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MVST vs. FREY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MVST and FREY is 0.37, 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.


-0.50.00.51.00.4

Performance

MVST vs. FREY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Microvast Holdings, Inc. (MVST) and FREYR Battery (FREY). The values are adjusted to include any dividend payments, if applicable.

-100.00%0.00%100.00%200.00%300.00%400.00%JulyAugustSeptemberOctoberNovemberDecember
375.32%
77.13%
MVST
FREY

Key characteristics

Sharpe Ratio

MVST:

0.24

FREY:

0.40

Sortino Ratio

MVST:

4.29

FREY:

1.74

Omega Ratio

MVST:

1.47

FREY:

1.18

Calmar Ratio

MVST:

0.89

FREY:

0.50

Martin Ratio

MVST:

1.38

FREY:

1.28

Ulcer Index

MVST:

64.64%

FREY:

36.69%

Daily Std Dev

MVST:

364.13%

FREY:

119.11%

Max Drawdown

MVST:

-99.34%

FREY:

-94.09%

Current Drawdown

MVST:

-89.59%

FREY:

-81.16%

Fundamentals

Market Cap

MVST:

$373.67M

FREY:

$247.00M

EPS

MVST:

-$0.36

FREY:

-$0.11

Gross Profit (TTM)

MVST:

$78.03M

FREY:

-$6.80M

EBITDA (TTM)

MVST:

-$58.88M

FREY:

-$119.69M

Returns By Period

In the year-to-date period, MVST achieves a 82.14% return, which is significantly higher than FREY's 62.03% return.


MVST

YTD

82.14%

1M

242.14%

6M

375.75%

1Y

86.13%

5Y*

-23.86%

10Y*

N/A

FREY

YTD

62.03%

1M

40.93%

6M

77.19%

1Y

58.64%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

MVST vs. FREY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Microvast Holdings, Inc. (MVST) and FREYR Battery (FREY). 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 MVST, currently valued at 0.24, compared to the broader market-4.00-2.000.002.000.240.40
The chart of Sortino ratio for MVST, currently valued at 4.29, compared to the broader market-4.00-2.000.002.004.004.291.74
The chart of Omega ratio for MVST, currently valued at 1.47, compared to the broader market0.501.001.502.001.471.18
The chart of Calmar ratio for MVST, currently valued at 0.90, compared to the broader market0.002.004.006.000.900.50
The chart of Martin ratio for MVST, currently valued at 1.38, compared to the broader market0.0010.0020.001.381.28
MVST
FREY

The current MVST Sharpe Ratio is 0.24, which is lower than the FREY Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of MVST and FREY, 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-1.00-0.500.000.50JulyAugustSeptemberOctoberNovemberDecember
0.24
0.40
MVST
FREY

Dividends

MVST vs. FREY - Dividend Comparison

Neither MVST nor FREY has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

MVST vs. FREY - Drawdown Comparison

The maximum MVST drawdown since its inception was -99.34%, which is greater than FREY's maximum drawdown of -94.09%. Use the drawdown chart below to compare losses from any high point for MVST and FREY. For additional features, visit the drawdowns tool.


-100.00%-95.00%-90.00%-85.00%-80.00%JulyAugustSeptemberOctoberNovemberDecember
-81.51%
-81.16%
MVST
FREY

Volatility

MVST vs. FREY - Volatility Comparison

Microvast Holdings, Inc. (MVST) has a higher volatility of 65.54% compared to FREYR Battery (FREY) at 35.60%. This indicates that MVST's price experiences larger fluctuations and is considered to be riskier than FREY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%50.00%100.00%150.00%JulyAugustSeptemberOctoberNovemberDecember
65.54%
35.60%
MVST
FREY

Financials

MVST vs. FREY - Financials Comparison

This section allows you to compare key financial metrics between Microvast Holdings, Inc. and FREYR Battery. 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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