PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Elmos Semiconductor SE (ELG.DE)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINDE0005677108
SectorTechnology
IndustrySemiconductors

Highlights

Market Cap€1.34B
EPS€5.79
PE Ratio13.54
Revenue (TTM)€575.01M
Gross Profit (TTM)€207.54M
EBITDA (TTM)€177.73M
Year Range€59.00 - €85.70
Target Price€90.00

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Elmos Semiconductor SE

Performance

Performance Chart

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


250.00%300.00%350.00%400.00%December2024FebruaryMarchAprilMay
368.35%
276.01%
ELG.DE (Elmos Semiconductor SE)
Benchmark (^GSPC)

S&P 500

Returns By Period

Elmos Semiconductor SE had a return of 1.62% year-to-date (YTD) and 4.89% in the last 12 months. Over the past 10 years, Elmos Semiconductor SE had an annualized return of 19.83%, outperforming the S&P 500 benchmark which had an annualized return of 10.41%.


PeriodReturnBenchmark
Year-To-Date1.62%6.17%
1 month4.44%-2.72%
6 months11.41%17.29%
1 year4.89%23.80%
5 years (annualized)27.14%11.47%
10 years (annualized)19.83%10.41%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-12.16%12.62%0.96%5.55%
2023-3.44%28.36%-6.57%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ELG.DE is 57, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of ELG.DE is 5757
Elmos Semiconductor SE(ELG.DE)
The Sharpe Ratio Rank of ELG.DE is 5959Sharpe Ratio Rank
The Sortino Ratio Rank of ELG.DE is 5454Sortino Ratio Rank
The Omega Ratio Rank of ELG.DE is 5252Omega Ratio Rank
The Calmar Ratio Rank of ELG.DE is 6464Calmar Ratio Rank
The Martin Ratio Rank of ELG.DE is 5757Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Elmos Semiconductor SE (ELG.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


ELG.DE
Sharpe ratio
The chart of Sharpe ratio for ELG.DE, currently valued at 0.30, compared to the broader market-2.00-1.000.001.002.003.004.000.30
Sortino ratio
The chart of Sortino ratio for ELG.DE, currently valued at 0.70, compared to the broader market-4.00-2.000.002.004.006.000.70
Omega ratio
The chart of Omega ratio for ELG.DE, currently valued at 1.08, compared to the broader market0.501.001.501.08
Calmar ratio
The chart of Calmar ratio for ELG.DE, currently valued at 0.34, compared to the broader market0.002.004.006.000.34
Martin ratio
The chart of Martin ratio for ELG.DE, currently valued at 0.71, compared to the broader market-10.000.0010.0020.0030.000.71
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.97, compared to the broader market-2.00-1.000.001.002.003.004.001.97
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.84, compared to the broader market-4.00-2.000.002.004.006.002.84
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.34, compared to the broader market0.501.001.501.34
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.50, compared to the broader market0.002.004.006.001.50
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.61, compared to the broader market-10.000.0010.0020.0030.007.61

Sharpe Ratio

The current Elmos Semiconductor SE Sharpe ratio is 0.30. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Elmos Semiconductor SE with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00December2024FebruaryMarchAprilMay
0.30
2.33
ELG.DE (Elmos Semiconductor SE)
Benchmark (^GSPC)

Dividends

Dividend History

Elmos Semiconductor SE granted a 1.00% dividend yield in the last twelve months. The annual payout for that period amounted to €0.75 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend€0.75€0.75€0.65€0.52€1.04€0.52€0.40€0.35€0.33€0.33€0.25€0.25

Dividend yield

1.00%1.01%1.21%0.89%3.79%1.82%2.07%1.52%2.32%2.06%1.54%2.34%

Monthly Dividends

The table displays the monthly dividend distributions for Elmos Semiconductor SE. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024€0.00€0.00€0.00€0.00
2023€0.00€0.00€0.00€0.00€0.75€0.00€0.00€0.00€0.00€0.00€0.00€0.00
2022€0.00€0.00€0.00€0.00€0.65€0.00€0.00€0.00€0.00€0.00€0.00€0.00
2021€0.00€0.00€0.00€0.00€0.52€0.00€0.00€0.00€0.00€0.00€0.00€0.00
2020€0.00€0.00€0.00€0.00€1.04€0.00€0.00€0.00€0.00€0.00€0.00€0.00
2019€0.00€0.00€0.00€0.00€0.52€0.00€0.00€0.00€0.00€0.00€0.00€0.00
2018€0.00€0.00€0.00€0.00€0.40€0.00€0.00€0.00€0.00€0.00€0.00€0.00
2017€0.00€0.00€0.00€0.00€0.35€0.00€0.00€0.00€0.00€0.00€0.00€0.00
2016€0.00€0.00€0.00€0.00€0.33€0.00€0.00€0.00€0.00€0.00€0.00€0.00
2015€0.00€0.00€0.00€0.00€0.33€0.00€0.00€0.00€0.00€0.00€0.00€0.00
2014€0.00€0.00€0.00€0.00€0.25€0.00€0.00€0.00€0.00€0.00€0.00€0.00
2013€0.25€0.00€0.00€0.00€0.00€0.00€0.00€0.00

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%1.0%
Elmos Semiconductor SE has a dividend yield of 1.00%, which signifies it pays a smaller percentage of its stock price in dividends to its shareholders compared to other companies in the market.
Payout Ratio
20.0%40.0%60.0%80.0%100.0%120.0%12.8%
Elmos Semiconductor SE has a payout ratio of 12.76%, which is below the market average. This means Elmos Semiconductor SE returns a smaller proportion of its earnings to shareholders as dividends, suggesting it retains a higher portion for reinvestment, growth, or debt payment.

Drawdowns

Drawdowns Chart

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


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-16.89%
-3.27%
ELG.DE (Elmos Semiconductor SE)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Elmos Semiconductor SE. 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 Elmos Semiconductor SE was 97.58%, occurring on Mar 12, 2009. Recovery took 3209 trading sessions.

The current Elmos Semiconductor SE drawdown is 16.89%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-97.58%Feb 15, 20002305Mar 12, 20093209Nov 9, 20215514
-40.09%Jan 4, 2022129Jul 5, 2022106Nov 30, 2022235
-34.02%Apr 12, 2023112Sep 15, 2023
-20.65%Jan 4, 20007Jan 12, 200015Feb 2, 200022
-15.45%Dec 2, 202221Jan 2, 202312Jan 18, 202333

Volatility

Volatility Chart

The current Elmos Semiconductor SE volatility is 13.87%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2024FebruaryMarchAprilMay
13.87%
3.72%
ELG.DE (Elmos Semiconductor SE)
Benchmark (^GSPC)

Financials

Financial Performance

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

Annual
Quarterly

0.0

Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

0.00

Cost Of Revenue

0.00

Gross Profit

0.00
Operating Expenses

Selling, General & Admin Expenses

0.00

R&D Expenses

0.00

Total Operating Expenses

0.00
Income

Income Before Tax

0.00

Operating Income

0.00

EBIT

0.00

Earnings From Continuing Operations

0.00

Net Income

0.00

Income Tax Expense

0.00

Interest Expense

0.00

Other Non-Operating Income (Expenses)

0.00

Extraordinary Items

0.00

Discontinued Operations

0.00

Effect Of Accounting Charges

0.00

Non Recurring

0.00

Minority Interest

0.00

Other Items

0.00
Values in undefined except per share items