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ISIN
US74016W6194
CUSIP
74016W619
Issuer
ADRhedged
Inception Date
Mar 13, 2025
Region
Europe (Europe Developed)
Leveraged
1x (No leverage)
Index Tracked
STMicroelectronics NV Local Shares Total Return
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth
Assets Under Management
$8M

Share Price Chart


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Performance

STHH Performance Chart

STMicroelectronics NV ADRhedged (STHH) is up 207.7% since the beginning of the year. STHH is currently trading at $157 per share.


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S&P 500 Index

Returns By Period

STMicroelectronics NV ADRhedged (STHH) has returned 207.66% so far this year and 179.38% over the past 12 months.


STMicroelectronics NV ADRhedged

1D
6.57%
1M
18.40%
YTD
207.66%
6M
207.78%
1Y
179.38%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
0.00%
1M
-0.71%
YTD
8.39%
6M
8.57%
1Y
24.33%
3Y*
18.94%
5Y*
12.24%
10Y*
13.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

STHH Monthly Returns History

Based on dividend-adjusted daily data since Apr 23, 2025, STHH's average daily return is +0.49%, while the average monthly return is +10.08%. At this rate, an investment would double in approximately 0.6 years.

Historically, 80% of months were positive and 20% were negative. The best month was Apr 2026 with a return of +57.0%, while the worst month was Jul 2025 at -13.6%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 2 months.

On a daily basis, STHH closed higher 55% of trading days. The best single day was Jun 2, 2026 with a return of +15.2%, while the worst single day was Jul 24, 2025 at -15.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20266.68%20.66%5.29%56.96%25.69%15.07%207.66%
20254.54%9.89%17.57%-13.57%3.83%4.75%-11.35%-6.38%11.61%17.60%

Benchmark Metrics

STMicroelectronics NV ADRhedged has an annualized alpha of 85.20%, beta of 2.08, and R2 of 0.27 versus S&P 500 Index. Calculated based on daily prices since April 23, 2025.

  • This ETF captured 237.00% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -1519.36%) - a profile typical of hedging or uncorrelated assets.
  • R2 of 0.27 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
85.20%
Beta
2.08
0.27
Upside Capture
237.00%
Downside Capture
-1,519.36%

Expense Ratio

STHH has an expense ratio of 0.19%, which is considered low.


Return for Risk

Risk / Return Rank

STHH ranks 84 for risk / return — in the top 84% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


STHH Risk / Return Rank: 8484
Overall Rank
STHH Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
STHH Sortino Ratio Rank: 8585
Sortino Ratio Rank
STHH Omega Ratio Rank: 8787
Omega Ratio Rank
STHH Calmar Ratio Rank: 8989
Calmar Ratio Rank
STHH Martin Ratio Rank: 6666
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for STMicroelectronics NV ADRhedged (STHH) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


STHHBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+1.44

Sortino ratioReturn per unit of downside risk

+0.97

Omega ratioGain probability vs. loss probability

1.51

1.35

+0.16

Calmar ratioReturn relative to maximum drawdown

5.19

2.66

+2.54

Martin ratioReturn relative to average drawdown

11.77

11.86

-0.09

Dividends

Dividend History

STMicroelectronics NV ADRhedged provided a 0.66% dividend yield over the last twelve months, with an annual payout of $1.03 per share.


0.69%$0.00$0.10$0.20$0.30$0.402025
Dividends
Dividend Yield
PeriodTTM2025
Dividend$1.03$0.35

Dividend yield

0.66%0.69%

Monthly Dividends

The table displays the monthly dividend distributions for STMicroelectronics NV ADRhedged. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.52$0.00$0.00$0.16$0.68
2025$0.35$0.35

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the STMicroelectronics NV ADRhedged. 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 STMicroelectronics NV ADRhedged was 33.89%, occurring on Nov 20, 2025. Recovery took 54 trading sessions.

The current STMicroelectronics NV ADRhedged drawdown is 0.61%.


Related event

Drawdown

Fall

Recovery

Underwater

2025 bear market2025
-33.89%Nov 2025
4mo2mo 22d
6mo 22dJul 2025 - Feb 2026
2026 correction2026
-10.83%Jun 2026
6d
18d 23hJun 2026 - now
2026 pullback2026
-9.24%Mar 2026
1mo 6d11d
1mo 17dFeb 2026 - Mar 2026
2025 selloff2025
-7.76%May 2025
8d12d
20dMay 2025 - Jun 2025
2025 selloff2025
-6.47%Jun 2025
9d12d
21dJun 2025 - Jul 2025

Drawdown Indicators


STHHBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-33.89%

-56.78%

+22.89%

Max Drawdown (1Y)

Largest decline over 1 year

-33.89%

-9.10%

-24.79%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.61%

-2.49%

+1.88%

Average Drawdown

Average peak-to-trough decline

-10.22%

-10.72%

+0.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.92%

2.03%

+12.89%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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