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

Company Info

ISIN

US8269191024

CUSIP

826919102

Sector

Technology

IPO Date

Mar 23, 2000

Highlights

Market Cap

$4.18B

EPS (TTM)

-$7.41

PEG Ratio

3.03

Total Revenue (TTM)

$504.98M

Gross Profit (TTM)

$259.94M

EBITDA (TTM)

-$147.53M

Year Range

$94.00 - $154.91

Target Price

$112.38

Short %

12.13%

Short Ratio

7.10

Share Price Chart


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Compare to other instruments

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


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

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.


-20.00%-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
8.24%
7.29%
SLAB (Silicon Laboratories Inc.)
Benchmark (^GSPC)

Returns By Period

Silicon Laboratories Inc. had a return of -7.14% year-to-date (YTD) and -5.79% in the last 12 months. Over the past 10 years, Silicon Laboratories Inc. had an annualized return of 10.24%, while the S&P 500 had an annualized return of 11.01%, indicating that Silicon Laboratories Inc. did not perform as well as the benchmark.


SLAB

YTD

-7.14%

1M

21.95%

6M

3.65%

1Y

-5.79%

5Y*

1.22%

10Y*

10.24%

^GSPC (Benchmark)

YTD

23.11%

1M

-0.36%

6M

7.02%

1Y

23.15%

5Y*

12.80%

10Y*

11.01%

Monthly Returns

The table below presents the monthly returns of SLAB, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-6.74%11.49%4.49%-15.47%3.85%-12.32%8.59%-1.47%-2.37%-10.13%6.54%-7.14%
202315.66%13.78%-1.93%-20.44%0.98%12.13%-5.45%-9.57%-14.07%-20.46%14.31%25.53%-2.51%
2022-19.97%-6.95%-2.28%-10.18%10.56%-5.99%5.18%-15.02%-1.51%-6.90%26.56%-6.72%-34.27%
20213.01%18.73%-9.42%-0.09%-3.11%12.22%-2.78%5.79%-11.08%34.67%3.98%5.17%62.10%
2020-15.24%-9.80%-3.69%13.83%-3.66%7.06%0.24%1.89%-4.45%4.71%14.40%8.64%9.79%
2019-2.93%5.91%-0.20%33.14%-13.09%10.51%8.52%-2.86%2.16%-4.59%-0.29%9.49%47.16%
20188.95%-2.81%-3.85%3.34%13.67%-5.68%-4.37%2.89%-6.33%-11.19%8.39%-10.82%-10.75%
20170.31%3.53%8.96%-3.26%5.13%-8.62%9.88%1.07%5.27%18.77%-4.00%-3.07%35.85%
2016-6.06%-9.54%8.99%4.09%6.30%-2.03%9.31%7.55%2.62%1.96%10.68%-2.03%33.91%
2015-8.11%15.72%0.26%1.77%7.30%-2.58%-16.70%-3.36%-4.46%20.29%8.28%-10.29%1.93%
20149.07%10.01%0.54%-13.97%0.38%9.15%-17.30%11.29%-10.35%12.18%-0.53%5.01%9.95%
20134.40%-4.86%-0.39%-3.99%8.41%-3.81%-5.67%-0.95%10.39%-5.83%-2.91%10.91%3.61%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of SLAB is 40, indicating average performance compared to other stocks on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of SLAB is 4040
Overall Rank
The Sharpe Ratio Rank of SLAB is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of SLAB is 3838
Sortino Ratio Rank
The Omega Ratio Rank of SLAB is 3838
Omega Ratio Rank
The Calmar Ratio Rank of SLAB is 4242
Calmar Ratio Rank
The Martin Ratio Rank of SLAB is 4242
Martin 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.


Sharpe ratio
The chart of Sharpe ratio for SLAB, currently valued at -0.12, compared to the broader market-4.00-2.000.002.00-0.121.90
The chart of Sortino ratio for SLAB, currently valued at 0.16, compared to the broader market-4.00-2.000.002.004.000.162.54
The chart of Omega ratio for SLAB, currently valued at 1.02, compared to the broader market0.501.001.502.001.021.35
The chart of Calmar ratio for SLAB, currently valued at -0.10, compared to the broader market0.002.004.006.00-0.102.81
The chart of Martin ratio for SLAB, currently valued at -0.27, compared to the broader market0.0010.0020.00-0.2712.39
SLAB
^GSPC

The current Silicon Laboratories Inc. Sharpe ratio is -0.12. This value is calculated based on the past 1 year 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.12
1.90
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. Drawdowns are calculated considering price movements and all distributions paid, if any.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-41.54%
-3.58%
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 41.54%.


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 15.01%, 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%20.00%JulyAugustSeptemberOctoberNovemberDecember
15.01%
3.64%
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

Historical P/E Ratio Chart

The chart below displays the historical trend of the price-to-earnings (P/E) ratio for Silicon Laboratories Inc..


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Income Statement



TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items
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The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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