PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
PUBM vs. MGNI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between PUBM and MGNI is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

PUBM vs. MGNI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PubMatic, Inc. (PUBM) and Magnite, Inc. (MGNI). The values are adjusted to include any dividend payments, if applicable.

-40.00%-20.00%0.00%20.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
-20.99%
20.28%
PUBM
MGNI

Key characteristics

Sharpe Ratio

PUBM:

-0.23

MGNI:

1.05

Sortino Ratio

PUBM:

0.05

MGNI:

1.93

Omega Ratio

PUBM:

1.01

MGNI:

1.23

Calmar Ratio

PUBM:

-0.16

MGNI:

0.72

Martin Ratio

PUBM:

-0.55

MGNI:

4.37

Ulcer Index

PUBM:

23.67%

MGNI:

14.32%

Daily Std Dev

PUBM:

55.54%

MGNI:

59.67%

Max Drawdown

PUBM:

-84.04%

MGNI:

-93.30%

Current Drawdown

PUBM:

-77.97%

MGNI:

-74.56%

Fundamentals

Market Cap

PUBM:

$777.16M

MGNI:

$2.33B

EPS

PUBM:

$0.32

MGNI:

$0.13

PE Ratio

PUBM:

50.84

MGNI:

127.46

Total Revenue (TTM)

PUBM:

$290.35M

MGNI:

$661.13M

Gross Profit (TTM)

PUBM:

$190.05M

MGNI:

$391.49M

EBITDA (TTM)

PUBM:

$43.13M

MGNI:

$99.34M

Returns By Period

In the year-to-date period, PUBM achieves a -5.58% return, which is significantly lower than MGNI's 68.31% return.


PUBM

YTD

-5.58%

1M

-0.58%

6M

-20.99%

1Y

-9.20%

5Y*

N/A

10Y*

N/A

MGNI

YTD

68.31%

1M

-3.32%

6M

20.28%

1Y

64.61%

5Y*

13.20%

10Y*

-0.31%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

PUBM vs. MGNI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PubMatic, Inc. (PUBM) and Magnite, Inc. (MGNI). 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 PUBM, currently valued at -0.23, compared to the broader market-4.00-2.000.002.00-0.231.05
The chart of Sortino ratio for PUBM, currently valued at 0.05, compared to the broader market-4.00-2.000.002.004.000.051.93
The chart of Omega ratio for PUBM, currently valued at 1.01, compared to the broader market0.501.001.502.001.011.23
The chart of Calmar ratio for PUBM, currently valued at -0.16, compared to the broader market0.002.004.006.00-0.160.72
The chart of Martin ratio for PUBM, currently valued at -0.55, compared to the broader market0.0010.0020.00-0.554.37
PUBM
MGNI

The current PUBM Sharpe Ratio is -0.23, which is lower than the MGNI Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of PUBM and MGNI, 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
-0.23
1.05
PUBM
MGNI

Dividends

PUBM vs. MGNI - Dividend Comparison

Neither PUBM nor MGNI has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

PUBM vs. MGNI - Drawdown Comparison

The maximum PUBM drawdown since its inception was -84.04%, smaller than the maximum MGNI drawdown of -93.30%. Use the drawdown chart below to compare losses from any high point for PUBM and MGNI. For additional features, visit the drawdowns tool.


-80.00%-78.00%-76.00%-74.00%-72.00%-70.00%-68.00%JulyAugustSeptemberOctoberNovemberDecember
-77.97%
-74.56%
PUBM
MGNI

Volatility

PUBM vs. MGNI - Volatility Comparison

PubMatic, Inc. (PUBM) and Magnite, Inc. (MGNI) have volatilities of 12.64% and 12.12%, 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.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
12.64%
12.12%
PUBM
MGNI

Financials

PUBM vs. MGNI - Financials Comparison

This section allows you to compare key financial metrics between PubMatic, Inc. and Magnite, 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


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab