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MDB vs. APA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MDB and APA is 0.09, 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.


-0.50.00.51.00.1

Performance

MDB vs. APA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MongoDB, Inc. (MDB) and Apache Corporation (APA). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%800.00%1,000.00%JulyAugustSeptemberOctoberNovemberDecember
665.92%
-41.33%
MDB
APA

Key characteristics

Sharpe Ratio

MDB:

-0.68

APA:

-1.08

Sortino Ratio

MDB:

-0.77

APA:

-1.49

Omega Ratio

MDB:

0.90

APA:

0.81

Calmar Ratio

MDB:

-0.62

APA:

-0.47

Martin Ratio

MDB:

-1.02

APA:

-1.64

Ulcer Index

MDB:

38.16%

APA:

23.65%

Daily Std Dev

MDB:

56.83%

APA:

35.89%

Max Drawdown

MDB:

-76.52%

APA:

-96.73%

Current Drawdown

MDB:

-58.01%

APA:

-81.33%

Fundamentals

Market Cap

MDB:

$19.74B

APA:

$7.79B

EPS

MDB:

-$2.74

APA:

$7.04

PEG Ratio

MDB:

1.67

APA:

0.17

Total Revenue (TTM)

MDB:

$1.92B

APA:

$9.19B

Gross Profit (TTM)

MDB:

$1.41B

APA:

$4.02B

EBITDA (TTM)

MDB:

-$149.00M

APA:

$4.28B

Returns By Period

The year-to-date returns for both investments are quite close, with MDB having a -39.92% return and APA slightly higher at -39.35%.


MDB

YTD

-39.92%

1M

-12.82%

6M

7.95%

1Y

-40.06%

5Y*

13.48%

10Y*

N/A

APA

YTD

-39.35%

1M

-4.93%

6M

-23.75%

1Y

-39.45%

5Y*

0.48%

10Y*

-8.81%

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Risk-Adjusted Performance

MDB vs. APA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MongoDB, Inc. (MDB) and Apache Corporation (APA). 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 MDB, currently valued at -0.68, compared to the broader market-4.00-2.000.002.00-0.68-1.08
The chart of Sortino ratio for MDB, currently valued at -0.77, compared to the broader market-4.00-2.000.002.004.00-0.77-1.49
The chart of Omega ratio for MDB, currently valued at 0.90, compared to the broader market0.501.001.502.000.900.81
The chart of Calmar ratio for MDB, currently valued at -0.62, compared to the broader market0.002.004.006.00-0.62-0.68
The chart of Martin ratio for MDB, currently valued at -1.02, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.02-1.64
MDB
APA

The current MDB Sharpe Ratio is -0.68, which is higher than the APA Sharpe Ratio of -1.08. The chart below compares the historical Sharpe Ratios of MDB and APA, 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-1.40-1.20-1.00-0.80-0.60-0.40-0.20JulyAugustSeptemberOctoberNovemberDecember
-0.68
-1.08
MDB
APA

Dividends

MDB vs. APA - Dividend Comparison

MDB has not paid dividends to shareholders, while APA's dividend yield for the trailing twelve months is around 4.75%.


TTM20232022202120202019201820172016201520142013
MDB
MongoDB, 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%
APA
Apache Corporation
4.75%2.79%1.34%0.51%2.29%3.91%3.81%2.37%1.58%2.25%1.52%0.90%

Drawdowns

MDB vs. APA - Drawdown Comparison

The maximum MDB drawdown since its inception was -76.52%, smaller than the maximum APA drawdown of -96.73%. Use the drawdown chart below to compare losses from any high point for MDB and APA. For additional features, visit the drawdowns tool.


-60.00%-55.00%-50.00%-45.00%-40.00%-35.00%JulyAugustSeptemberOctoberNovemberDecember
-58.01%
-56.19%
MDB
APA

Volatility

MDB vs. APA - Volatility Comparison

MongoDB, Inc. (MDB) has a higher volatility of 26.32% compared to Apache Corporation (APA) at 9.14%. This indicates that MDB's price experiences larger fluctuations and is considered to be riskier than APA 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%JulyAugustSeptemberOctoberNovemberDecember
26.32%
9.14%
MDB
APA

Financials

MDB vs. APA - Financials Comparison

This section allows you to compare key financial metrics between MongoDB, Inc. and Apache Corporation. 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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