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SKYT vs. WOLF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SKYT and WOLF is 0.51, 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

SKYT vs. WOLF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SkyWater Technology, Inc. (SKYT) and Wolfspeed, Inc. (WOLF). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

SKYT:

0.19

WOLF:

-0.59

Sortino Ratio

SKYT:

1.01

WOLF:

-1.34

Omega Ratio

SKYT:

1.12

WOLF:

0.82

Calmar Ratio

SKYT:

0.14

WOLF:

-0.96

Martin Ratio

SKYT:

0.38

WOLF:

-1.39

Ulcer Index

SKYT:

31.38%

WOLF:

68.96%

Daily Std Dev

SKYT:

97.32%

WOLF:

162.10%

Max Drawdown

SKYT:

-86.72%

WOLF:

-99.16%

Current Drawdown

SKYT:

-73.68%

WOLF:

-99.16%

Fundamentals

Market Cap

SKYT:

$435.22M

WOLF:

$208.54M

EPS

SKYT:

-$0.17

WOLF:

-$8.26

PS Ratio

SKYT:

1.34

WOLF:

0.27

PB Ratio

SKYT:

8.15

WOLF:

0.98

Total Revenue (TTM)

SKYT:

$323.93M

WOLF:

$761.30M

Gross Profit (TTM)

SKYT:

$70.90M

WOLF:

-$93.70M

EBITDA (TTM)

SKYT:

$14.20M

WOLF:

-$725.10M

Returns By Period

In the year-to-date period, SKYT achieves a -34.49% return, which is significantly higher than WOLF's -82.13% return.


SKYT

YTD

-34.49%

1M

27.50%

6M

13.85%

1Y

18.64%

3Y*

10.67%

5Y*

N/A

10Y*

N/A

WOLF

YTD

-82.13%

1M

-66.48%

6M

-87.58%

1Y

-95.41%

3Y*

-74.90%

5Y*

-53.14%

10Y*

-27.70%

*Annualized

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SkyWater Technology, Inc.

Wolfspeed, Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

SKYT vs. WOLF — Risk-Adjusted Performance Rank

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

SKYT
The Risk-Adjusted Performance Rank of SKYT is 6060
Overall Rank
The Sharpe Ratio Rank of SKYT is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of SKYT is 6565
Sortino Ratio Rank
The Omega Ratio Rank of SKYT is 6262
Omega Ratio Rank
The Calmar Ratio Rank of SKYT is 5858
Calmar Ratio Rank
The Martin Ratio Rank of SKYT is 5656
Martin Ratio Rank

WOLF
The Risk-Adjusted Performance Rank of WOLF is 88
Overall Rank
The Sharpe Ratio Rank of WOLF is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of WOLF is 77
Sortino Ratio Rank
The Omega Ratio Rank of WOLF is 77
Omega Ratio Rank
The Calmar Ratio Rank of WOLF is 11
Calmar Ratio Rank
The Martin Ratio Rank of WOLF is 99
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.

SKYT vs. WOLF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SkyWater Technology, Inc. (SKYT) and Wolfspeed, Inc. (WOLF). 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 SKYT Sharpe Ratio is 0.19, which is higher than the WOLF Sharpe Ratio of -0.59. The chart below compares the historical Sharpe Ratios of SKYT and WOLF, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

SKYT vs. WOLF - Dividend Comparison

Neither SKYT nor WOLF has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SKYT vs. WOLF - Drawdown Comparison

The maximum SKYT drawdown since its inception was -86.72%, smaller than the maximum WOLF drawdown of -99.16%. Use the drawdown chart below to compare losses from any high point for SKYT and WOLF.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

SKYT vs. WOLF - Volatility Comparison

The current volatility for SkyWater Technology, Inc. (SKYT) is 17.69%, while Wolfspeed, Inc. (WOLF) has a volatility of 106.08%. This indicates that SKYT experiences smaller price fluctuations and is considered to be less risky than WOLF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

SKYT vs. WOLF - Financials Comparison

This section allows you to compare key financial metrics between SkyWater Technology, Inc. and Wolfspeed, 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


50.00M100.00M150.00M200.00M250.00M20212022202320242025
61.30M
185.40M
(SKYT) Total Revenue
(WOLF) Total Revenue
Values in USD except per share items