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VICR vs. SANM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between VICR and SANM is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

VICR vs. SANM - Performance Comparison

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

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Key characteristics

Sharpe Ratio

VICR:

0.48

SANM:

0.78

Sortino Ratio

VICR:

1.10

SANM:

1.30

Omega Ratio

VICR:

1.16

SANM:

1.18

Calmar Ratio

VICR:

0.40

SANM:

0.35

Martin Ratio

VICR:

2.15

SANM:

3.14

Ulcer Index

VICR:

15.00%

SANM:

9.29%

Daily Std Dev

VICR:

70.06%

SANM:

37.14%

Max Drawdown

VICR:

-92.26%

SANM:

-99.66%

Current Drawdown

VICR:

-73.05%

SANM:

-76.42%

Fundamentals

Market Cap

VICR:

$1.99B

SANM:

$4.46B

EPS

VICR:

$0.53

SANM:

$4.32

PE Ratio

VICR:

82.85

SANM:

19.32

PEG Ratio

VICR:

0.00

SANM:

0.91

PS Ratio

VICR:

5.38

SANM:

0.57

PB Ratio

VICR:

3.21

SANM:

1.93

Total Revenue (TTM)

VICR:

$283.39M

SANM:

$7.85B

Gross Profit (TTM)

VICR:

$140.51M

SANM:

$668.98M

EBITDA (TTM)

VICR:

$10.47M

SANM:

$482.12M

Returns By Period

In the year-to-date period, VICR achieves a -9.13% return, which is significantly lower than SANM's 10.29% return. Over the past 10 years, VICR has underperformed SANM with an annualized return of 12.27%, while SANM has yielded a comparatively higher 14.58% annualized return.


VICR

YTD

-9.13%

1M

-6.24%

6M

-27.95%

1Y

33.18%

5Y*

-3.27%

10Y*

12.27%

SANM

YTD

10.29%

1M

9.89%

6M

0.10%

1Y

28.54%

5Y*

27.10%

10Y*

14.58%

*Annualized

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Risk-Adjusted Performance

VICR vs. SANM — Risk-Adjusted Performance Rank

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

VICR
The Risk-Adjusted Performance Rank of VICR is 7070
Overall Rank
The Sharpe Ratio Rank of VICR is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of VICR is 6868
Sortino Ratio Rank
The Omega Ratio Rank of VICR is 6969
Omega Ratio Rank
The Calmar Ratio Rank of VICR is 6868
Calmar Ratio Rank
The Martin Ratio Rank of VICR is 7373
Martin Ratio Rank

SANM
The Risk-Adjusted Performance Rank of SANM is 7474
Overall Rank
The Sharpe Ratio Rank of SANM is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of SANM is 7272
Sortino Ratio Rank
The Omega Ratio Rank of SANM is 7272
Omega Ratio Rank
The Calmar Ratio Rank of SANM is 6666
Calmar Ratio Rank
The Martin Ratio Rank of SANM is 7979
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VICR vs. SANM - Risk-Adjusted Performance Comparison

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


The current VICR Sharpe Ratio is 0.48, which is lower than the SANM Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of VICR and SANM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

VICR vs. SANM - Dividend Comparison

Neither VICR nor SANM has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

VICR vs. SANM - Drawdown Comparison

The maximum VICR drawdown since its inception was -92.26%, smaller than the maximum SANM drawdown of -99.66%. Use the drawdown chart below to compare losses from any high point for VICR and SANM. For additional features, visit the drawdowns tool.


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Volatility

VICR vs. SANM - Volatility Comparison

Vicor Corporation (VICR) has a higher volatility of 29.47% compared to Sanmina Corporation (SANM) at 10.03%. This indicates that VICR's price experiences larger fluctuations and is considered to be riskier than SANM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

VICR vs. SANM - Financials Comparison

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


0.00500.00M1.00B1.50B2.00B20212022202320242025
93.97M
1.98B
(VICR) Total Revenue
(SANM) Total Revenue
Values in USD except per share items

VICR vs. SANM - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%20.0%30.0%40.0%50.0%20212022202320242025
47.2%
8.9%
(VICR) Gross Margin
(SANM) Gross Margin
VICR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Vicor Corporation reported a gross profit of 44.37M and revenue of 93.97M. Therefore, the gross margin over that period was 47.2%.

SANM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Sanmina Corporation reported a gross profit of 176.24M and revenue of 1.98B. Therefore, the gross margin over that period was 8.9%.

VICR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Vicor Corporation reported an operating income of -149.00K and revenue of 93.97M, resulting in an operating margin of -0.2%.

SANM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Sanmina Corporation reported an operating income of 91.62M and revenue of 1.98B, resulting in an operating margin of 4.6%.

VICR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Vicor Corporation reported a net income of 2.54M and revenue of 93.97M, resulting in a net margin of 2.7%.

SANM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Sanmina Corporation reported a net income of 64.21M and revenue of 1.98B, resulting in a net margin of 3.2%.