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

Correlation

The correlation between MNDY and ASAN is 0.65, 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.


-0.50.00.51.00.6

Performance

MNDY vs. ASAN - Performance Comparison

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

-50.00%0.00%50.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
35.57%
-52.81%
MNDY
ASAN

Key characteristics

Sharpe Ratio

MNDY:

0.54

ASAN:

0.23

Sortino Ratio

MNDY:

1.11

ASAN:

0.99

Omega Ratio

MNDY:

1.15

ASAN:

1.12

Calmar Ratio

MNDY:

0.45

ASAN:

0.17

Martin Ratio

MNDY:

2.71

ASAN:

0.55

Ulcer Index

MNDY:

10.28%

ASAN:

28.14%

Daily Std Dev

MNDY:

51.87%

ASAN:

69.12%

Max Drawdown

MNDY:

-82.81%

ASAN:

-92.17%

Current Drawdown

MNDY:

-45.47%

ASAN:

-84.81%

Fundamentals

Market Cap

MNDY:

$12.55B

ASAN:

$6.02B

EPS

MNDY:

$0.43

ASAN:

-$1.12

Total Revenue (TTM)

MNDY:

$940.13M

ASAN:

$706.68M

Gross Profit (TTM)

MNDY:

$843.17M

ASAN:

$631.70M

EBITDA (TTM)

MNDY:

-$17.26M

ASAN:

-$231.04M

Returns By Period

In the year-to-date period, MNDY achieves a 29.11% return, which is significantly higher than ASAN's 14.05% return.


MNDY

YTD

29.11%

1M

-6.79%

6M

7.79%

1Y

28.89%

5Y*

N/A

10Y*

N/A

ASAN

YTD

14.05%

1M

55.64%

6M

65.37%

1Y

12.51%

5Y*

N/A

10Y*

N/A

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Risk-Adjusted Performance

MNDY vs. ASAN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for monday.com Ltd. (MNDY) 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 MNDY, currently valued at 0.54, compared to the broader market-4.00-2.000.002.000.540.23
The chart of Sortino ratio for MNDY, currently valued at 1.11, compared to the broader market-4.00-2.000.002.004.001.110.99
The chart of Omega ratio for MNDY, currently valued at 1.15, compared to the broader market0.501.001.502.001.151.12
The chart of Calmar ratio for MNDY, currently valued at 0.45, compared to the broader market0.002.004.006.000.450.17
The chart of Martin ratio for MNDY, currently valued at 2.71, compared to the broader market-5.000.005.0010.0015.0020.0025.002.710.55
MNDY
ASAN

The current MNDY Sharpe Ratio is 0.54, which is higher than the ASAN Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of MNDY 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.54
0.23
MNDY
ASAN

Dividends

MNDY vs. ASAN - Dividend Comparison

Neither MNDY nor ASAN has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

MNDY vs. ASAN - Drawdown Comparison

The maximum MNDY drawdown since its inception was -82.81%, smaller than the maximum ASAN drawdown of -92.17%. Use the drawdown chart below to compare losses from any high point for MNDY and ASAN. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%JulyAugustSeptemberOctoberNovemberDecember
-45.47%
-84.81%
MNDY
ASAN

Volatility

MNDY vs. ASAN - Volatility Comparison

The current volatility for monday.com Ltd. (MNDY) is 19.71%, while Asana, Inc. (ASAN) has a volatility of 44.11%. This indicates that MNDY 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%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
19.71%
44.11%
MNDY
ASAN

Financials

MNDY vs. ASAN - Financials Comparison

This section allows you to compare key financial metrics between monday.com Ltd. 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
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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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