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

Correlation

The correlation between VAL and SMCI is 0.22, 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.


-0.50.00.51.00.2

Performance

VAL vs. SMCI - Performance Comparison

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

-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-42.90%
-63.92%
VAL
SMCI

Key characteristics

Sharpe Ratio

VAL:

-0.97

SMCI:

0.07

Sortino Ratio

VAL:

-1.38

SMCI:

1.03

Omega Ratio

VAL:

0.84

SMCI:

1.14

Calmar Ratio

VAL:

-0.78

SMCI:

0.10

Martin Ratio

VAL:

-1.71

SMCI:

0.18

Ulcer Index

VAL:

22.30%

SMCI:

44.68%

Daily Std Dev

VAL:

39.26%

SMCI:

119.66%

Max Drawdown

VAL:

-48.84%

SMCI:

-84.84%

Current Drawdown

VAL:

-48.00%

SMCI:

-72.51%

Fundamentals

Market Cap

VAL:

$3.06B

SMCI:

$19.79B

EPS

VAL:

$14.37

SMCI:

$2.01

PE Ratio

VAL:

3.00

SMCI:

16.82

Total Revenue (TTM)

VAL:

$2.26B

SMCI:

$12.82B

Gross Profit (TTM)

VAL:

$398.70M

SMCI:

$1.76B

EBITDA (TTM)

VAL:

$484.80M

SMCI:

$1.13B

Returns By Period

In the year-to-date period, VAL achieves a -39.35% return, which is significantly lower than SMCI's 14.89% return.


VAL

YTD

-39.35%

1M

-10.39%

6M

-42.66%

1Y

-38.17%

5Y*

N/A

10Y*

N/A

SMCI

YTD

14.89%

1M

15.53%

6M

-64.41%

1Y

8.12%

5Y*

67.80%

10Y*

24.53%

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

VAL vs. SMCI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Valaris Limited (VAL) 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 VAL, currently valued at -0.97, compared to the broader market-4.00-2.000.002.00-0.970.07
The chart of Sortino ratio for VAL, currently valued at -1.38, compared to the broader market-4.00-2.000.002.004.00-1.381.03
The chart of Omega ratio for VAL, currently valued at 0.84, compared to the broader market0.501.001.502.000.841.14
The chart of Calmar ratio for VAL, currently valued at -0.78, compared to the broader market0.002.004.006.00-0.780.10
The chart of Martin ratio for VAL, currently valued at -1.71, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.710.18
VAL
SMCI

The current VAL Sharpe Ratio is -0.97, which is lower than the SMCI Sharpe Ratio of 0.07. The chart below compares the historical Sharpe Ratios of VAL and SMCI, 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.97
0.07
VAL
SMCI

Dividends

VAL vs. SMCI - Dividend Comparison

Neither VAL nor SMCI has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

VAL vs. SMCI - Drawdown Comparison

The maximum VAL drawdown since its inception was -48.84%, smaller than the maximum SMCI drawdown of -84.84%. Use the drawdown chart below to compare losses from any high point for VAL and SMCI. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-48.00%
-72.51%
VAL
SMCI

Volatility

VAL vs. SMCI - Volatility Comparison

The current volatility for Valaris Limited (VAL) is 13.45%, while Super Micro Computer, Inc. (SMCI) has a volatility of 41.62%. This indicates that VAL 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.


10.00%20.00%30.00%40.00%50.00%60.00%70.00%JulyAugustSeptemberOctoberNovemberDecember
13.45%
41.62%
VAL
SMCI

Financials

VAL vs. SMCI - Financials Comparison

This section allows you to compare key financial metrics between Valaris Limited 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
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