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SMWB vs. FROG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SMWB and FROG is 0.35, 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

SMWB vs. FROG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Similarweb Ltd. (SMWB) and JFrog Ltd. (FROG). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%80.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
95.49%
-8.70%
SMWB
FROG

Key characteristics

Sharpe Ratio

SMWB:

3.49

FROG:

-0.05

Sortino Ratio

SMWB:

4.06

FROG:

0.35

Omega Ratio

SMWB:

1.48

FROG:

1.06

Calmar Ratio

SMWB:

2.42

FROG:

-0.04

Martin Ratio

SMWB:

13.60

FROG:

-0.11

Ulcer Index

SMWB:

14.13%

FROG:

28.03%

Daily Std Dev

SMWB:

54.97%

FROG:

59.53%

Max Drawdown

SMWB:

-81.70%

FROG:

-80.38%

Current Drawdown

SMWB:

-41.01%

FROG:

-64.26%

Fundamentals

Market Cap

SMWB:

$1.10B

FROG:

$3.48B

EPS

SMWB:

-$0.13

FROG:

-$0.52

Total Revenue (TTM)

SMWB:

$241.08M

FROG:

$409.67M

Gross Profit (TTM)

SMWB:

$189.68M

FROG:

$318.74M

EBITDA (TTM)

SMWB:

$4.22M

FROG:

-$67.51M

Returns By Period

In the year-to-date period, SMWB achieves a 174.02% return, which is significantly higher than FROG's -10.84% return.


SMWB

YTD

174.02%

1M

22.73%

6M

90.92%

1Y

192.10%

5Y*

N/A

10Y*

N/A

FROG

YTD

-10.84%

1M

0.65%

6M

-8.70%

1Y

-11.65%

5Y*

N/A

10Y*

N/A

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Risk-Adjusted Performance

SMWB vs. FROG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Similarweb Ltd. (SMWB) and JFrog Ltd. (FROG). 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 SMWB, currently valued at 3.49, compared to the broader market-4.00-2.000.002.003.49-0.05
The chart of Sortino ratio for SMWB, currently valued at 4.06, compared to the broader market-4.00-2.000.002.004.004.060.35
The chart of Omega ratio for SMWB, currently valued at 1.48, compared to the broader market0.501.001.502.001.481.06
The chart of Calmar ratio for SMWB, currently valued at 2.42, compared to the broader market0.002.004.006.002.42-0.06
The chart of Martin ratio for SMWB, currently valued at 13.60, compared to the broader market-5.000.005.0010.0015.0020.0025.0013.60-0.11
SMWB
FROG

The current SMWB Sharpe Ratio is 3.49, which is higher than the FROG Sharpe Ratio of -0.05. The chart below compares the historical Sharpe Ratios of SMWB and FROG, 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
3.49
-0.05
SMWB
FROG

Dividends

SMWB vs. FROG - Dividend Comparison

Neither SMWB nor FROG has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SMWB vs. FROG - Drawdown Comparison

The maximum SMWB drawdown since its inception was -81.70%, roughly equal to the maximum FROG drawdown of -80.38%. Use the drawdown chart below to compare losses from any high point for SMWB and FROG. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-41.01%
-37.94%
SMWB
FROG

Volatility

SMWB vs. FROG - Volatility Comparison

Similarweb Ltd. (SMWB) has a higher volatility of 14.38% compared to JFrog Ltd. (FROG) at 9.03%. This indicates that SMWB's price experiences larger fluctuations and is considered to be riskier than FROG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%35.00%JulyAugustSeptemberOctoberNovemberDecember
14.38%
9.03%
SMWB
FROG

Financials

SMWB vs. FROG - Financials Comparison

This section allows you to compare key financial metrics between Similarweb Ltd. and JFrog Ltd.. 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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