VAL vs. SMCI
Compare and contrast key facts about Valaris Limited (VAL) and Super Micro Computer, Inc. (SMCI).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VAL or SMCI.
Key characteristics
| VAL | SMCI | |
|---|---|---|
| YTD Return | -27.08% | -13.74% |
| 1Y Return | -26.08% | -7.43% |
| 3Y Return (Ann) | 10.01% | 76.44% |
| Sharpe Ratio | -0.65 | -0.05 |
| Sortino Ratio | -0.77 | 0.71 |
| Omega Ratio | 0.91 | 1.10 |
| Calmar Ratio | -0.63 | -0.07 |
| Martin Ratio | -1.45 | -0.15 |
| Ulcer Index | 17.03% | 37.40% |
| Daily Std Dev | 37.81% | 106.82% |
| Max Drawdown | -39.45% | -80.89% |
| Current Drawdown | -37.48% | -79.36% |
Fundamentals
| VAL | SMCI | |
|---|---|---|
| Market Cap | $3.56B | $14.36B |
| EPS | $14.37 | $1.93 |
| PE Ratio | 3.48 | 12.70 |
| Total Revenue (TTM) | $2.26B | $12.82B |
| Gross Profit (TTM) | $398.70M | $1.76B |
| EBITDA (TTM) | $377.10M | $1.11B |
Correlation
The correlation between VAL and SMCI is 0.24, 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.
Performance
VAL vs. SMCI - Performance Comparison
In the year-to-date period, VAL achieves a -27.08% return, which is significantly lower than SMCI's -13.74% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
Dividends
VAL vs. SMCI - Dividend Comparison
Neither VAL nor SMCI has paid dividends to shareholders.
Drawdowns
VAL vs. SMCI - Drawdown Comparison
The maximum VAL drawdown since its inception was -39.45%, smaller than the maximum SMCI drawdown of -80.89%. Use the drawdown chart below to compare losses from any high point for VAL and SMCI. For additional features, visit the drawdowns tool.
Volatility
VAL vs. SMCI - Volatility Comparison
The current volatility for Valaris Limited (VAL) is 11.95%, while Super Micro Computer, Inc. (SMCI) has a volatility of 49.10%. 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.
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.
Total Revenue: Total amount of money received from sales and other business activities