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

Correlation

The correlation between SPCE and AAPL is 0.29, 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

SPCE vs. AAPL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virgin Galactic Holdings, Inc. (SPCE) and Apple Inc (AAPL). The values are adjusted to include any dividend payments, if applicable.

-100.00%0.00%100.00%200.00%300.00%JulyAugustSeptemberOctoberNovemberDecember
-97.40%
322.87%
SPCE
AAPL

Key characteristics

Sharpe Ratio

SPCE:

-0.92

AAPL:

1.38

Sortino Ratio

SPCE:

-2.42

AAPL:

2.04

Omega Ratio

SPCE:

0.75

AAPL:

1.26

Calmar Ratio

SPCE:

-0.87

AAPL:

1.88

Martin Ratio

SPCE:

-1.22

AAPL:

4.89

Ulcer Index

SPCE:

71.56%

AAPL:

6.39%

Daily Std Dev

SPCE:

94.55%

AAPL:

22.57%

Max Drawdown

SPCE:

-99.56%

AAPL:

-81.80%

Current Drawdown

SPCE:

-99.49%

AAPL:

0.00%

Fundamentals

Market Cap

SPCE:

$189.71M

AAPL:

$3.83T

EPS

SPCE:

-$16.26

AAPL:

$6.08

Total Revenue (TTM)

SPCE:

$9.42M

AAPL:

$391.04B

Gross Profit (TTM)

SPCE:

-$91.63M

AAPL:

$180.68B

EBITDA (TTM)

SPCE:

-$346.00M

AAPL:

$134.66B

Returns By Period

In the year-to-date period, SPCE achieves a -87.55% return, which is significantly lower than AAPL's 32.83% return.


SPCE

YTD

-87.55%

1M

-9.23%

6M

-35.92%

1Y

-88.27%

5Y*

-51.22%

10Y*

N/A

AAPL

YTD

32.83%

1M

11.13%

6M

22.93%

1Y

31.36%

5Y*

30.37%

10Y*

26.14%

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

SPCE vs. AAPL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Virgin Galactic Holdings, Inc. (SPCE) and Apple Inc (AAPL). 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 SPCE, currently valued at -0.92, compared to the broader market-4.00-2.000.002.00-0.921.38
The chart of Sortino ratio for SPCE, currently valued at -2.42, compared to the broader market-4.00-2.000.002.004.00-2.422.04
The chart of Omega ratio for SPCE, currently valued at 0.75, compared to the broader market0.501.001.502.000.751.26
The chart of Calmar ratio for SPCE, currently valued at -0.87, compared to the broader market0.002.004.006.00-0.871.88
The chart of Martin ratio for SPCE, currently valued at -1.22, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.224.89
SPCE
AAPL

The current SPCE Sharpe Ratio is -0.92, which is lower than the AAPL Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of SPCE and AAPL, 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-1.00-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
-0.92
1.38
SPCE
AAPL

Dividends

SPCE vs. AAPL - Dividend Comparison

SPCE has not paid dividends to shareholders, while AAPL's dividend yield for the trailing twelve months is around 0.39%.


TTM20232022202120202019201820172016201520142013
SPCE
Virgin Galactic Holdings, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AAPL
Apple Inc
0.39%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%

Drawdowns

SPCE vs. AAPL - Drawdown Comparison

The maximum SPCE drawdown since its inception was -99.56%, which is greater than AAPL's maximum drawdown of -81.80%. Use the drawdown chart below to compare losses from any high point for SPCE and AAPL. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-99.49%
0
SPCE
AAPL

Volatility

SPCE vs. AAPL - Volatility Comparison

Virgin Galactic Holdings, Inc. (SPCE) has a higher volatility of 16.40% compared to Apple Inc (AAPL) at 4.04%. This indicates that SPCE's price experiences larger fluctuations and is considered to be riskier than AAPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
16.40%
4.04%
SPCE
AAPL

Financials

SPCE vs. AAPL - Financials Comparison

This section allows you to compare key financial metrics between Virgin Galactic Holdings, Inc. and Apple 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