Performance

ARW+72.03%LFUS+40.87%

RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe
ARW	-2.53%	+89.85%	+72.03%	+13.23%	-18.73%	1.52
LFUS	-2.79%	+45.08%	+40.87%	+5.31%	-22.12%	0.94

Summary

ARW vs LFUS

Over the past year, ARW returned +72.03% against +40.87% for LFUS. Over five years, ARW averaged +13.23% a year, compared with +5.31% for LFUS. ARW had the higher Sharpe ratio over the past year (1.52 vs 0.94), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -18.73% for ARW and -22.12% for LFUS.

Current Drawdown

ARW-11.32%LFUS-22.12%

Rolling Volatility

ARW+2.07%LFUS+2.20%

METRICS

Correlation Matrix

	ARW	LFUS
ARW	1.00	0.72
LFUS	0.72	1.00

Metrics

Risk Indicators

ARWLFUS

Alpha

43.99%

22.46%

Beta

1.45x

1.76x

Sharpe

1.52

0.94

Sortino

2.49

1.38

Omega

1.31

1.17

Calmar

3.85

1.85

Martin

6.72

4.01

Comparisons

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ARW vs XLK
ARW vs SPY
ARW vs AVT
ARW vs MPWR
ARW vs ON

More LFUS comparisons

LFUS vs XLK
LFUS vs SPY
LFUS vs AEIS
LFUS vs MKSI
LFUS vs AVT

ARW vs LFUS: returns, Sharpe ratio and drawdown

ARW vs LFUS

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