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

Correlation

The correlation between S and SMCI is 0.56, 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.


-0.50.00.51.0
Correlation: 0.6

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%NovemberDecember2025FebruaryMarchApril
-56.66%
936.67%
S
SMCI

Key characteristics

Sharpe Ratio

S:

-0.27

SMCI:

-0.46

Sortino Ratio

S:

-0.06

SMCI:

-0.12

Omega Ratio

S:

0.99

SMCI:

0.99

Calmar Ratio

S:

-0.17

SMCI:

-0.61

Martin Ratio

S:

-0.70

SMCI:

-1.02

Ulcer Index

S:

18.54%

SMCI:

51.06%

Daily Std Dev

S:

48.97%

SMCI:

113.63%

Max Drawdown

S:

-83.26%

SMCI:

-84.84%

Current Drawdown

S:

-75.86%

SMCI:

-69.30%

Fundamentals

Market Cap

S:

$5.93B

SMCI:

$21.25B

EPS

S:

-$0.92

SMCI:

$2.30

PS Ratio

S:

7.22

SMCI:

1.02

PB Ratio

S:

3.55

SMCI:

3.41

Total Revenue (TTM)

S:

$821.46M

SMCI:

$16.97B

Gross Profit (TTM)

S:

$610.36M

SMCI:

$1.99B

EBITDA (TTM)

S:

-$238.67M

SMCI:

$710.72M

Returns By Period

In the year-to-date period, S achieves a -17.03% return, which is significantly lower than SMCI's 19.65% return.


S

YTD

-17.03%

1M

-7.16%

6M

-29.86%

1Y

-13.11%

5Y*

N/A

10Y*

N/A

SMCI

YTD

19.65%

1M

-1.54%

6M

-22.85%

1Y

-53.68%

5Y*

76.07%

10Y*

28.59%

*Annualized

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Risk-Adjusted Performance

S vs. SMCI — 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 3737
Overall Rank
The Sharpe Ratio Rank of S is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of S is 3535
Sortino Ratio Rank
The Omega Ratio Rank of S is 3535
Omega Ratio Rank
The Calmar Ratio Rank of S is 4242
Calmar Ratio Rank
The Martin Ratio Rank of S is 3737
Martin Ratio Rank

SMCI
The Risk-Adjusted Performance Rank of SMCI is 2727
Overall Rank
The Sharpe Ratio Rank of SMCI is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of SMCI is 3333
Sortino Ratio Rank
The Omega Ratio Rank of SMCI is 3434
Omega Ratio Rank
The Calmar Ratio Rank of SMCI is 1313
Calmar Ratio Rank
The Martin Ratio Rank of SMCI 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. 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.


The chart of Sharpe ratio for S, currently valued at -0.27, compared to the broader market-2.00-1.000.001.002.003.00
S: -0.27
SMCI: -0.46
The chart of Sortino ratio for S, currently valued at -0.06, compared to the broader market-6.00-4.00-2.000.002.004.00
S: -0.06
SMCI: -0.12
The chart of Omega ratio for S, currently valued at 0.99, compared to the broader market0.501.001.502.00
S: 0.99
SMCI: 0.99
The chart of Calmar ratio for S, currently valued at -0.17, compared to the broader market0.001.002.003.004.005.00
S: -0.17
SMCI: -0.61
The chart of Martin ratio for S, currently valued at -0.70, compared to the broader market-5.000.005.0010.0015.0020.00
S: -0.70
SMCI: -1.02

The current S Sharpe Ratio is -0.27, which is higher than the SMCI Sharpe Ratio of -0.46. 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 Ratio-0.500.000.501.001.50NovemberDecember2025FebruaryMarchApril
-0.27
-0.46
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%NovemberDecember2025FebruaryMarchApril
-75.86%
-69.30%
S
SMCI

Volatility

S vs. SMCI - Volatility Comparison

The current volatility for SentinelOne, Inc. (S) is 21.64%, while Super Micro Computer, Inc. (SMCI) has a volatility of 29.01%. 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%NovemberDecember2025FebruaryMarchApril
21.64%
29.01%
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