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SPLK vs. SMCI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SPLK and SMCI is 0.31, 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

SPLK vs. SMCI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Splunk Inc. (SPLK) and Super Micro Computer, Inc. (SMCI). The values are adjusted to include any dividend payments, if applicable.

0.00%1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%JulyAugustSeptemberOctoberNovemberDecember
342.22%
1,784.80%
SPLK
SMCI

Key characteristics

Fundamentals

Market Cap

SPLK:

$26.44B

SMCI:

$19.79B

EPS

SPLK:

$1.52

SMCI:

$2.01

PE Ratio

SPLK:

103.22

SMCI:

16.82

PEG Ratio

SPLK:

1.81

SMCI:

0.76

Total Revenue (TTM)

SPLK:

$1.49B

SMCI:

$12.82B

Gross Profit (TTM)

SPLK:

$1.26B

SMCI:

$1.76B

EBITDA (TTM)

SPLK:

$504.75M

SMCI:

$1.13B

Returns By Period


SPLK

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

SMCI

YTD

13.38%

1M

49.63%

6M

-64.97%

1Y

2.01%

5Y*

67.49%

10Y*

24.94%

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Risk-Adjusted Performance

SPLK vs. SMCI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Splunk Inc. (SPLK) and Super Micro Computer, Inc. (SMCI). 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 SPLK, currently valued at 2.94, compared to the broader market-4.00-2.000.002.002.940.00
The chart of Sortino ratio for SPLK, currently valued at 10.22, compared to the broader market-4.00-2.000.002.004.0010.220.92
The chart of Omega ratio for SPLK, currently valued at 3.72, compared to the broader market0.501.001.502.003.721.12
The chart of Calmar ratio for SPLK, currently valued at 0.10, compared to the broader market0.002.004.006.000.100.00
The chart of Martin ratio for SPLK, currently valued at 91.16, compared to the broader market0.0010.0020.0091.160.00
SPLK
SMCI


Rolling 12-month Sharpe Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
2.94
0.00
SPLK
SMCI

Dividends

SPLK vs. SMCI - Dividend Comparison

Neither SPLK nor SMCI has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SPLK vs. SMCI - Drawdown Comparison


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-29.83%
-72.87%
SPLK
SMCI

Volatility

SPLK vs. SMCI - Volatility Comparison

The current volatility for Splunk Inc. (SPLK) is 0.00%, while Super Micro Computer, Inc. (SMCI) has a volatility of 50.12%. This indicates that SPLK experiences smaller price fluctuations and is considered to be less risky than SMCI 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%50.00%60.00%70.00%JulyAugustSeptemberOctoberNovemberDecember0
50.12%
SPLK
SMCI

Financials

SPLK vs. SMCI - Financials Comparison

This section allows you to compare key financial metrics between Splunk Inc. and Super Micro Computer, 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
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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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