ABBNY vs. STHH
ABBNY (ABB Ltd) is a stock, while STHH (STMicroelectronics NV ADRhedged) is Technology Equities fund tracking the STMicroelectronics NV Local Shares Total Return. Over the past year, ABBNY returned 88.53% vs 158.32% for STHH. At a 0.49 correlation, their price movements are largely independent.
Performance
ABBNY vs. STHH - Performance Comparison
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Returns By Period
In the year-to-date period, ABBNY achieves a 45.38% return, which is significantly lower than STHH's 187.72% return.
ABBNY
- 1D
- -3.42%
- 1M
- -0.40%
- YTD
- 45.38%
- 6M
- 43.06%
- 1Y
- 88.53%
- 3Y*
- 43.31%
- 5Y*
- 28.07%
- 10Y*
- 22.17%
STHH
- 1D
- -8.12%
- 1M
- 10.72%
- YTD
- 187.72%
- 6M
- 187.07%
- 1Y
- 158.32%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ABBNY vs. STHH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
ABBNY ABB Ltd | 45.38% | 45.96% |
STHH STMicroelectronics NV ADRhedged | 187.72% | 17.60% |
Correlation
The correlation between ABBNY and STHH is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Apr 23, 2025 | 0.49 |
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Return for Risk
ABBNY vs. STHH — Risk / Return Rank
ABBNY
STHH
ABBNY vs. STHH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ABB Ltd (ABBNY) and STMicroelectronics NV ADRhedged (STHH). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
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.
| ABBNY | STHH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.13 | ||
| Sortino ratioReturn per unit of downside risk | +0.61 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 1.47 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 5.66 | 4.70 | +0.96 |
| Martin ratioReturn relative to average drawdown | 21.83 | 10.65 | +11.18 |
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Drawdowns
ABBNY vs. STHH - Drawdown Comparison
The maximum ABBNY drawdown since its inception was -93.98%, which is greater than STHH's maximum drawdown of -33.89%. Use the drawdown chart below to compare losses from any high point for ABBNY and STHH.
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Drawdown Indicators
| ABBNY | STHH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.98% | -33.89% | -60.09% |
Max Drawdown (1Y)Largest decline over 1 year | -15.71% | -33.89% | +18.18% |
Max Drawdown (3Y)Largest decline over 3 years | -20.26% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -36.07% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -43.98% | — | — |
Current DrawdownCurrent decline from peak | -3.42% | -8.12% | +4.70% |
Average DrawdownAverage peak-to-trough decline | -25.50% | -10.17% | -15.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.07% | 14.93% | -10.86% |
Volatility
ABBNY vs. STHH - Volatility Comparison
The current volatility for ABB Ltd (ABBNY) is 11.47%, while STMicroelectronics NV ADRhedged (STHH) has a volatility of 25.53%. This indicates that ABBNY experiences smaller price fluctuations and is considered to be less risky than STHH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ABBNY | STHH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.47% | 25.53% | -14.06% |
Volatility (6M)Calculated over the trailing 6-month period | 25.77% | 41.13% | -15.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.71% | 52.67% | -21.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.29% | 51.51% | -25.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.41% | 51.51% | -26.10% |
Dividends
ABBNY vs. STHH - Dividend Comparison
ABBNY's dividend yield for the trailing twelve months is around 1.15%, more than STHH's 0.70% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ABBNY ABB Ltd | 1.15% | 1.39% | 1.79% | 2.07% | 2.88% | 2.29% | 2.77% | 3.31% | 4.35% | 2.84% | 3.47% | 4.21% |
STHH STMicroelectronics NV ADRhedged | 0.70% | 0.69% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ABBNY and STHH have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
STHH has higher volatility (25.53%) compared to ABBNY (11.47%). In terms of maximum drawdown, ABBNY dropped -93.98% vs STHH's -33.89%.
STHH currently has the higher Sharpe Ratio (3.02 vs 2.90), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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