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SNEX vs. AVAV
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SNEX vs. AVAV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in StoneX Group Inc. (SNEX) and AeroVironment, Inc. (AVAV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SNEX achieves a 118.84% return, which is significantly higher than AVAV's -37.44% return. Over the past 10 years, SNEX has outperformed AVAV with an annualized return of 33.48%, while AVAV has yielded a comparatively lower 17.76% annualized return.


SNEX

1D
-0.16%
1M
23.79%
YTD
118.84%
6M
115.47%
1Y
145.88%
3Y*
77.18%
5Y*
49.24%
10Y*
33.48%

AVAV

1D
-10.78%
1M
-13.14%
YTD
-37.44%
6M
-40.75%
1Y
-20.21%
3Y*
18.52%
5Y*
6.33%
10Y*
17.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SNEX vs. AVAV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SNEX
StoneX Group Inc.
118.84%45.65%32.70%16.21%55.59%5.79%18.57%33.49%-13.99%7.40%
AVAV
AeroVironment, Inc.
-37.44%57.18%22.10%47.14%38.09%-28.62%40.75%-9.14%20.99%109.32%

Correlation

The correlation between SNEX and AVAV is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.09

Correlation (3Y)
Calculated over the trailing 3-year period

0.18

Correlation (5Y)
Calculated over the trailing 5-year period

0.21

Correlation (10Y)
Calculated over the trailing 10-year period

0.28

Correlation (All Time)
Calculated using the full available price history since Jan 23, 2007

0.29

Over the past year, the correlation between SNEX and AVAV has dropped to 0.09 - well below their long-term average of 0.29, suggesting their price drivers have been diverging.

Fundamentals

Market Cap

SNEX:

$11.31B

AVAV:

$7.38B

EPS

SNEX:

$7.78

AVAV:

-$4.63

PS Ratio

SNEX:

0.05

AVAV:

6.15

PB Ratio

SNEX:

4.19

AVAV:

1.73

Total Revenue (TTM)

SNEX:

$152.34B

AVAV:

$1.19B

Gross Profit (TTM)

SNEX:

$47.64B

AVAV:

$104.63M

EBITDA (TTM)

SNEX:

$2.46B

AVAV:

-$242.06M

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Return for Risk

SNEX vs. AVAV — Risk / Return Rank

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

SNEX
SNEX Risk / Return Rank: 9595
Overall Rank
SNEX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
SNEX Sortino Ratio Rank: 9393
Sortino Ratio Rank
SNEX Omega Ratio Rank: 9494
Omega Ratio Rank
SNEX Calmar Ratio Rank: 9696
Calmar Ratio Rank
SNEX Martin Ratio Rank: 9595
Martin Ratio Rank

AVAV
AVAV Risk / Return Rank: 3232
Overall Rank
AVAV Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
AVAV Sortino Ratio Rank: 3434
Sortino Ratio Rank
AVAV Omega Ratio Rank: 3434
Omega Ratio Rank
AVAV Calmar Ratio Rank: 3131
Calmar Ratio Rank
AVAV Martin Ratio Rank: 3232
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SNEX vs. AVAV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for StoneX Group Inc. (SNEX) and AeroVironment, Inc. (AVAV). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SNEXAVAVDifference
Sharpe ratioReturn per unit of total volatility

+3.70

Sortino ratioReturn per unit of downside risk

+3.39

Omega ratioGain probability vs. loss probability

1.52

1.01

+0.51

Calmar ratioReturn relative to maximum drawdown

7.02

-0.32

+7.34

Martin ratioReturn relative to average drawdown

17.98

-0.57

+18.55

SNEX vs. AVAV - Sharpe Ratio Comparison

The current SNEX Sharpe Ratio is 3.43, which is higher than the AVAV Sharpe Ratio of -0.27. The chart below compares the historical Sharpe Ratios of SNEX and AVAV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SNEX vs. AVAV - Drawdown Comparison

The maximum SNEX drawdown since its inception was -97.89%, which is greater than AVAV's maximum drawdown of -63.07%. Use the drawdown chart below to compare losses from any high point for SNEX and AVAV.


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Drawdown Indicators


SNEXAVAVDifference

Max Drawdown

Largest peak-to-trough decline

-97.89%

-63.07%

-34.82%

Max Drawdown (1Y)

Largest decline over 1 year

-20.91%

-63.07%

+42.16%

Max Drawdown (3Y)

Largest decline over 3 years

-20.91%

-63.07%

+42.16%

Max Drawdown (5Y)

Largest decline over 5 years

-24.07%

-63.07%

+39.00%

Max Drawdown (10Y)

Largest decline over 10 years

-48.65%

-63.07%

+14.42%

Current Drawdown

Current decline from peak

-0.16%

-63.07%

+62.91%

Average Drawdown

Average peak-to-trough decline

-42.86%

-28.74%

-14.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.15%

35.45%

-27.30%

Volatility

SNEX vs. AVAV - Volatility Comparison

The current volatility for StoneX Group Inc. (SNEX) is 12.39%, while AeroVironment, Inc. (AVAV) has a volatility of 28.81%. This indicates that SNEX experiences smaller price fluctuations and is considered to be less risky than AVAV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SNEXAVAVDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.39%

28.81%

-16.42%

Volatility (6M)

Calculated over the trailing 6-month period

30.98%

58.84%

-27.86%

Volatility (1Y)

Calculated over the trailing 1-year period

42.87%

75.19%

-32.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.24%

56.27%

-21.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.55%

52.19%

-15.64%

Dividends

SNEX vs. AVAV - Dividend Comparison

Neither SNEX nor AVAV has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

SNEX vs. AVAV - Financials Comparison

This section allows you to compare key financial metrics between StoneX Group Inc. and AeroVironment, 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


0.0010.00B20.00B30.00B40.00B50.00B20222023202420252026
45.76B
-10.80M
(SNEX) Total Revenue
(AVAV) Total Revenue
Values in USD except per share items

Frequently Asked Questions


SNEX and AVAV have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AVAV has higher volatility (28.81%) compared to SNEX (12.39%). In terms of maximum drawdown, SNEX dropped -97.89% vs AVAV's -63.07%.

SNEX currently has the higher Sharpe Ratio (3.43 vs -0.27), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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