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

Correlation

The correlation between S and SMCI is 0.29, 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.


-0.50.00.51.00.3

Performance

S vs. SMCI - Performance Comparison

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

0.00%500.00%1,000.00%1,500.00%2,000.00%2,500.00%JulyAugustSeptemberOctoberNovemberDecember
-47.22%
797.95%
S
SMCI

Key characteristics

Sharpe Ratio

S:

-0.30

SMCI:

0.04

Sortino Ratio

S:

-0.09

SMCI:

0.98

Omega Ratio

S:

0.99

SMCI:

1.13

Calmar Ratio

S:

-0.20

SMCI:

0.05

Martin Ratio

S:

-0.68

SMCI:

0.10

Ulcer Index

S:

22.64%

SMCI:

44.68%

Daily Std Dev

S:

51.02%

SMCI:

119.59%

Max Drawdown

S:

-83.26%

SMCI:

-84.84%

Current Drawdown

S:

-70.60%

SMCI:

-73.41%

Fundamentals

Market Cap

S:

$7.69B

SMCI:

$19.79B

EPS

S:

-$0.94

SMCI:

$2.01

Total Revenue (TTM)

S:

$770.12M

SMCI:

$12.82B

Gross Profit (TTM)

S:

$565.60M

SMCI:

$1.76B

EBITDA (TTM)

S:

-$240.09M

SMCI:

$1.13B

Returns By Period

In the year-to-date period, S achieves a -18.26% return, which is significantly lower than SMCI's 11.13% return.


S

YTD

-18.26%

1M

-17.14%

6M

22.37%

1Y

-18.61%

5Y*

N/A

10Y*

N/A

SMCI

YTD

11.13%

1M

6.36%

6M

-65.10%

1Y

9.04%

5Y*

67.37%

10Y*

24.19%

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Risk-Adjusted Performance

S vs. SMCI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SentinelOne, Inc. (S) and Super Micro Computer, Inc. (SMCI). 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 -0.30, compared to the broader market-4.00-2.000.002.00-0.300.04
The chart of Sortino ratio for S, currently valued at -0.09, compared to the broader market-4.00-2.000.002.004.00-0.090.98
The chart of Omega ratio for S, currently valued at 0.99, compared to the broader market0.501.001.502.000.991.13
The chart of Calmar ratio for S, currently valued at -0.20, compared to the broader market0.002.004.006.00-0.200.05
The chart of Martin ratio for S, currently valued at -0.68, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.680.10
S
SMCI

The current S Sharpe Ratio is -0.30, which is lower than the SMCI Sharpe Ratio of 0.04. The chart below compares the historical Sharpe Ratios of S and SMCI, 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 Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.30
0.04
S
SMCI

Dividends

S vs. SMCI - Dividend Comparison

Neither S nor SMCI has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

S vs. SMCI - Drawdown Comparison

The maximum S drawdown since its inception was -83.26%, roughly equal to the maximum SMCI drawdown of -84.84%. Use the drawdown chart below to compare losses from any high point for S and SMCI. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-70.60%
-73.41%
S
SMCI

Volatility

S vs. SMCI - Volatility Comparison

The current volatility for SentinelOne, Inc. (S) is 19.24%, while Super Micro Computer, Inc. (SMCI) has a volatility of 41.48%. This indicates that S experiences smaller price fluctuations and is considered to be less risky than SMCI 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%70.00%JulyAugustSeptemberOctoberNovemberDecember
19.24%
41.48%
S
SMCI

Financials

S vs. SMCI - Financials Comparison

This section allows you to compare key financial metrics between SentinelOne, Inc. and Super Micro Computer, 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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