IRDM vs SPCX: Returns, Risk & Full Comparison | Redstone

IRDM vs SPCX: Returns, Risk & Full Comparison | Redstone

Performance

IRDM+134.39%SPCX-9.27%

RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe
IRDM	-2.73%	+146.40%	+134.39%	+1.55%	-21.46%	1.62
SPCX	-1.74%	—	—	—	—	—

Current Drawdown

IRDM-21.46%SPCX-27.64%

Rolling Volatility

IRDM+1.40%SPCX+3.16%

METRICS

Correlation Matrix

	IRDM	SPCX
IRDM	1.00	0.25
SPCX	0.25	1.00

Metrics

Risk Indicators

IRDMSPCX

Alpha

87.36%

—

Beta

1.35x

—

Sharpe

1.62

—

Sortino

3.13

—

Omega

1.38

—

Calmar

6.26

—

Martin

9.24

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Comparisons

More IRDM comparisons

More SPCX comparisons