LAES vs. DAVE
LAES (SEALSQ Corp) and DAVE (Dave Inc.) are both stocks. Both are in the Technology sector — LAES in Semiconductors, DAVE in Software - Application. Over the past 3 years, LAES returned -33.31%/yr vs 269.82%/yr for DAVE. At a 0.28 correlation, their price movements are largely independent.
Performance
LAES vs. DAVE - Performance Comparison
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Returns By Period
In the year-to-date period, LAES achieves a -17.99% return, which is significantly lower than DAVE's 29.52% return.
LAES
- 1D
- -3.13%
- 1M
- 4.73%
- YTD
- -17.99%
- 6M
- -26.89%
- 1Y
- -27.06%
- 3Y*
- -33.31%
- 5Y*
- —
- 10Y*
- —
DAVE
- 1D
- 0.47%
- 1M
- 19.46%
- YTD
- 29.52%
- 6M
- 45.12%
- 1Y
- 20.37%
- 3Y*
- 269.82%
- 5Y*
- -2.05%
- 10Y*
- —
LAES vs. DAVE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
LAES SEALSQ Corp | -17.99% | -38.54% | 380.47% | -92.82% |
DAVE Dave Inc. | 29.52% | 154.73% | 936.61% | 55.42% |
Correlation
The correlation between LAES and DAVE is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since May 24, 2023 | 0.28 |
The correlation between LAES and DAVE shifts across timeframes, from 0.28 (all time) to 0.42 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
LAES:
-$0.43
DAVE:
$15.54
LAES:
10.21
DAVE:
7.53
LAES:
$35.37M
DAVE:
$551.52M
LAES:
$13.21M
DAVE:
$427.68M
LAES:
-$41.81M
DAVE:
$165.95M
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Return for Risk
LAES vs. DAVE — Risk / Return Rank
LAES
DAVE
LAES vs. DAVE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SEALSQ Corp (LAES) and Dave Inc. (DAVE). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| LAES | DAVE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.53 | ||
| Sortino ratioReturn per unit of downside risk | -0.51 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.11 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | -0.37 | 0.46 | -0.83 |
| Martin ratioReturn relative to average drawdown | -0.62 | 0.82 | -1.44 |
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Drawdowns
LAES vs. DAVE - Drawdown Comparison
The maximum LAES drawdown since its inception was -98.44%, roughly equal to the maximum DAVE drawdown of -99.01%. Use the drawdown chart below to compare losses from any high point for LAES and DAVE.
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Drawdown Indicators
| LAES | DAVE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.44% | -99.01% | +0.57% |
Max Drawdown (1Y)Largest decline over 1 year | -72.68% | -44.67% | -28.01% |
Max Drawdown (3Y)Largest decline over 3 years | -98.07% | -44.67% | -53.40% |
Max Drawdown (5Y)Largest decline over 5 years | — | -99.01% | — |
Current DrawdownCurrent decline from peak | -85.89% | -37.33% | -48.56% |
Average DrawdownAverage peak-to-trough decline | -84.60% | -68.91% | -15.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 43.58% | 24.93% | +18.65% |
Volatility
LAES vs. DAVE - Volatility Comparison
SEALSQ Corp (LAES) has a higher volatility of 28.38% compared to Dave Inc. (DAVE) at 18.61%. This indicates that LAES's price experiences larger fluctuations and is considered to be riskier than DAVE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LAES | DAVE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 28.38% | 18.61% | +9.77% |
Volatility (6M)Calculated over the trailing 6-month period | 66.23% | 48.97% | +17.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 109.13% | 74.00% | +35.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 170.29% | 98.44% | +71.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 170.29% | 97.16% | +73.13% |
Dividends
LAES vs. DAVE - Dividend Comparison
Neither LAES nor DAVE has paid dividends to shareholders.
Financials
LAES vs. DAVE - Financials Comparison
This section allows you to compare key financial metrics between SEALSQ Corp and Dave 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
Frequently Asked Questions
LAES and DAVE have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LAES has higher volatility (28.38%) compared to DAVE (18.61%). In terms of maximum drawdown, LAES dropped -98.44% vs DAVE's -99.01%.
DAVE currently has the higher Sharpe Ratio (0.28 vs -0.25), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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