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VICR vs. CIEN
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

VICR vs. CIEN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vicor Corporation (VICR) and Ciena Corporation (CIEN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VICR achieves a 179.31% return, which is significantly higher than CIEN's 129.03% return. Both investments have delivered pretty close results over the past 10 years, with VICR having a 39.83% annualized return and CIEN not far behind at 38.07%.


VICR

1D
-7.37%
1M
15.08%
YTD
179.31%
6M
223.80%
1Y
592.74%
3Y*
77.53%
5Y*
26.80%
10Y*
39.83%

CIEN

1D
-13.66%
1M
-1.67%
YTD
129.03%
6M
173.66%
1Y
538.49%
3Y*
124.25%
5Y*
54.93%
10Y*
38.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VICR vs. CIEN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VICR
Vicor Corporation
179.31%126.82%7.52%-16.39%-57.67%37.69%97.39%23.63%80.81%38.41%
CIEN
Ciena Corporation
129.03%175.76%88.42%-11.71%-33.77%45.64%23.80%25.89%62.02%-14.26%

Correlation

The correlation between VICR and CIEN is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.40

Correlation (3Y)
Calculated over the trailing 3-year period

0.43

Correlation (5Y)
Calculated over the trailing 5-year period

0.49

Correlation (10Y)
Calculated over the trailing 10-year period

0.42

Correlation (All Time)
Calculated using the full available price history since Feb 10, 1997

0.34

The correlation between VICR and CIEN shifts across timeframes, from 0.34 (all time) to 0.49 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

VICR:

$14.47B

CIEN:

$78.37B

EPS

VICR:

$2.98

CIEN:

$3.01

PE Ratio

VICR:

102.77

CIEN:

177.84

PS Ratio

VICR:

29.78

CIEN:

14.00

PB Ratio

VICR:

19.19

CIEN:

27.10

Total Revenue (TTM)

VICR:

$471.70M

CIEN:

$5.57B

Gross Profit (TTM)

VICR:

$277.43M

CIEN:

$2.40B

EBITDA (TTM)

VICR:

$130.39M

CIEN:

$670.55M

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Return for Risk

VICR vs. CIEN — Risk / Return Rank

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

VICR
VICR Risk / Return Rank: 9999
Overall Rank
VICR Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
VICR Sortino Ratio Rank: 9898
Sortino Ratio Rank
VICR Omega Ratio Rank: 9797
Omega Ratio Rank
VICR Calmar Ratio Rank: 9999
Calmar Ratio Rank
VICR Martin Ratio Rank: 9999
Martin Ratio Rank

CIEN
CIEN Risk / Return Rank: 9999
Overall Rank
CIEN Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
CIEN Sortino Ratio Rank: 9898
Sortino Ratio Rank
CIEN Omega Ratio Rank: 9898
Omega Ratio Rank
CIEN Calmar Ratio Rank: 100100
Calmar Ratio Rank
CIEN Martin Ratio Rank: 100100
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.

VICR vs. CIEN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vicor Corporation (VICR) and Ciena Corporation (CIEN). 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.


VICRCIENDifference
Sharpe ratioReturn per unit of total volatility

-0.88

Sortino ratioReturn per unit of downside risk

+0.12

Omega ratioGain probability vs. loss probability

1.69

1.76

-0.07

Calmar ratioReturn relative to maximum drawdown

18.68

32.26

-13.58

Martin ratioReturn relative to average drawdown

69.28

107.99

-38.71

VICR vs. CIEN - Sharpe Ratio Comparison

The current VICR Sharpe Ratio is 7.24, which is comparable to the CIEN Sharpe Ratio of 8.12. The chart below compares the historical Sharpe Ratios of VICR and CIEN, 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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Sharpe Ratios by Period


VICRCIENDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

7.24

8.12

-0.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

1.14

-0.77

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.86

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.07

+0.07

Drawdowns

VICR vs. CIEN - Drawdown Comparison

The maximum VICR drawdown since its inception was -92.26%, smaller than the maximum CIEN drawdown of -99.51%. Use the drawdown chart below to compare losses from any high point for VICR and CIEN.


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Drawdown Indicators


VICRCIENDifference

Max Drawdown

Largest peak-to-trough decline

-92.26%

-99.51%

+7.25%

Max Drawdown (1Y)

Largest decline over 1 year

-32.01%

-16.84%

-15.17%

Max Drawdown (3Y)

Largest decline over 3 years

-66.55%

-45.51%

-21.04%

Max Drawdown (5Y)

Largest decline over 5 years

-80.47%

-49.54%

-30.93%

Max Drawdown (10Y)

Largest decline over 10 years

-80.47%

-49.54%

-30.93%

Current Drawdown

Current decline from peak

-11.49%

-48.82%

+37.33%

Average Drawdown

Average peak-to-trough decline

-58.47%

-87.12%

+28.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.62%

5.80%

+2.82%

Volatility

VICR vs. CIEN - Volatility Comparison

Vicor Corporation (VICR) has a higher volatility of 37.47% compared to Ciena Corporation (CIEN) at 24.80%. This indicates that VICR's price experiences larger fluctuations and is considered to be riskier than CIEN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VICRCIENDifference

Volatility (1M)

Calculated over the trailing 1-month period

37.47%

24.80%

+12.67%

Volatility (6M)

Calculated over the trailing 6-month period

64.69%

55.10%

+9.59%

Volatility (1Y)

Calculated over the trailing 1-year period

82.57%

66.90%

+15.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

72.37%

48.28%

+24.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

63.67%

44.20%

+19.47%

Dividends

VICR vs. CIEN - Dividend Comparison

Neither VICR nor CIEN has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

VICR vs. CIEN - Financials Comparison

This section allows you to compare key financial metrics between Vicor Corporation and Ciena Corporation. 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


0.00500.00M1.00B1.50B20222023202420252026
112.97M
1.57B
(VICR) Total Revenue
(CIEN) Total Revenue
Values in USD except per share items

VICR vs. CIEN - Profitability Comparison

The chart below illustrates the profitability comparison between Vicor Corporation and Ciena Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

40.0%45.0%50.0%55.0%60.0%65.0%20222023202420252026
55.2%
44.0%
Portfolio components
VICR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Vicor Corporation reported a gross profit of 62.37M and revenue of 112.97M. Therefore, the gross margin over that period was 55.2%.

CIEN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Ciena Corporation reported a gross profit of 691.55M and revenue of 1.57B. Therefore, the gross margin over that period was 44.0%.

VICR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Vicor Corporation reported an operating income of 16.88M and revenue of 112.97M, resulting in an operating margin of 15.0%.

CIEN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Ciena Corporation reported an operating income of 237.87M and revenue of 1.57B, resulting in an operating margin of 15.1%.

VICR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Vicor Corporation reported a net income of 20.66M and revenue of 112.97M, resulting in a net margin of 18.3%.

CIEN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Ciena Corporation reported a net income of 218.22M and revenue of 1.57B, resulting in a net margin of 13.9%.


Frequently Asked Questions


VICR and CIEN have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VICR has higher volatility (37.47%) compared to CIEN (24.80%). In terms of maximum drawdown, VICR dropped -92.26% vs CIEN's -99.51%.

CIEN currently has the higher Sharpe Ratio (8.12 vs 7.24), 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.

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