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Silicon Laboratories Inc. (SLAB)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS8269191024
CUSIP826919102
SectorTechnology
IndustrySemiconductors

Highlights

Market Cap$3.91B
EPS-$3.30
PE Ratio70.57
PEG Ratio3.03
Revenue (TTM)$641.85M
Gross Profit (TTM)$642.56M
EBITDA (TTM)-$41.01M
Year Range$74.56 - $166.94
Target Price$140.25
Short %8.40%
Short Ratio6.50

Share Price Chart


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Compare to other instruments

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Silicon Laboratories Inc.

Popular comparisons: SLAB vs. STM, SLAB vs. SMTC, SLAB vs. POWI, SLAB vs. CRUS, SLAB vs. SYNA, SLAB vs. VSH, SLAB vs. UMC, SLAB vs. MTSI, SLAB vs. ON, SLAB vs. AAPL

Performance

Performance Chart

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


50.00%100.00%150.00%200.00%250.00%December2024FebruaryMarchAprilMay
76.39%
235.71%
SLAB (Silicon Laboratories Inc.)
Benchmark (^GSPC)

S&P 500

Returns By Period

Silicon Laboratories Inc. had a return of -7.48% year-to-date (YTD) and -9.52% in the last 12 months. Over the past 10 years, Silicon Laboratories Inc. had an annualized return of 10.77%, while the S&P 500 benchmark had an annualized return of 10.64%, indicating that Silicon Laboratories Inc. performed slightly bigger than the benchmark.


PeriodReturnBenchmark
Year-To-Date-7.48%7.50%
1 month-9.25%-1.61%
6 months33.68%17.65%
1 year-9.52%26.26%
5 years (annualized)2.73%11.73%
10 years (annualized)10.77%10.64%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-6.74%11.49%4.49%-15.47%
2023-20.46%14.31%25.53%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of SLAB is 33, 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 SLAB is 3333
Silicon Laboratories Inc.(SLAB)
The Sharpe Ratio Rank of SLAB is 3333Sharpe Ratio Rank
The Sortino Ratio Rank of SLAB is 3131Sortino Ratio Rank
The Omega Ratio Rank of SLAB is 3131Omega Ratio Rank
The Calmar Ratio Rank of SLAB is 3535Calmar Ratio Rank
The Martin Ratio Rank of SLAB is 3636Martin 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 Silicon Laboratories Inc. (SLAB) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


SLAB
Sharpe ratio
The chart of Sharpe ratio for SLAB, currently valued at -0.28, compared to the broader market-2.00-1.000.001.002.003.004.00-0.28
Sortino ratio
The chart of Sortino ratio for SLAB, currently valued at -0.13, compared to the broader market-4.00-2.000.002.004.006.00-0.13
Omega ratio
The chart of Omega ratio for SLAB, currently valued at 0.99, compared to the broader market0.501.001.500.99
Calmar ratio
The chart of Calmar ratio for SLAB, currently valued at -0.20, compared to the broader market0.002.004.006.00-0.20
Martin ratio
The chart of Martin ratio for SLAB, currently valued at -0.50, compared to the broader market-10.000.0010.0020.0030.00-0.50
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.17, compared to the broader market-2.00-1.000.001.002.003.004.002.17
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.11, compared to the broader market-4.00-2.000.002.004.006.003.11
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.501.001.501.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.65, compared to the broader market0.002.004.006.001.65
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.41, compared to the broader market-10.000.0010.0020.0030.008.41

Sharpe Ratio

The current Silicon Laboratories Inc. Sharpe ratio is -0.28. 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 Silicon Laboratories Inc. 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-1.000.001.002.003.00December2024FebruaryMarchAprilMay
-0.28
2.17
SLAB (Silicon Laboratories Inc.)
Benchmark (^GSPC)

Dividends

Dividend History


Silicon Laboratories Inc. doesn't pay dividends

Drawdowns

Drawdowns Chart

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


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2024FebruaryMarchAprilMay
-41.76%
-2.41%
SLAB (Silicon Laboratories Inc.)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Silicon Laboratories Inc.. 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 Silicon Laboratories Inc. was 89.29%, occurring on Dec 20, 2000. Recovery took 4293 trading sessions.

The current Silicon Laboratories Inc. drawdown is 41.76%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-89.29%May 3, 2000162Dec 20, 20004293Jan 17, 20184455
-58.51%Nov 17, 2021492Nov 1, 2023
-43.61%Jan 24, 202038Mar 18, 2020182Dec 4, 2020220
-33.01%Jun 7, 2018139Dec 24, 201882Apr 24, 2019221
-32.35%Mar 30, 200012Apr 14, 200010May 1, 200022

Volatility

Volatility Chart

The current Silicon Laboratories Inc. volatility is 15.41%, 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%December2024FebruaryMarchAprilMay
15.41%
4.10%
SLAB (Silicon Laboratories Inc.)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Silicon Laboratories Inc. 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

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Cost Of Revenue

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Gross Profit

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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