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MRCY vs. CODA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MRCY and CODA is 0.12, 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.


Performance

MRCY vs. CODA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mercury Systems, Inc. (MRCY) and Coda Octopus Group, Inc. (CODA). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

MRCY:

1.36

CODA:

-0.11

Sortino Ratio

MRCY:

2.43

CODA:

0.10

Omega Ratio

MRCY:

1.28

CODA:

1.01

Calmar Ratio

MRCY:

0.86

CODA:

-0.07

Martin Ratio

MRCY:

6.89

CODA:

-0.28

Ulcer Index

MRCY:

8.93%

CODA:

17.48%

Daily Std Dev

MRCY:

49.24%

CODA:

39.35%

Max Drawdown

MRCY:

-96.20%

CODA:

-99.44%

Current Drawdown

MRCY:

-49.91%

CODA:

-64.52%

Fundamentals

Market Cap

MRCY:

$2.78B

CODA:

$75.58M

EPS

MRCY:

-$1.11

CODA:

$0.34

PEG Ratio

MRCY:

2.65

CODA:

0.00

PS Ratio

MRCY:

3.13

CODA:

3.59

PB Ratio

MRCY:

1.91

CODA:

1.41

Total Revenue (TTM)

MRCY:

$887.48M

CODA:

$15.74M

Gross Profit (TTM)

MRCY:

$231.63M

CODA:

$10.78M

EBITDA (TTM)

MRCY:

$24.00M

CODA:

$3.11M

Returns By Period

In the year-to-date period, MRCY achieves a 10.67% return, which is significantly higher than CODA's -14.05% return. Over the past 10 years, MRCY has underperformed CODA with an annualized return of 12.70%, while CODA has yielded a comparatively higher 21.78% annualized return.


MRCY

YTD

10.67%

1M

0.65%

6M

5.85%

1Y

66.06%

5Y*

-11.31%

10Y*

12.70%

CODA

YTD

-14.05%

1M

7.85%

6M

-25.39%

1Y

-4.13%

5Y*

7.18%

10Y*

21.78%

*Annualized

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Risk-Adjusted Performance

MRCY vs. CODA — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MRCY
The Risk-Adjusted Performance Rank of MRCY is 8787
Overall Rank
The Sharpe Ratio Rank of MRCY is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of MRCY is 9090
Sortino Ratio Rank
The Omega Ratio Rank of MRCY is 8686
Omega Ratio Rank
The Calmar Ratio Rank of MRCY is 8181
Calmar Ratio Rank
The Martin Ratio Rank of MRCY is 9191
Martin Ratio Rank

CODA
The Risk-Adjusted Performance Rank of CODA is 4242
Overall Rank
The Sharpe Ratio Rank of CODA is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of CODA is 3838
Sortino Ratio Rank
The Omega Ratio Rank of CODA is 3737
Omega Ratio Rank
The Calmar Ratio Rank of CODA is 4545
Calmar Ratio Rank
The Martin Ratio Rank of CODA is 4444
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MRCY vs. CODA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Mercury Systems, Inc. (MRCY) and Coda Octopus Group, Inc. (CODA). 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.


The current MRCY Sharpe Ratio is 1.36, which is higher than the CODA Sharpe Ratio of -0.11. The chart below compares the historical Sharpe Ratios of MRCY and CODA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

MRCY vs. CODA - Dividend Comparison

Neither MRCY nor CODA has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

MRCY vs. CODA - Drawdown Comparison

The maximum MRCY drawdown since its inception was -96.20%, roughly equal to the maximum CODA drawdown of -99.44%. Use the drawdown chart below to compare losses from any high point for MRCY and CODA. For additional features, visit the drawdowns tool.


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Volatility

MRCY vs. CODA - Volatility Comparison

The current volatility for Mercury Systems, Inc. (MRCY) is 9.67%, while Coda Octopus Group, Inc. (CODA) has a volatility of 12.86%. This indicates that MRCY experiences smaller price fluctuations and is considered to be less risky than CODA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

MRCY vs. CODA - Financials Comparison

This section allows you to compare key financial metrics between Mercury Systems, Inc. and Coda Octopus Group, 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


0.0050.00M100.00M150.00M200.00M250.00M300.00M20212022202320242025
211.36M
5.21M
(MRCY) Total Revenue
(CODA) Total Revenue
Values in USD except per share items

MRCY vs. CODA - Profitability Comparison

The chart below illustrates the profitability comparison between Mercury Systems, Inc. and Coda Octopus Group, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%30.0%40.0%50.0%60.0%70.0%20212022202320242025
27.0%
65.8%
(MRCY) Gross Margin
(CODA) Gross Margin
MRCY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Mercury Systems, Inc. reported a gross profit of 57.11M and revenue of 211.36M. Therefore, the gross margin over that period was 27.0%.

CODA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Coda Octopus Group, Inc. reported a gross profit of 3.43M and revenue of 5.21M. Therefore, the gross margin over that period was 65.8%.

MRCY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Mercury Systems, Inc. reported an operating income of -12.10M and revenue of 211.36M, resulting in an operating margin of -5.7%.

CODA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Coda Octopus Group, Inc. reported an operating income of 662.02K and revenue of 5.21M, resulting in an operating margin of 12.7%.

MRCY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Mercury Systems, Inc. reported a net income of -19.17M and revenue of 211.36M, resulting in a net margin of -9.1%.

CODA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Coda Octopus Group, Inc. reported a net income of 912.98K and revenue of 5.21M, resulting in a net margin of 17.5%.