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UMAC vs. RCAT
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

UMAC vs. RCAT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Unusual Machines, Inc (UMAC) and Red Cat Holdings, Inc. (RCAT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UMAC achieves a 77.16% return, which is significantly higher than RCAT's 34.05% return.


UMAC

1D
-9.65%
1M
34.51%
YTD
77.16%
6M
89.50%
1Y
174.57%
3Y*
5Y*
10Y*

RCAT

1D
-7.08%
1M
12.96%
YTD
34.05%
6M
15.29%
1Y
54.73%
3Y*
108.07%
5Y*
33.36%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UMAC vs. RCAT - Yearly Performance Comparison


2026 (YTD)20252024
UMAC
Unusual Machines, Inc
77.16%-24.26%320.50%
RCAT
Red Cat Holdings, Inc.
34.05%-38.29%1,971.24%

Correlation

The correlation between UMAC and RCAT is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.73

Correlation (All Time)
Calculated using the full available price history since Feb 14, 2024

0.48

Over the past year, UMAC and RCAT have become more correlated (0.73) than their long-term average of 0.48, meaning their price movements have been converging.

Fundamentals

Market Cap

UMAC:

$1.09B

RCAT:

$1.28B

EPS

UMAC:

-$0.18

RCAT:

-$0.78

PS Ratio

UMAC:

41.37

RCAT:

22.09

PB Ratio

UMAC:

3.28

RCAT:

5.38

Total Revenue (TTM)

UMAC:

$17.25M

RCAT:

$52.98M

Gross Profit (TTM)

UMAC:

$5.92M

RCAT:

$2.86M

EBITDA (TTM)

UMAC:

-$28.96M

RCAT:

-$79.24M

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Return for Risk

UMAC vs. RCAT — Risk / Return Rank

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

UMAC
UMAC Risk / Return Rank: 8181
Overall Rank
UMAC Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
UMAC Sortino Ratio Rank: 8383
Sortino Ratio Rank
UMAC Omega Ratio Rank: 7777
Omega Ratio Rank
UMAC Calmar Ratio Rank: 8585
Calmar Ratio Rank
UMAC Martin Ratio Rank: 8181
Martin Ratio Rank

RCAT
RCAT Risk / Return Rank: 6262
Overall Rank
RCAT Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
RCAT Sortino Ratio Rank: 6868
Sortino Ratio Rank
RCAT Omega Ratio Rank: 6363
Omega Ratio Rank
RCAT Calmar Ratio Rank: 6262
Calmar Ratio Rank
RCAT Martin Ratio Rank: 6161
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.

UMAC vs. RCAT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Unusual Machines, Inc (UMAC) and Red Cat Holdings, Inc. (RCAT). 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.


UMACRCATDifference
Sharpe ratioReturn per unit of total volatility

+0.86

Sortino ratioReturn per unit of downside risk

+0.89

Omega ratioGain probability vs. loss probability

1.27

1.17

+0.09

Calmar ratioReturn relative to maximum drawdown

3.34

0.92

+2.42

Martin ratioReturn relative to average drawdown

6.75

1.83

+4.93

UMAC vs. RCAT - Sharpe Ratio Comparison

The current UMAC Sharpe Ratio is 1.32, which is higher than the RCAT Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of UMAC and RCAT, 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

UMAC vs. RCAT - Drawdown Comparison

The maximum UMAC drawdown since its inception was -75.61%, smaller than the maximum RCAT drawdown of -92.25%. Use the drawdown chart below to compare losses from any high point for UMAC and RCAT.


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Drawdown Indicators


UMACRCATDifference

Max Drawdown

Largest peak-to-trough decline

-75.61%

-92.25%

+16.64%

Max Drawdown (1Y)

Largest decline over 1 year

-52.63%

-60.08%

+7.45%

Max Drawdown (3Y)

Largest decline over 3 years

-67.16%

Max Drawdown (5Y)

Largest decline over 5 years

-92.25%

Current Drawdown

Current decline from peak

-32.47%

-38.77%

+6.30%

Average Drawdown

Average peak-to-trough decline

-45.97%

-62.26%

+16.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

25.97%

30.05%

-4.08%

Volatility

UMAC vs. RCAT - Volatility Comparison

Unusual Machines, Inc (UMAC) has a higher volatility of 61.80% compared to Red Cat Holdings, Inc. (RCAT) at 42.04%. This indicates that UMAC's price experiences larger fluctuations and is considered to be riskier than RCAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UMACRCATDifference

Volatility (1M)

Calculated over the trailing 1-month period

61.80%

42.04%

+19.76%

Volatility (6M)

Calculated over the trailing 6-month period

100.24%

85.16%

+15.08%

Volatility (1Y)

Calculated over the trailing 1-year period

133.15%

118.89%

+14.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

164.29%

114.60%

+49.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

164.29%

165.21%

-0.92%

Dividends

UMAC vs. RCAT - Dividend Comparison

Neither UMAC nor RCAT has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

UMAC vs. RCAT - Financials Comparison

This section allows you to compare key financial metrics between Unusual Machines, Inc and Red Cat Holdings, 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


-10.00M0.0010.00M20.00M30.00MOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
8.10M
15.47M
(UMAC) Total Revenue
(RCAT) Total Revenue
Values in USD except per share items

Frequently Asked Questions


UMAC and RCAT have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UMAC has higher volatility (61.80%) compared to RCAT (42.04%). In terms of maximum drawdown, UMAC dropped -75.61% vs RCAT's -92.25%.

UMAC currently has the higher Sharpe Ratio (1.32 vs 0.46), 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.

Portfolio Optimizer

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