POWW vs. ICAD

In the year-to-date period, POWW achieves a -52.38% return, which is significantly lower than ICAD's -5.08% return.

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This table presents a comparison of risk-adjusted performance metrics for AMMO, Inc. (POWW) and iCAD, Inc. (ICAD). 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 POWW Sharpe Ratio is -0.79, which is lower than the ICAD Sharpe Ratio of 0.16. The chart below compares the historical Sharpe Ratios of POWW and ICAD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither POWW nor ICAD has paid dividends to shareholders.

The maximum POWW drawdown since its inception was -89.79%, smaller than the maximum ICAD drawdown of -99.16%. Use the drawdown chart below to compare losses from any high point for POWW and ICAD. For additional features, visit the drawdowns tool.

AMMO, Inc. (POWW) and iCAD, Inc. (ICAD) have volatilities of 18.56% and 17.94%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between AMMO, Inc. and iCAD, 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.