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

Correlation

The correlation between S and CELH is 0.41, 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

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.

-60.00%-40.00%-20.00%0.00%20.00%40.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
23.07%
-54.86%
S
CELH

Key characteristics

Sharpe Ratio

S:

-0.33

CELH:

-0.73

Sortino Ratio

S:

-0.12

CELH:

-0.93

Omega Ratio

S:

0.98

CELH:

0.89

Calmar Ratio

S:

-0.21

CELH:

-0.62

Martin Ratio

S:

-0.73

CELH:

-1.00

Ulcer Index

S:

22.65%

CELH:

45.31%

Daily Std Dev

S:

51.03%

CELH:

62.30%

Max Drawdown

S:

-83.26%

CELH:

-99.79%

Current Drawdown

S:

-71.03%

CELH:

-70.93%

Fundamentals

Market Cap

S:

$7.69B

CELH:

$6.87B

EPS

S:

-$0.94

CELH:

$0.72

Total Revenue (TTM)

S:

$770.12M

CELH:

$1.37B

Gross Profit (TTM)

S:

$565.60M

CELH:

$676.03M

EBITDA (TTM)

S:

-$240.09M

CELH:

$239.16M

Returns By Period

In the year-to-date period, S achieves a -19.44% return, which is significantly higher than CELH's -48.75% return.


S

YTD

-19.44%

1M

-19.97%

6M

23.08%

1Y

-16.58%

5Y*

N/A

10Y*

N/A

CELH

YTD

-48.75%

1M

2.38%

6M

-54.86%

1Y

-43.08%

5Y*

81.38%

10Y*

68.84%

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Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for S, currently valued at -0.33, compared to the broader market-4.00-2.000.002.00-0.33-0.69
The chart of Sortino ratio for S, currently valued at -0.12, compared to the broader market-4.00-2.000.002.004.00-0.12-0.85
The chart of Omega ratio for S, currently valued at 0.98, compared to the broader market0.501.001.502.000.980.90
The chart of Calmar ratio for S, currently valued at -0.21, compared to the broader market0.002.004.006.00-0.21-0.59
The chart of Martin ratio for S, currently valued at -0.73, compared to the broader market0.0010.0020.00-0.73-0.95
S
CELH

The current S Sharpe Ratio is -0.33, which is higher than the CELH Sharpe Ratio of -0.73. 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.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
-0.33
-0.69
S
CELH

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.


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%JulyAugustSeptemberOctoberNovemberDecember
-71.03%
-70.93%
S
CELH

Volatility

S vs. CELH - Volatility Comparison

SentinelOne, Inc. (S) and Celsius Holdings, Inc. (CELH) have volatilities of 19.19% and 18.93%, 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.


10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
19.19%
18.93%
S
CELH

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


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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