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Diodes Incorporated (DIOD)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS2545431015
CUSIP254543101
SectorTechnology
IndustrySemiconductors

Highlights

Market Cap$3.14B
EPS$4.91
PE Ratio13.90
PEG Ratio0.88
Revenue (TTM)$1.66B
Gross Profit (TTM)$827.24M
EBITDA (TTM)$387.47M
Year Range$60.00 - $97.37
Target Price$71.60
Short %4.48%
Short Ratio3.96

Share Price Chart


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Diodes Incorporated

Popular comparisons: DIOD vs. ON, DIOD vs. SNPS, DIOD vs. VTI, DIOD vs. COST, DIOD vs. SPY

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Diodes Incorporated, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


5,000.00%10,000.00%15,000.00%20,000.00%25,000.00%OctoberNovemberDecember2024FebruaryMarch
21,825.23%
5,032.50%
DIOD (Diodes Incorporated)
Benchmark (^GSPC)

S&P 500

Returns By Period

Diodes Incorporated had a return of -12.59% year-to-date (YTD) and -20.02% in the last 12 months. Over the past 10 years, Diodes Incorporated had an annualized return of 10.84%, which was very close to the S&P 500 benchmark's annualized return of 10.96%.


PeriodReturnBenchmark
Year-To-Date-12.59%10.04%
1 month2.82%3.53%
6 months-8.00%22.79%
1 year-20.02%32.16%
5 years (annualized)15.26%13.15%
10 years (annualized)10.84%10.96%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-16.39%0.98%
2023-13.38%-3.68%-17.45%2.06%21.23%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents risk-adjusted performance metrics for Diodes Incorporated (DIOD) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
DIOD
Diodes Incorporated
-0.60
^GSPC
S&P 500
2.76

Sharpe Ratio

The current Diodes Incorporated Sharpe ratio is -0.60. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00OctoberNovemberDecember2024FebruaryMarch
-0.60
2.76
DIOD (Diodes Incorporated)
Benchmark (^GSPC)

Dividends

Dividend History


Diodes Incorporated doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-37.40%
0
DIOD (Diodes Incorporated)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Diodes Incorporated. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Diodes Incorporated was 90.09%, occurring on Nov 21, 2008. Recovery took 2247 trading sessions.

The current Diodes Incorporated drawdown is 37.40%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-90.09%Oct 11, 2007283Nov 21, 20082247Oct 26, 20172530
-88.71%Jan 23, 19841474Sep 28, 1990618Feb 25, 19942092
-86.52%Jun 26, 2000310Sep 21, 2001577Jan 7, 2004887
-78.95%Jul 14, 1995817Oct 8, 1998299Dec 22, 19991116
-66.67%Jan 20, 1981339Aug 13, 198268Nov 29, 1982407

Volatility

Volatility Chart

The current Diodes Incorporated volatility is 12.24%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%5.00%10.00%15.00%OctoberNovemberDecember2024FebruaryMarch
12.24%
2.82%
DIOD (Diodes Incorporated)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Diodes Incorporated over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

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Values in undefined except per share items