COHR vs MTSI: returns, Sharpe ratio and drawdown

Over the past year, COHR returned +93.76% against +86.87% for MTSI. Over five years, COHR averaged +31.17% a year, compared with +30.53% for MTSI. MTSI had the higher Sharpe ratio over the past year (1.25 vs 1.15), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -44.17% for MTSI and -47.98% for COHR.