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

Performance

MDB vs. ASAN - Performance Comparison

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

-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-22.01%
-8.84%
MDB
ASAN

Returns By Period

In the year-to-date period, MDB achieves a -31.08% return, which is significantly lower than ASAN's -26.72% return.


MDB

YTD

-31.08%

1M

3.68%

6M

-22.01%

1Y

-30.52%

5Y (annualized)

13.80%

10Y (annualized)

N/A

ASAN

YTD

-26.72%

1M

14.74%

6M

-8.84%

1Y

-32.93%

5Y (annualized)

N/A

10Y (annualized)

N/A

Fundamentals


MDBASAN
Market Cap$20.81B$3.18B
EPS-$3.01-$1.15
Total Revenue (TTM)$1.39B$522.80M
Gross Profit (TTM)$1.02B$467.61M
EBITDA (TTM)-$150.79M-$180.25M

Key characteristics


MDBASAN
Sharpe Ratio-0.58-0.70
Sortino Ratio-0.57-0.81
Omega Ratio0.920.90
Calmar Ratio-0.49-0.39
Martin Ratio-0.85-0.99
Ulcer Index36.51%36.55%
Daily Std Dev53.11%51.97%
Max Drawdown-76.52%-92.17%
Current Drawdown-51.84%-90.24%

Compare stocks, funds, or ETFs

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


Correlation

-0.50.00.51.00.7

The correlation between MDB and ASAN is 0.66, 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.

Risk-Adjusted Performance

MDB vs. ASAN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MongoDB, Inc. (MDB) and Asana, Inc. (ASAN). 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 -0.58, compared to the broader market-4.00-2.000.002.004.00-0.58-0.70
The chart of Sortino ratio for MDB, currently valued at -0.57, compared to the broader market-4.00-2.000.002.004.00-0.57-0.81
The chart of Omega ratio for MDB, currently valued at 0.92, compared to the broader market0.501.001.502.000.920.90
The chart of Calmar ratio for MDB, currently valued at -0.49, compared to the broader market0.002.004.006.00-0.49-0.39
The chart of Martin ratio for MDB, currently valued at -0.85, compared to the broader market-10.000.0010.0020.0030.00-0.85-0.99
MDB
ASAN

The current MDB Sharpe Ratio is -0.58, which is comparable to the ASAN Sharpe Ratio of -0.70. The chart below compares the historical Sharpe Ratios of MDB and ASAN, 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-1.00-0.500.000.50JuneJulyAugustSeptemberOctoberNovember
-0.58
-0.70
MDB
ASAN

Dividends

MDB vs. ASAN - Dividend Comparison

Neither MDB nor ASAN has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

MDB vs. ASAN - Drawdown Comparison

The maximum MDB drawdown since its inception was -76.52%, smaller than the maximum ASAN drawdown of -92.17%. Use the drawdown chart below to compare losses from any high point for MDB and ASAN. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%JuneJulyAugustSeptemberOctoberNovember
-51.84%
-90.24%
MDB
ASAN

Volatility

MDB vs. ASAN - Volatility Comparison

The current volatility for MongoDB, Inc. (MDB) is 11.55%, while Asana, Inc. (ASAN) has a volatility of 12.70%. This indicates that MDB experiences smaller price fluctuations and is considered to be less risky than ASAN 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%JuneJulyAugustSeptemberOctoberNovember
11.55%
12.70%
MDB
ASAN

Financials

MDB vs. ASAN - Financials Comparison

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