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RNG vs. ALRM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between RNG and ALRM is 0.44, 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.


-0.50.00.51.00.4

Performance

RNG vs. ALRM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in RingCentral, Inc. (RNG) and Alarm.com Holdings, Inc. (ALRM). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
33.89%
0.90%
RNG
ALRM

Key characteristics

Sharpe Ratio

RNG:

0.31

ALRM:

0.13

Sortino Ratio

RNG:

0.76

ALRM:

0.42

Omega Ratio

RNG:

1.09

ALRM:

1.05

Calmar Ratio

RNG:

0.15

ALRM:

0.08

Martin Ratio

RNG:

1.02

ALRM:

0.24

Ulcer Index

RNG:

13.37%

ALRM:

16.42%

Daily Std Dev

RNG:

44.25%

ALRM:

29.46%

Max Drawdown

RNG:

-94.29%

ALRM:

-57.92%

Current Drawdown

RNG:

-91.55%

ALRM:

-41.55%

Fundamentals

Market Cap

RNG:

$3.53B

ALRM:

$3.35B

EPS

RNG:

-$1.05

ALRM:

$2.32

PEG Ratio

RNG:

0.37

ALRM:

1.54

Total Revenue (TTM)

RNG:

$2.36B

ALRM:

$923.82M

Gross Profit (TTM)

RNG:

$1.66B

ALRM:

$585.65M

EBITDA (TTM)

RNG:

$128.95M

ALRM:

$181.17M

Returns By Period

In the year-to-date period, RNG achieves a 10.31% return, which is significantly higher than ALRM's -2.58% return.


RNG

YTD

10.31%

1M

6.88%

6M

33.89%

1Y

10.11%

5Y*

-26.08%

10Y*

10.03%

ALRM

YTD

-2.58%

1M

4.57%

6M

0.90%

1Y

2.17%

5Y*

8.19%

10Y*

N/A

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

RNG vs. ALRM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for RingCentral, Inc. (RNG) and Alarm.com Holdings, Inc. (ALRM). 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 RNG, currently valued at 0.31, compared to the broader market-4.00-2.000.002.000.310.13
The chart of Sortino ratio for RNG, currently valued at 0.76, compared to the broader market-4.00-2.000.002.004.000.760.42
The chart of Omega ratio for RNG, currently valued at 1.09, compared to the broader market0.501.001.502.001.091.05
The chart of Calmar ratio for RNG, currently valued at 0.15, compared to the broader market0.002.004.006.000.150.08
The chart of Martin ratio for RNG, currently valued at 1.02, compared to the broader market-5.000.005.0010.0015.0020.0025.001.020.24
RNG
ALRM

The current RNG Sharpe Ratio is 0.31, which is higher than the ALRM Sharpe Ratio of 0.13. The chart below compares the historical Sharpe Ratios of RNG and ALRM, 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-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
0.31
0.13
RNG
ALRM

Dividends

RNG vs. ALRM - Dividend Comparison

Neither RNG nor ALRM has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

RNG vs. ALRM - Drawdown Comparison

The maximum RNG drawdown since its inception was -94.29%, which is greater than ALRM's maximum drawdown of -57.92%. Use the drawdown chart below to compare losses from any high point for RNG and ALRM. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%JulyAugustSeptemberOctoberNovemberDecember
-91.55%
-41.55%
RNG
ALRM

Volatility

RNG vs. ALRM - Volatility Comparison

RingCentral, Inc. (RNG) has a higher volatility of 15.81% compared to Alarm.com Holdings, Inc. (ALRM) at 9.31%. This indicates that RNG's price experiences larger fluctuations and is considered to be riskier than ALRM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
15.81%
9.31%
RNG
ALRM

Financials

RNG vs. ALRM - Financials Comparison

This section allows you to compare key financial metrics between RingCentral, Inc. and Alarm.com Holdings, 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
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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.

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