Aviation, Inc. (JOBY) and Rocket Lab USA, Inc. (RKLB). 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 JOBY, currently valued at 0.14, compared to the broader market-4.00-2.000.002.000.145.82
The chart of Sortino ratio for JOBY, currently valued at 0.82, compared to the broader market-4.00-2.000.002.004.000.824.91
The chart of Omega ratio for JOBY, currently valued at 1.09, compared to the broader market0.501.001.502.001.091.62
The chart of Calmar ratio for JOBY, currently valued at 0.16, compared to the broader market0.002.004.006.000.165.43
The chart of Martin ratio for JOBY, currently valued at 0.41, compared to the broader market0.0010.0020.000.4123.64
JOBY
RKLB

The current JOBY Sharpe Ratio is 0.05, which is lower than the RKLB Sharpe Ratio of 5.82. The chart below compares the historical Sharpe Ratios of JOBY and RKLB, 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 Ratio0.002.004.006.00JulyAugustSeptemberOctoberNovemberDecember
0.14
5.82
JOBY
RKLB

Dividends

JOBY vs. RKLB - Dividend Comparison

Neither JOBY nor RKLB has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

JOBY vs. RKLB - Drawdown Comparison

The maximum JOBY drawdown since its inception was -76.27%, smaller than the maximum RKLB drawdown of -82.96%. Use the drawdown chart below to compare losses from any high point for JOBY and RKLB. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-43.43%
-10.96%
JOBY
RKLB

Volatility

JOBY vs. RKLB - Volatility Comparison

Joby Aviation, Inc. (JOBY) has a higher volatility of 29.79% compared to Rocket Lab USA, Inc. (RKLB) at 28.14%. This indicates that JOBY's price experiences larger fluctuations and is considered to be riskier than RKLB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%35.00%JulyAugustSeptemberOctoberNovemberDecember
29.79%
28.14%
JOBY
RKLB

Financials

JOBY vs. RKLB - Financials Comparison

This section allows you to compare key financial metrics between Joby Aviation, Inc. and Rocket Lab USA, 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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