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ONDS vs. UMAC
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ONDS vs. UMAC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ondas Holdings Inc. (ONDS) and Unusual Machines, Inc (UMAC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ONDS achieves a -5.02% return, which is significantly lower than UMAC's 96.08% return.


ONDS

1D
1.64%
1M
1.59%
YTD
-5.02%
6M
18.85%
1Y
498.06%
3Y*
108.01%
5Y*
3.07%
10Y*

UMAC

1D
2.17%
1M
82.87%
YTD
96.08%
6M
181.94%
1Y
177.25%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ONDS vs. UMAC - Yearly Performance Comparison


2026 (YTD)20252024
ONDS
Ondas Holdings Inc.
-5.02%281.25%82.86%
UMAC
Unusual Machines, Inc
96.08%-24.26%320.50%

Correlation

The correlation between ONDS and UMAC is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.60

Correlation (All Time)
Calculated using the full available price history since Feb 14, 2024

0.38

Over the past year, ONDS and UMAC have become more correlated (0.60) than their long-term average of 0.38, meaning their price movements have been converging.

Fundamentals

EPS

ONDS:

$1.54

UMAC:

-$0.18

PS Ratio

ONDS:

15.17

UMAC:

45.79

Total Revenue (TTM)

ONDS:

$96.60M

UMAC:

$17.25M

Gross Profit (TTM)

ONDS:

$43.33M

UMAC:

$5.92M

EBITDA (TTM)

ONDS:

-$75.39M

UMAC:

-$28.96M

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Return for Risk

ONDS vs. UMAC — Risk / Return Rank

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

ONDS
ONDS Risk / Return Rank: 9595
Overall Rank
ONDS Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
ONDS Sortino Ratio Rank: 9393
Sortino Ratio Rank
ONDS Omega Ratio Rank: 9090
Omega Ratio Rank
ONDS Calmar Ratio Rank: 9797
Calmar Ratio Rank
ONDS Martin Ratio Rank: 9696
Martin Ratio Rank

UMAC
UMAC Risk / Return Rank: 8181
Overall Rank
UMAC Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
UMAC Sortino Ratio Rank: 8383
Sortino Ratio Rank
UMAC Omega Ratio Rank: 7777
Omega Ratio Rank
UMAC Calmar Ratio Rank: 8686
Calmar Ratio Rank
UMAC Martin Ratio Rank: 8282
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ONDS vs. UMAC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ondas Holdings Inc. (ONDS) and Unusual Machines, Inc (UMAC). 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.


ONDSUMACDifference
Sharpe ratioReturn per unit of total volatility

+2.64

Sortino ratioReturn per unit of downside risk

+1.11

Omega ratioGain probability vs. loss probability

1.41

1.27

+0.14

Calmar ratioReturn relative to maximum drawdown

9.41

3.39

+6.02

Martin ratioReturn relative to average drawdown

20.65

6.88

+13.77

ONDS vs. UMAC - Sharpe Ratio Comparison

The current ONDS Sharpe Ratio is 3.99, which is higher than the UMAC Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of ONDS and UMAC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ONDS vs. UMAC - Drawdown Comparison

The maximum ONDS drawdown since its inception was -98.28%, which is greater than UMAC's maximum drawdown of -75.61%. Use the drawdown chart below to compare losses from any high point for ONDS and UMAC.


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Drawdown Indicators


ONDSUMACDifference

Max Drawdown

Largest peak-to-trough decline

-98.28%

-75.61%

-22.67%

Max Drawdown (1Y)

Largest decline over 1 year

-53.37%

-52.63%

-0.74%

Max Drawdown (3Y)

Largest decline over 3 years

-83.28%

Max Drawdown (5Y)

Largest decline over 5 years

-96.99%

Current Drawdown

Current decline from peak

-52.46%

-25.25%

-27.21%

Average Drawdown

Average peak-to-trough decline

-71.37%

-46.00%

-25.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.28%

25.96%

-1.68%

Volatility

ONDS vs. UMAC - Volatility Comparison

The current volatility for Ondas Holdings Inc. (ONDS) is 35.01%, while Unusual Machines, Inc (UMAC) has a volatility of 60.48%. This indicates that ONDS experiences smaller price fluctuations and is considered to be less risky than UMAC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ONDSUMACDifference

Volatility (1M)

Calculated over the trailing 1-month period

35.01%

60.48%

-25.47%

Volatility (6M)

Calculated over the trailing 6-month period

76.65%

99.93%

-23.28%

Volatility (1Y)

Calculated over the trailing 1-year period

126.03%

132.91%

-6.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

113.81%

164.29%

-50.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

120.59%

164.29%

-43.70%

Dividends

ONDS vs. UMAC - Dividend Comparison

Neither ONDS nor UMAC has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

ONDS vs. UMAC - Financials Comparison

This section allows you to compare key financial metrics between Ondas Holdings Inc. and Unusual Machines, 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


0.0010.00M20.00M30.00M40.00M50.00M20222023202420252026
50.12M
8.10M
(ONDS) Total Revenue
(UMAC) Total Revenue
Values in USD except per share items

Frequently Asked Questions


ONDS and UMAC have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UMAC has higher volatility (60.48%) compared to ONDS (35.01%). In terms of maximum drawdown, ONDS dropped -98.28% vs UMAC's -75.61%.

ONDS currently has the higher Sharpe Ratio (3.99 vs 1.34), 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.

Portfolio Optimizer

Find the right allocation for ONDS and UMAC

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