RMBS vs. AMBA
Compare and contrast key facts about Rambus Inc. (RMBS) and Ambarella, Inc. (AMBA).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RMBS or AMBA.
Performance
RMBS vs. AMBA - Performance Comparison
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
-18.01%
35.17%
0.47%
-17.11%
33.60%
17.02%
AMBA
3.80%
9.92%
26.94%
15.44%
3.06%
2.20%
Fundamentals
RMBS | AMBA | |
---|---|---|
Market Cap | $5.64B | $2.53B |
EPS | $1.61 | -$4.33 |
PEG Ratio | 3.80 | 4.97 |
Total Revenue (TTM) | $517.75M | $169.81M |
Gross Profit (TTM) | $402.47M | $102.97M |
EBITDA (TTM) | $240.38M | -$93.90M |
Key characteristics
RMBS | AMBA | |
---|---|---|
Sharpe Ratio | -0.30 | 0.32 |
Sortino Ratio | -0.05 | 0.83 |
Omega Ratio | 0.99 | 1.10 |
Calmar Ratio | -0.25 | 0.19 |
Martin Ratio | -0.63 | 0.86 |
Ulcer Index | 27.31% | 17.95% |
Daily Std Dev | 57.77% | 48.75% |
Max Drawdown | -97.16% | -81.65% |
Current Drawdown | -52.32% | -70.66% |
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Correlation
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.
Dividends
RMBS vs. AMBA - Dividend Comparison
Neither RMBS nor AMBA has paid dividends to shareholders.
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.
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.
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.
Total Revenue: Total amount of money received from sales and other business activities