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LBRT vs. ACLS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between LBRT and ACLS 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

LBRT vs. ACLS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Liberty Oilfield Services Inc. (LBRT) and Axcelis Technologies, Inc. (ACLS). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%JulyAugustSeptemberOctoberNovemberDecember
-11.10%
138.32%
LBRT
ACLS

Key characteristics

Sharpe Ratio

LBRT:

-0.01

ACLS:

-0.93

Sortino Ratio

LBRT:

0.27

ACLS:

-1.40

Omega Ratio

LBRT:

1.03

ACLS:

0.84

Calmar Ratio

LBRT:

-0.02

ACLS:

-0.70

Martin Ratio

LBRT:

-0.03

ACLS:

-1.60

Ulcer Index

LBRT:

15.51%

ACLS:

28.84%

Daily Std Dev

LBRT:

40.26%

ACLS:

49.32%

Max Drawdown

LBRT:

-90.02%

ACLS:

-99.34%

Current Drawdown

LBRT:

-25.59%

ACLS:

-65.35%

Fundamentals

Market Cap

LBRT:

$3.05B

ACLS:

$2.43B

EPS

LBRT:

$2.08

ACLS:

$6.76

PE Ratio

LBRT:

8.98

ACLS:

11.07

Total Revenue (TTM)

LBRT:

$4.45B

ACLS:

$1.08B

Gross Profit (TTM)

LBRT:

$719.24M

ACLS:

$476.33M

EBITDA (TTM)

LBRT:

$977.20M

ACLS:

$256.21M

Returns By Period

In the year-to-date period, LBRT achieves a 1.61% return, which is significantly higher than ACLS's -46.43% return.


LBRT

YTD

1.61%

1M

3.87%

6M

-8.47%

1Y

-0.15%

5Y*

12.00%

10Y*

N/A

ACLS

YTD

-46.43%

1M

-2.15%

6M

-49.54%

1Y

-48.47%

5Y*

22.91%

10Y*

21.78%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

LBRT vs. ACLS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Liberty Oilfield Services Inc. (LBRT) and Axcelis Technologies, Inc. (ACLS). 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 LBRT, currently valued at -0.01, compared to the broader market-4.00-2.000.002.00-0.01-0.93
The chart of Sortino ratio for LBRT, currently valued at 0.27, compared to the broader market-4.00-2.000.002.004.000.27-1.40
The chart of Omega ratio for LBRT, currently valued at 1.03, compared to the broader market0.501.001.502.001.030.84
The chart of Calmar ratio for LBRT, currently valued at -0.02, compared to the broader market0.002.004.006.00-0.02-0.70
The chart of Martin ratio for LBRT, currently valued at -0.03, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.03-1.60
LBRT
ACLS

The current LBRT Sharpe Ratio is -0.01, which is higher than the ACLS Sharpe Ratio of -0.93. The chart below compares the historical Sharpe Ratios of LBRT and ACLS, 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-1.00-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
-0.01
-0.93
LBRT
ACLS

Dividends

LBRT vs. ACLS - Dividend Comparison

LBRT's dividend yield for the trailing twelve months is around 1.60%, while ACLS has not paid dividends to shareholders.


TTM202320222021202020192018
LBRT
Liberty Oilfield Services Inc.
1.60%1.21%0.31%0.00%0.48%1.80%0.77%
ACLS
Axcelis Technologies, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

LBRT vs. ACLS - Drawdown Comparison

The maximum LBRT drawdown since its inception was -90.02%, smaller than the maximum ACLS drawdown of -99.34%. Use the drawdown chart below to compare losses from any high point for LBRT and ACLS. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-25.59%
-65.35%
LBRT
ACLS

Volatility

LBRT vs. ACLS - Volatility Comparison

Liberty Oilfield Services Inc. (LBRT) and Axcelis Technologies, Inc. (ACLS) have volatilities of 12.11% and 11.61%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
12.11%
11.61%
LBRT
ACLS

Financials

LBRT vs. ACLS - Financials Comparison

This section allows you to compare key financial metrics between Liberty Oilfield Services Inc. and Axcelis Technologies, 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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