PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
SAVE vs. RIOT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SAVE and RIOT is 0.17, 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.


-0.50.00.51.00.2

Performance

SAVE vs. RIOT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Spirit Airlines, Inc. (SAVE) and Riot Blockchain, Inc. (RIOT). The values are adjusted to include any dividend payments, if applicable.

-100.00%-90.00%-80.00%-70.00%-60.00%JulyAugustSeptemberOctoberNovemberDecember
-98.57%
-92.99%
SAVE
RIOT

Key characteristics

Sharpe Ratio

SAVE:

-0.61

RIOT:

-0.31

Sortino Ratio

SAVE:

-1.67

RIOT:

0.14

Omega Ratio

SAVE:

0.69

RIOT:

1.02

Calmar Ratio

SAVE:

-0.99

RIOT:

-0.30

Martin Ratio

SAVE:

-1.36

RIOT:

-0.67

Ulcer Index

SAVE:

72.69%

RIOT:

44.17%

Daily Std Dev

SAVE:

162.03%

RIOT:

95.18%

Max Drawdown

SAVE:

-99.83%

RIOT:

-99.98%

Current Drawdown

SAVE:

-99.80%

RIOT:

-99.64%

Fundamentals

Market Cap

SAVE:

$118.28M

RIOT:

$4.64B

EPS

SAVE:

-$6.20

RIOT:

$0.15

Total Revenue (TTM)

SAVE:

$3.87B

RIOT:

$312.91M

Gross Profit (TTM)

SAVE:

$226.68M

RIOT:

-$21.56M

EBITDA (TTM)

SAVE:

-$197.60M

RIOT:

$136.23M

Returns By Period

In the year-to-date period, SAVE achieves a -99.06% return, which is significantly lower than RIOT's -25.34% return. Over the past 10 years, SAVE has underperformed RIOT with an annualized return of -46.03%, while RIOT has yielded a comparatively higher -0.25% annualized return.


SAVE

YTD

-99.06%

1M

15.38%

6M

-96.13%

1Y

-99.06%

5Y*

-67.49%

10Y*

-46.03%

RIOT

YTD

-25.34%

1M

-4.94%

6M

20.94%

1Y

-31.04%

5Y*

54.19%

10Y*

-0.25%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

SAVE vs. RIOT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Spirit Airlines, Inc. (SAVE) and Riot Blockchain, Inc. (RIOT). 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 SAVE, currently valued at -0.62, compared to the broader market-4.00-2.000.002.00-0.62-0.31
The chart of Sortino ratio for SAVE, currently valued at -1.85, compared to the broader market-4.00-2.000.002.004.00-1.850.14
The chart of Omega ratio for SAVE, currently valued at 0.66, compared to the broader market0.501.001.502.000.661.02
The chart of Calmar ratio for SAVE, currently valued at -0.99, compared to the broader market0.002.004.006.00-0.99-0.31
The chart of Martin ratio for SAVE, currently valued at -1.28, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.28-0.67
SAVE
RIOT

The current SAVE Sharpe Ratio is -0.61, which is lower than the RIOT Sharpe Ratio of -0.31. The chart below compares the historical Sharpe Ratios of SAVE and RIOT, 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-1.00-0.500.000.50JulyAugustSeptemberOctoberNovemberDecember
-0.62
-0.31
SAVE
RIOT

Dividends

SAVE vs. RIOT - Dividend Comparison

SAVE's dividend yield for the trailing twelve months is around 133.33%, while RIOT has not paid dividends to shareholders.


TTM2023202220212020201920182017
SAVE
Spirit Airlines, Inc.
133.33%7.32%0.00%0.00%0.00%0.00%0.00%0.00%
RIOT
Riot Blockchain, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%3.52%

Drawdowns

SAVE vs. RIOT - Drawdown Comparison

The maximum SAVE drawdown since its inception was -99.83%, roughly equal to the maximum RIOT drawdown of -99.98%. Use the drawdown chart below to compare losses from any high point for SAVE and RIOT. For additional features, visit the drawdowns tool.


-100.00%-98.00%-96.00%-94.00%-92.00%-90.00%JulyAugustSeptemberOctoberNovemberDecember
-99.80%
-92.99%
SAVE
RIOT

Volatility

SAVE vs. RIOT - Volatility Comparison

The current volatility for Spirit Airlines, Inc. (SAVE) is 10.45%, while Riot Blockchain, Inc. (RIOT) has a volatility of 31.79%. This indicates that SAVE experiences smaller price fluctuations and is considered to be less risky than RIOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%50.00%100.00%150.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
10.45%
31.79%
SAVE
RIOT

Financials

SAVE vs. RIOT - Financials Comparison

This section allows you to compare key financial metrics between Spirit Airlines, Inc. and Riot Blockchain, 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab