Performance

APH+43.37%GLW+88.82%

RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe
APH	+2.25%	+24.89%	+43.37%	+35.38%	-28.33%	0.93
GLW	+2.52%	+72.80%	+88.82%	+32.89%	-51.48%	1.18

Summary

APH vs GLW

Over the past year, GLW returned +88.82% against +43.37% for APH. Over five years, APH averaged +35.38% a year, compared with +32.89% for GLW. GLW had the higher Sharpe ratio over the past year (1.18 vs 0.93), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -28.33% for APH and -51.48% for GLW.

Current Drawdown

APH-1.56%GLW-38.72%

Rolling Volatility

APH+2.30%GLW+4.47%

METRICS

Correlation Matrix

	APH	GLW
APH	1.00	0.47
GLW	0.47	1.00

Metrics

Risk Indicators

APHGLW

Alpha

17.52%

46.78%

Beta

1.76x

2.84x

Sharpe

0.93

1.18

Sortino

1.30

1.78

Omega

1.17

1.22

Calmar

1.53

1.73

Martin

3.64

4.00

Comparisons

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APH vs XLK
APH vs SPY
APH vs TEL
APH vs LRCX
APH vs JBL

More GLW comparisons

GLW vs XLK
GLW vs SPY
GLW vs LRCX
GLW vs AMAT
GLW vs TER

APH vs GLW: returns, Sharpe ratio and drawdown

APH vs GLW

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