AMKR vs ONTO: returns, Sharpe ratio and drawdown
Performance
AMKR+29.55%ONTO+62.67%
Summary
AMKR vs ONTO
Over the past year, ONTO returned +62.67% against +29.55% for AMKR. Over five years, ONTO averaged +22.91% a year, compared with +13.89% for AMKR. ONTO had the higher Sharpe ratio over the past year (0.98 vs 0.68), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -42.31% for ONTO and -55.30% for AMKR.
Current Drawdown
AMKR-55.30%ONTO-41.68%
Rolling Volatility
AMKR+3.20%ONTO+3.95%
METRICS
Correlation Matrix
Metrics
Risk Indicators
AMKRONTO
Alpha
AMKR
20.97%
ONTO
41.18%
Beta
AMKR
3.44x
ONTO
3.13x
Sharpe
AMKR
0.68
ONTO
0.98
Sortino
AMKR
0.96
ONTO
1.47
Omega
AMKR
1.12
ONTO
1.17
Calmar
AMKR
0.53
ONTO
1.48
Martin
AMKR
2.10
ONTO
4.53
Comparisons