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RMBS vs. AMBA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

RMBS vs. AMBA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rambus Inc. (RMBS) and Ambarella, Inc. (AMBA). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
0.47%
26.94%
RMBS
AMBA

Returns By Period

In the year-to-date period, RMBS achieves a -18.01% return, which is significantly lower than AMBA's 3.80% return. Over the past 10 years, RMBS has outperformed AMBA with an annualized return of 17.02%, while AMBA has yielded a comparatively lower 2.20% annualized return.


RMBS

YTD

-18.01%

1M

35.17%

6M

0.47%

1Y

-17.11%

5Y (annualized)

33.60%

10Y (annualized)

17.02%

AMBA

YTD

3.80%

1M

9.92%

6M

26.94%

1Y

15.44%

5Y (annualized)

3.06%

10Y (annualized)

2.20%

Fundamentals


RMBSAMBA
Market Cap$5.64B$2.53B
EPS$1.61-$4.33
PEG Ratio3.804.97
Total Revenue (TTM)$517.75M$169.81M
Gross Profit (TTM)$402.47M$102.97M
EBITDA (TTM)$240.38M-$93.90M

Key characteristics


RMBSAMBA
Sharpe Ratio-0.300.32
Sortino Ratio-0.050.83
Omega Ratio0.991.10
Calmar Ratio-0.250.19
Martin Ratio-0.630.86
Ulcer Index27.31%17.95%
Daily Std Dev57.77%48.75%
Max Drawdown-97.16%-81.65%
Current Drawdown-52.32%-70.66%

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Correlation

-0.50.00.51.00.5

The correlation between RMBS and AMBA is 0.47, 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.

Risk-Adjusted Performance

RMBS vs. AMBA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Rambus Inc. (RMBS) and Ambarella, Inc. (AMBA). 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 RMBS, currently valued at -0.30, compared to the broader market-4.00-2.000.002.004.00-0.300.32
The chart of Sortino ratio for RMBS, currently valued at -0.05, compared to the broader market-4.00-2.000.002.004.00-0.050.83
The chart of Omega ratio for RMBS, currently valued at 0.99, compared to the broader market0.501.001.502.000.991.10
The chart of Calmar ratio for RMBS, currently valued at -0.35, compared to the broader market0.002.004.006.00-0.350.19
The chart of Martin ratio for RMBS, currently valued at -0.63, compared to the broader market0.0010.0020.0030.00-0.630.86
RMBS
AMBA

The current RMBS Sharpe Ratio is -0.30, which is lower than the AMBA Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of RMBS and AMBA, 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-1.00-0.500.000.50JuneJulyAugustSeptemberOctoberNovember
-0.30
0.32
RMBS
AMBA

Dividends

RMBS vs. AMBA - Dividend Comparison

Neither RMBS nor AMBA has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

RMBS vs. AMBA - Drawdown Comparison

The maximum RMBS drawdown since its inception was -97.16%, which is greater than AMBA's maximum drawdown of -81.65%. Use the drawdown chart below to compare losses from any high point for RMBS and AMBA. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%JuneJulyAugustSeptemberOctoberNovember
-24.37%
-70.66%
RMBS
AMBA

Volatility

RMBS vs. AMBA - Volatility Comparison

Rambus Inc. (RMBS) has a higher volatility of 21.21% compared to Ambarella, Inc. (AMBA) at 13.39%. This indicates that RMBS's price experiences larger fluctuations and is considered to be riskier than AMBA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
21.21%
13.39%
RMBS
AMBA

Financials

RMBS vs. AMBA - Financials Comparison

This section allows you to compare key financial metrics between Rambus Inc. and Ambarella, 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