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S vs. CELH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between S and CELH 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.


Performance

S vs. CELH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SentinelOne, Inc. (S) and Celsius Holdings, Inc. (CELH). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

S:

-0.18

CELH:

-0.86

Sortino Ratio

S:

0.15

CELH:

-1.42

Omega Ratio

S:

1.02

CELH:

0.84

Calmar Ratio

S:

-0.08

CELH:

-0.73

Martin Ratio

S:

-0.32

CELH:

-0.92

Ulcer Index

S:

20.19%

CELH:

62.14%

Daily Std Dev

S:

48.92%

CELH:

66.75%

Max Drawdown

S:

-83.26%

CELH:

-99.79%

Current Drawdown

S:

-73.51%

CELH:

-59.02%

Fundamentals

Market Cap

S:

$6.66B

CELH:

$10.06B

EPS

S:

-$0.92

CELH:

$0.33

PS Ratio

S:

8.11

CELH:

7.57

PB Ratio

S:

3.97

CELH:

22.71

Total Revenue (TTM)

S:

$635.11M

CELH:

$1.33B

Gross Profit (TTM)

S:

$474.14M

CELH:

$670.37M

EBITDA (TTM)

S:

-$180.80M

CELH:

$130.61M

Returns By Period

In the year-to-date period, S achieves a -8.96% return, which is significantly lower than CELH's 49.54% return.


S

YTD

-8.96%

1M

18.19%

6M

-22.60%

1Y

-8.84%

5Y*

N/A

10Y*

N/A

CELH

YTD

49.54%

1M

7.45%

6M

53.51%

1Y

-57.45%

5Y*

78.97%

10Y*

46.78%

*Annualized

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Risk-Adjusted Performance

S vs. CELH — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

S
The Risk-Adjusted Performance Rank of S is 4242
Overall Rank
The Sharpe Ratio Rank of S is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of S is 4040
Sortino Ratio Rank
The Omega Ratio Rank of S is 4040
Omega Ratio Rank
The Calmar Ratio Rank of S is 4646
Calmar Ratio Rank
The Martin Ratio Rank of S is 4444
Martin Ratio Rank

CELH
The Risk-Adjusted Performance Rank of CELH is 1212
Overall Rank
The Sharpe Ratio Rank of CELH is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of CELH is 66
Sortino Ratio Rank
The Omega Ratio Rank of CELH is 99
Omega Ratio Rank
The Calmar Ratio Rank of CELH is 88
Calmar Ratio Rank
The Martin Ratio Rank of CELH is 2828
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

S vs. CELH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SentinelOne, Inc. (S) and Celsius Holdings, Inc. (CELH). 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.


The current S Sharpe Ratio is -0.18, which is higher than the CELH Sharpe Ratio of -0.86. The chart below compares the historical Sharpe Ratios of S and CELH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

S vs. CELH - Dividend Comparison

Neither S nor CELH has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

S vs. CELH - Drawdown Comparison

The maximum S drawdown since its inception was -83.26%, smaller than the maximum CELH drawdown of -99.79%. Use the drawdown chart below to compare losses from any high point for S and CELH. For additional features, visit the drawdowns tool.


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Volatility

S vs. CELH - Volatility Comparison

SentinelOne, Inc. (S) and Celsius Holdings, Inc. (CELH) have volatilities of 10.34% and 10.49%, 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.


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Financials

S vs. CELH - Financials Comparison

This section allows you to compare key financial metrics between SentinelOne, Inc. and Celsius 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


0.00100.00M200.00M300.00M400.00MJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025
225.52M
329.28M
(S) Total Revenue
(CELH) Total Revenue
Values in USD except per share items

S vs. CELH - Profitability Comparison

The chart below illustrates the profitability comparison between SentinelOne, Inc. and Celsius Holdings, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

40.0%50.0%60.0%70.0%JulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025
74.7%
52.4%
(S) Gross Margin
(CELH) Gross Margin
S - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, SentinelOne, Inc. reported a gross profit of 168.51M and revenue of 225.52M. Therefore, the gross margin over that period was 74.7%.

CELH - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Celsius Holdings, Inc. reported a gross profit of 172.37M and revenue of 329.28M. Therefore, the gross margin over that period was 52.4%.

S - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, SentinelOne, Inc. reported an operating income of -80.26M and revenue of 225.52M, resulting in an operating margin of -35.6%.

CELH - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Celsius Holdings, Inc. reported an operating income of 52.03M and revenue of 329.28M, resulting in an operating margin of 15.8%.

S - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, SentinelOne, Inc. reported a net income of -70.79M and revenue of 225.52M, resulting in a net margin of -31.4%.

CELH - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Celsius Holdings, Inc. reported a net income of 77.57M and revenue of 329.28M, resulting in a net margin of 23.6%.