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WOLF vs. SKYT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between WOLF and SKYT 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.


-0.50.00.51.00.5

Performance

WOLF vs. SKYT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wolfspeed, Inc. (WOLF) and SkyWater Technology, Inc. (SKYT). The values are adjusted to include any dividend payments, if applicable.

-60.00%-40.00%-20.00%0.00%20.00%40.00%60.00%SeptemberOctoberNovemberDecember2025February
-50.55%
-0.71%
WOLF
SKYT

Key characteristics

Sharpe Ratio

WOLF:

-0.61

SKYT:

0.02

Sortino Ratio

WOLF:

-0.76

SKYT:

0.81

Omega Ratio

WOLF:

0.91

SKYT:

1.11

Calmar Ratio

WOLF:

-0.76

SKYT:

0.02

Martin Ratio

WOLF:

-1.38

SKYT:

0.07

Ulcer Index

WOLF:

52.86%

SKYT:

28.48%

Daily Std Dev

WOLF:

118.99%

SKYT:

99.17%

Max Drawdown

WOLF:

-96.60%

SKYT:

-86.72%

Current Drawdown

WOLF:

-95.18%

SKYT:

-71.82%

Fundamentals

Market Cap

WOLF:

$1.06B

SKYT:

$461.31M

EPS

WOLF:

-$7.69

SKYT:

-$0.36

Total Revenue (TTM)

WOLF:

$776.60M

SKYT:

$266.78M

Gross Profit (TTM)

WOLF:

-$49.00M

SKYT:

$50.33M

EBITDA (TTM)

WOLF:

-$481.90M

SKYT:

$13.04M

Returns By Period

In the year-to-date period, WOLF achieves a 2.70% return, which is significantly higher than SKYT's -29.86% return.


WOLF

YTD

2.70%

1M

10.68%

6M

-50.51%

1Y

-72.94%

5Y*

-32.16%

10Y*

-16.13%

SKYT

YTD

-29.86%

1M

-16.26%

6M

-0.72%

1Y

-1.43%

5Y*

N/A

10Y*

N/A

*Annualized

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

WOLF vs. SKYT — Risk-Adjusted Performance Rank

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

WOLF
The Risk-Adjusted Performance Rank of WOLF is 1212
Overall Rank
The Sharpe Ratio Rank of WOLF is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of WOLF is 1515
Sortino Ratio Rank
The Omega Ratio Rank of WOLF is 1717
Omega Ratio Rank
The Calmar Ratio Rank of WOLF is 66
Calmar Ratio Rank
The Martin Ratio Rank of WOLF is 88
Martin Ratio Rank

SKYT
The Risk-Adjusted Performance Rank of SKYT is 5050
Overall Rank
The Sharpe Ratio Rank of SKYT is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of SKYT is 5454
Sortino Ratio Rank
The Omega Ratio Rank of SKYT is 5454
Omega Ratio Rank
The Calmar Ratio Rank of SKYT is 4747
Calmar Ratio Rank
The Martin Ratio Rank of SKYT is 4747
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.

WOLF vs. SKYT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Wolfspeed, Inc. (WOLF) and SkyWater Technology, Inc. (SKYT). 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 WOLF, currently valued at -0.61, compared to the broader market-2.000.002.00-0.610.02
The chart of Sortino ratio for WOLF, currently valued at -0.76, compared to the broader market-4.00-2.000.002.004.006.00-0.760.81
The chart of Omega ratio for WOLF, currently valued at 0.91, compared to the broader market0.501.001.502.000.911.11
The chart of Calmar ratio for WOLF, currently valued at -0.76, compared to the broader market0.002.004.006.00-0.760.02
The chart of Martin ratio for WOLF, currently valued at -1.38, compared to the broader market-10.000.0010.0020.0030.00-1.380.07
WOLF
SKYT

The current WOLF Sharpe Ratio is -0.61, which is lower than the SKYT Sharpe Ratio of 0.02. The chart below compares the historical Sharpe Ratios of WOLF and SKYT, 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-1.00-0.500.000.501.00SeptemberOctoberNovemberDecember2025February
-0.61
0.02
WOLF
SKYT

Dividends

WOLF vs. SKYT - Dividend Comparison

Neither WOLF nor SKYT has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

WOLF vs. SKYT - Drawdown Comparison

The maximum WOLF drawdown since its inception was -96.60%, which is greater than SKYT's maximum drawdown of -86.72%. Use the drawdown chart below to compare losses from any high point for WOLF and SKYT. For additional features, visit the drawdowns tool.


-100.00%-90.00%-80.00%-70.00%-60.00%-50.00%SeptemberOctoberNovemberDecember2025February
-95.18%
-71.82%
WOLF
SKYT

Volatility

WOLF vs. SKYT - Volatility Comparison

Wolfspeed, Inc. (WOLF) has a higher volatility of 30.16% compared to SkyWater Technology, Inc. (SKYT) at 18.74%. This indicates that WOLF's price experiences larger fluctuations and is considered to be riskier than SKYT 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%SeptemberOctoberNovemberDecember2025February
30.16%
18.74%
WOLF
SKYT

Financials

WOLF vs. SKYT - Financials Comparison

This section allows you to compare key financial metrics between Wolfspeed, Inc. and SkyWater Technology, 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
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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.

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