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SPOK vs. AMRN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

SPOK vs. AMRN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Spok Holdings, Inc. (SPOK) and Amarin Corporation plc (AMRN). 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%JuneJulyAugustSeptemberOctoberNovember
3,452.34%
-99.30%
SPOK
AMRN

Returns By Period

In the year-to-date period, SPOK achieves a 13.26% return, which is significantly higher than AMRN's -36.94% return. Over the past 10 years, SPOK has outperformed AMRN with an annualized return of 6.41%, while AMRN has yielded a comparatively lower -8.00% annualized return.


SPOK

YTD

13.26%

1M

11.18%

6M

11.06%

1Y

0.36%

5Y (annualized)

15.06%

10Y (annualized)

6.41%

AMRN

YTD

-36.94%

1M

-4.59%

6M

-35.27%

1Y

-29.92%

5Y (annualized)

-51.89%

10Y (annualized)

-8.00%

Fundamentals


SPOKAMRN
Market Cap$323.55M$215.91M
EPS$0.71-$0.10
PEG Ratio0.00-1.74
Total Revenue (TTM)$137.71M$241.71M
Gross Profit (TTM)$109.35M$134.23M
EBITDA (TTM)$23.69M-$39.47M

Key characteristics


SPOKAMRN
Sharpe Ratio0.01-0.37
Sortino Ratio0.23-0.07
Omega Ratio1.030.99
Calmar Ratio0.02-0.29
Martin Ratio0.03-0.73
Ulcer Index11.80%40.45%
Daily Std Dev32.01%80.40%
Max Drawdown-90.60%-99.97%
Current Drawdown-3.03%-99.96%

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Correlation

-0.50.00.51.00.1

The correlation between SPOK and AMRN is 0.10, 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.

Risk-Adjusted Performance

SPOK vs. AMRN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Spok Holdings, Inc. (SPOK) and Amarin Corporation plc (AMRN). 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 SPOK, currently valued at 0.01, compared to the broader market-4.00-2.000.002.004.000.01-0.37
The chart of Sortino ratio for SPOK, currently valued at 0.23, compared to the broader market-4.00-2.000.002.004.000.23-0.07
The chart of Omega ratio for SPOK, currently valued at 1.03, compared to the broader market0.501.001.502.001.030.99
The chart of Calmar ratio for SPOK, currently valued at 0.02, compared to the broader market0.002.004.006.000.02-0.30
The chart of Martin ratio for SPOK, currently valued at 0.03, compared to the broader market0.0010.0020.0030.000.03-0.73
SPOK
AMRN

The current SPOK Sharpe Ratio is 0.01, which is higher than the AMRN Sharpe Ratio of -0.37. The chart below compares the historical Sharpe Ratios of SPOK and AMRN, 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-0.500.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
0.01
-0.37
SPOK
AMRN

Dividends

SPOK vs. AMRN - Dividend Comparison

SPOK's dividend yield for the trailing twelve months is around 7.72%, while AMRN has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
SPOK
Spok Holdings, Inc.
7.72%8.09%15.29%5.36%4.49%4.09%3.77%3.19%3.61%3.41%2.88%3.50%
AMRN
Amarin Corporation plc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SPOK vs. AMRN - Drawdown Comparison

The maximum SPOK drawdown since its inception was -90.60%, smaller than the maximum AMRN drawdown of -99.97%. Use the drawdown chart below to compare losses from any high point for SPOK and AMRN. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.03%
-99.37%
SPOK
AMRN

Volatility

SPOK vs. AMRN - Volatility Comparison

The current volatility for Spok Holdings, Inc. (SPOK) is 8.15%, while Amarin Corporation plc (AMRN) has a volatility of 20.72%. This indicates that SPOK experiences smaller price fluctuations and is considered to be less risky than AMRN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%JuneJulyAugustSeptemberOctoberNovember
8.15%
20.72%
SPOK
AMRN

Financials

SPOK vs. AMRN - Financials Comparison

This section allows you to compare key financial metrics between Spok Holdings, Inc. and Amarin Corporation plc. 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