Performance

AVAV-66.54%RKLB-24.51%

RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe
AVAV	-1.16%	-52.46%	-66.54%	+6.49%	-69.30%	-1.17
RKLB	-7.98%	-33.10%	-24.51%	+29.55%	-66.16%	0.11

Summary

AVAV vs RKLB

Over the past year, RKLB returned -24.51% against -66.54% for AVAV. Over five years, RKLB averaged +29.55% a year, compared with +6.49% for AVAV. RKLB had the higher Sharpe ratio over the past year (0.11 vs -1.17), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -66.16% for RKLB and -69.30% for AVAV.

Current Drawdown

AVAV-69.00%RKLB-66.16%

Rolling Volatility

AVAV+2.14%RKLB+4.23%

METRICS

Correlation Matrix

	AVAV	RKLB
AVAV	1.00	0.49
RKLB	0.49	1.00

Metrics

Risk Indicators

AVAVRKLB

Alpha

-106.45%

-26.27%

Beta

2.08x

3.92x

Sharpe

-1.17

0.11

Sortino

-1.61

0.17

Omega

0.82

1.02

Calmar

-0.96

-0.37

Martin

-1.81

0.29

Comparisons

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AVAV vs KTOS
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AVAV vs DRS

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RKLB vs SPCX
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RKLB vs RKLX
RKLB vs XLI
RKLB vs SPY

AVAV vs RKLB: returns, Sharpe ratio and drawdown

AVAV vs RKLB

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