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ROOT vs. ALAR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

ROOT vs. ALAR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Root, Inc. (ROOT) and Alarum Technologies Ltd. (ALAR). The values are adjusted to include any dividend payments, if applicable.

-50.00%0.00%50.00%JuneJulyAugustSeptemberOctoberNovember
62.50%
-58.86%
ROOT
ALAR

Returns By Period

In the year-to-date period, ROOT achieves a 864.41% return, which is significantly higher than ALAR's 66.62% return.


ROOT

YTD

864.41%

1M

151.73%

6M

62.44%

1Y

941.96%

5Y (annualized)

N/A

10Y (annualized)

N/A

ALAR

YTD

66.62%

1M

-31.55%

6M

-58.86%

1Y

164.42%

5Y (annualized)

-27.03%

10Y (annualized)

N/A

Fundamentals


ROOTALAR
Market Cap$1.13B$102.35M
EPS-$1.15$1.30
Total Revenue (TTM)$1.04B$24.37M
Gross Profit (TTM)$1.04B$18.73M
EBITDA (TTM)-$12.80M$6.93M

Key characteristics


ROOTALAR
Sharpe Ratio7.321.45
Sortino Ratio5.532.39
Omega Ratio1.691.28
Calmar Ratio9.861.81
Martin Ratio29.964.50
Ulcer Index32.40%40.20%
Daily Std Dev132.58%125.21%
Max Drawdown-99.29%-99.94%
Current Drawdown-79.20%-99.49%

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Correlation

-0.50.00.51.00.1

The correlation between ROOT and ALAR is 0.13, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

ROOT vs. ALAR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Root, Inc. (ROOT) and Alarum Technologies Ltd. (ALAR). 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 ROOT, currently valued at 7.32, compared to the broader market-4.00-2.000.002.004.007.321.45
The chart of Sortino ratio for ROOT, currently valued at 5.53, compared to the broader market-4.00-2.000.002.004.005.532.39
The chart of Omega ratio for ROOT, currently valued at 1.69, compared to the broader market0.501.001.502.001.691.28
The chart of Calmar ratio for ROOT, currently valued at 9.86, compared to the broader market0.002.004.006.009.862.21
The chart of Martin ratio for ROOT, currently valued at 29.96, compared to the broader market-10.000.0010.0020.0030.0029.964.50
ROOT
ALAR

The current ROOT Sharpe Ratio is 7.32, which is higher than the ALAR Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of ROOT and ALAR, 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 Ratio0.005.0010.0015.00JuneJulyAugustSeptemberOctoberNovember
7.32
1.45
ROOT
ALAR

Dividends

ROOT vs. ALAR - Dividend Comparison

Neither ROOT nor ALAR has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ROOT vs. ALAR - Drawdown Comparison

The maximum ROOT drawdown since its inception was -99.29%, roughly equal to the maximum ALAR drawdown of -99.94%. Use the drawdown chart below to compare losses from any high point for ROOT and ALAR. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-79.20%
-71.87%
ROOT
ALAR

Volatility

ROOT vs. ALAR - Volatility Comparison

Root, Inc. (ROOT) has a higher volatility of 54.02% compared to Alarum Technologies Ltd. (ALAR) at 32.23%. This indicates that ROOT's price experiences larger fluctuations and is considered to be riskier than ALAR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%60.00%JuneJulyAugustSeptemberOctoberNovember
54.02%
32.23%
ROOT
ALAR

Financials

ROOT vs. ALAR - Financials Comparison

This section allows you to compare key financial metrics between Root, Inc. and Alarum Technologies Ltd.. 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