ASTS vs IRDM: returns, Sharpe ratio and drawdown
Performance
ASTS-50.90%IRDM+134.39%
Summary
ASTS vs IRDM
Over the past year, IRDM returned +134.39% against -50.90% for ASTS. Over five years, ASTS averaged +29.66% a year, compared with +1.55% for IRDM. IRDM had the higher Sharpe ratio over the past year (1.62 vs -0.16), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -21.46% for IRDM and -69.45% for ASTS.
Current Drawdown
ASTS-69.45%IRDM-21.46%
Rolling Volatility
ASTS+5.29%IRDM+1.40%
METRICS
Correlation Matrix
Metrics
Risk Indicators
ASTSIRDM
Alpha
ASTS
-53.72%
IRDM
87.36%
Beta
ASTS
3.87x
IRDM
1.35x
Sharpe
ASTS
-0.16
IRDM
1.62
Sortino
ASTS
-0.24
IRDM
3.13
Omega
ASTS
0.97
IRDM
1.38
Calmar
ASTS
-0.73
IRDM
6.26
Martin
ASTS
-0.48
IRDM
9.24
Comparisons