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

Correlation

The correlation between MDB and ESTC is 0.68, 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.


-0.50.00.51.00.7

Performance

MDB vs. ESTC - Performance Comparison

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

-40.00%-20.00%0.00%20.00%40.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
14.62%
-4.66%
MDB
ESTC

Key characteristics

Sharpe Ratio

MDB:

-0.68

ESTC:

-0.17

Sortino Ratio

MDB:

-0.77

ESTC:

0.11

Omega Ratio

MDB:

0.90

ESTC:

1.02

Calmar Ratio

MDB:

-0.62

ESTC:

-0.14

Martin Ratio

MDB:

-1.02

ESTC:

-0.35

Ulcer Index

MDB:

37.88%

ESTC:

25.06%

Daily Std Dev

MDB:

56.79%

ESTC:

50.78%

Max Drawdown

MDB:

-76.52%

ESTC:

-74.33%

Current Drawdown

MDB:

-56.81%

ESTC:

-44.37%

Fundamentals

Market Cap

MDB:

$19.74B

ESTC:

$11.11B

EPS

MDB:

-$2.74

ESTC:

$0.60

PEG Ratio

MDB:

1.67

ESTC:

4.05

Total Revenue (TTM)

MDB:

$1.92B

ESTC:

$1.38B

Gross Profit (TTM)

MDB:

$1.41B

ESTC:

$1.02B

EBITDA (TTM)

MDB:

-$149.00M

ESTC:

-$64.94M

Returns By Period

In the year-to-date period, MDB achieves a -38.20% return, which is significantly lower than ESTC's -7.80% return.


MDB

YTD

-38.20%

1M

-11.17%

6M

15.45%

1Y

-38.34%

5Y*

14.14%

10Y*

N/A

ESTC

YTD

-7.80%

1M

20.74%

6M

-5.51%

1Y

-8.08%

5Y*

10.51%

10Y*

N/A

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

MDB vs. ESTC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MongoDB, Inc. (MDB) and Elastic N.V. (ESTC). 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-4.00-2.000.002.00-0.68-0.17
The chart of Sortino ratio for MDB, currently valued at -0.77, compared to the broader market-4.00-2.000.002.004.00-0.770.11
The chart of Omega ratio for MDB, currently valued at 0.90, compared to the broader market0.501.001.502.000.901.02
The chart of Calmar ratio for MDB, currently valued at -0.62, compared to the broader market0.002.004.006.00-0.62-0.14
The chart of Martin ratio for MDB, currently valued at -1.02, compared to the broader market0.0010.0020.00-1.02-0.35
MDB
ESTC

The current MDB Sharpe Ratio is -0.68, which is lower than the ESTC Sharpe Ratio of -0.17. The chart below compares the historical Sharpe Ratios of MDB and ESTC, 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-1.00-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
-0.68
-0.17
MDB
ESTC

Dividends

MDB vs. ESTC - Dividend Comparison

Neither MDB nor ESTC has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

MDB vs. ESTC - Drawdown Comparison

The maximum MDB drawdown since its inception was -76.52%, roughly equal to the maximum ESTC drawdown of -74.33%. Use the drawdown chart below to compare losses from any high point for MDB and ESTC. For additional features, visit the drawdowns tool.


-60.00%-55.00%-50.00%-45.00%-40.00%-35.00%JulyAugustSeptemberOctoberNovemberDecember
-56.81%
-44.37%
MDB
ESTC

Volatility

MDB vs. ESTC - Volatility Comparison

MongoDB, Inc. (MDB) has a higher volatility of 26.36% compared to Elastic N.V. (ESTC) at 18.39%. This indicates that MDB's price experiences larger fluctuations and is considered to be riskier than ESTC 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
26.36%
18.39%
MDB
ESTC

Financials

MDB vs. ESTC - Financials Comparison

This section allows you to compare key financial metrics between MongoDB, Inc. and Elastic N.V.. 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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