NEGG vs. SRFM
NEGG (Newegg Commerce, Inc.) and SRFM (Surf Air Mobility Inc.) are both stocks. NEGG operates in Internet Retail (Consumer Cyclical), while SRFM operates in Airlines (Industrials). Over the past year, NEGG returned 77.83% vs -51.57% for SRFM. At a 0.22 correlation, their price movements are largely independent.
Performance
NEGG vs. SRFM - Performance Comparison
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Returns By Period
In the year-to-date period, NEGG achieves a -63.49% return, which is significantly lower than SRFM's -44.33% return.
NEGG
- 1D
- -0.43%
- 1M
- -20.37%
- YTD
- -63.49%
- 6M
- -70.11%
- 1Y
- 77.83%
- 3Y*
- -9.01%
- 5Y*
- -38.30%
- 10Y*
- -23.00%
SRFM
- 1D
- -2.70%
- 1M
- -12.90%
- YTD
- -44.33%
- 6M
- -48.57%
- 1Y
- -51.57%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
NEGG vs. SRFM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
NEGG Newegg Commerce, Inc. | -63.49% | 540.26% | -68.54% | 1.61% |
SRFM Surf Air Mobility Inc. | -44.33% | -64.01% | -50.32% | -69.00% |
Correlation
The correlation between NEGG and SRFM is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Jul 27, 2023 | 0.22 |
The correlation between NEGG and SRFM shifts across timeframes, from 0.22 (all time) to 0.37 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
NEGG:
-$1.16
SRFM:
-$7.17
NEGG:
0.28
SRFM:
0.16
NEGG:
$1.31B
SRFM:
$108.66M
NEGG:
$148.16M
SRFM:
$5.05M
NEGG:
-$19.73M
SRFM:
-$74.08M
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Return for Risk
NEGG vs. SRFM — Risk / Return Rank
NEGG
SRFM
NEGG vs. SRFM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Newegg Commerce, Inc. (NEGG) and Surf Air Mobility Inc. (SRFM). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| NEGG | SRFM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.78 | ||
| Sortino ratioReturn per unit of downside risk | +1.88 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.03 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 0.90 | -0.59 | +1.49 |
| Martin ratioReturn relative to average drawdown | 1.35 | -0.76 | +2.11 |
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Drawdowns
NEGG vs. SRFM - Drawdown Comparison
The maximum NEGG drawdown since its inception was -99.83%, roughly equal to the maximum SRFM drawdown of -97.29%. Use the drawdown chart below to compare losses from any high point for NEGG and SRFM.
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Drawdown Indicators
| NEGG | SRFM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.83% | -97.29% | -2.54% |
Max Drawdown (1Y)Largest decline over 1 year | -86.90% | -88.30% | +1.40% |
Max Drawdown (3Y)Largest decline over 3 years | -90.28% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -99.74% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -99.74% | — | — |
Current DrawdownCurrent decline from peak | -99.08% | -96.91% | -2.17% |
Average DrawdownAverage peak-to-trough decline | -85.54% | -87.68% | +2.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 58.06% | 67.54% | -9.48% |
Volatility
NEGG vs. SRFM - Volatility Comparison
Newegg Commerce, Inc. (NEGG) has a higher volatility of 22.82% compared to Surf Air Mobility Inc. (SRFM) at 16.48%. This indicates that NEGG's price experiences larger fluctuations and is considered to be riskier than SRFM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NEGG | SRFM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 22.82% | 16.48% | +6.34% |
Volatility (6M)Calculated over the trailing 6-month period | 64.39% | 70.39% | -6.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 182.18% | 148.04% | +34.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 152.40% | 152.04% | +0.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 145.24% | 152.04% | -6.80% |
Dividends
NEGG vs. SRFM - Dividend Comparison
Neither NEGG nor SRFM has paid dividends to shareholders.
Financials
NEGG vs. SRFM - Financials Comparison
This section allows you to compare key financial metrics between Newegg Commerce, Inc. and Surf Air Mobility 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
NEGG and SRFM have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NEGG has higher volatility (22.82%) compared to SRFM (16.48%). In terms of maximum drawdown, NEGG dropped -99.83% vs SRFM's -97.29%.
NEGG currently has the higher Sharpe Ratio (0.43 vs -0.35), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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