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ADI vs. STM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ADI and STM is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

ADI vs. STM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Analog Devices, Inc. (ADI) and STMicroelectronics N.V. (STM). The values are adjusted to include any dividend payments, if applicable.

1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%6,000.00%7,000.00%NovemberDecember2025FebruaryMarchApril
5,829.37%
876.14%
ADI
STM

Key characteristics

Sharpe Ratio

ADI:

0.10

STM:

-0.78

Sortino Ratio

ADI:

0.47

STM:

-1.04

Omega Ratio

ADI:

1.06

STM:

0.87

Calmar Ratio

ADI:

0.13

STM:

-0.62

Martin Ratio

ADI:

0.39

STM:

-1.12

Ulcer Index

ADI:

10.81%

STM:

36.72%

Daily Std Dev

ADI:

42.38%

STM:

52.11%

Max Drawdown

ADI:

-82.88%

STM:

-94.40%

Current Drawdown

ADI:

-19.84%

STM:

-56.35%

Fundamentals

Market Cap

ADI:

$96.83B

STM:

$20.84B

EPS

ADI:

$3.13

STM:

$1.66

PE Ratio

ADI:

62.37

STM:

14.06

PEG Ratio

ADI:

0.78

STM:

1.99

PS Ratio

ADI:

10.37

STM:

1.57

PB Ratio

ADI:

2.59

STM:

1.19

Total Revenue (TTM)

ADI:

$9.34B

STM:

$9.81B

Gross Profit (TTM)

ADI:

$4.96B

STM:

$3.78B

EBITDA (TTM)

ADI:

$3.57B

STM:

$2.49B

Returns By Period

In the year-to-date period, ADI achieves a -8.01% return, which is significantly lower than STM's -6.42% return. Over the past 10 years, ADI has outperformed STM with an annualized return of 14.27%, while STM has yielded a comparatively lower 11.13% annualized return.


ADI

YTD

-8.01%

1M

-7.57%

6M

-14.73%

1Y

-0.03%

5Y*

15.04%

10Y*

14.27%

STM

YTD

-6.42%

1M

0.87%

6M

-16.91%

1Y

-44.65%

5Y*

-0.70%

10Y*

11.13%

*Annualized

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Risk-Adjusted Performance

ADI vs. STM — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ADI
The Risk-Adjusted Performance Rank of ADI is 5454
Overall Rank
The Sharpe Ratio Rank of ADI is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of ADI is 5151
Sortino Ratio Rank
The Omega Ratio Rank of ADI is 5050
Omega Ratio Rank
The Calmar Ratio Rank of ADI is 5959
Calmar Ratio Rank
The Martin Ratio Rank of ADI is 5757
Martin Ratio Rank

STM
The Risk-Adjusted Performance Rank of STM is 1515
Overall Rank
The Sharpe Ratio Rank of STM is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of STM is 1212
Sortino Ratio Rank
The Omega Ratio Rank of STM is 1313
Omega Ratio Rank
The Calmar Ratio Rank of STM is 1313
Calmar Ratio Rank
The Martin Ratio Rank of STM is 2323
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.

ADI vs. STM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Analog Devices, Inc. (ADI) and STMicroelectronics N.V. (STM). 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.


The chart of Sharpe ratio for ADI, currently valued at 0.10, compared to the broader market-2.00-1.000.001.002.003.00
ADI: 0.10
STM: -0.78
The chart of Sortino ratio for ADI, currently valued at 0.47, compared to the broader market-6.00-4.00-2.000.002.004.00
ADI: 0.47
STM: -1.04
The chart of Omega ratio for ADI, currently valued at 1.06, compared to the broader market0.501.001.502.00
ADI: 1.06
STM: 0.87
The chart of Calmar ratio for ADI, currently valued at 0.13, compared to the broader market0.001.002.003.004.005.00
ADI: 0.13
STM: -0.62
The chart of Martin ratio for ADI, currently valued at 0.39, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
ADI: 0.39
STM: -1.12

The current ADI Sharpe Ratio is 0.10, which is higher than the STM Sharpe Ratio of -0.78. The chart below compares the historical Sharpe Ratios of ADI and STM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.50-1.00-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.10
-0.78
ADI
STM

Dividends

ADI vs. STM - Dividend Comparison

ADI's dividend yield for the trailing twelve months is around 1.93%, more than STM's 1.55% yield.


TTM20242023202220212020201920182017201620152014
ADI
Analog Devices, Inc.
1.93%1.73%1.73%1.85%1.57%1.68%1.82%2.24%2.02%2.31%2.89%2.67%
STM
STMicroelectronics N.V.
1.55%1.32%0.48%0.82%0.45%0.50%0.89%1.73%1.10%2.33%5.11%4.55%

Drawdowns

ADI vs. STM - Drawdown Comparison

The maximum ADI drawdown since its inception was -82.88%, smaller than the maximum STM drawdown of -94.40%. Use the drawdown chart below to compare losses from any high point for ADI and STM. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-19.84%
-56.35%
ADI
STM

Volatility

ADI vs. STM - Volatility Comparison

The current volatility for Analog Devices, Inc. (ADI) is 26.34%, while STMicroelectronics N.V. (STM) has a volatility of 31.06%. This indicates that ADI experiences smaller price fluctuations and is considered to be less risky than STM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
26.34%
31.06%
ADI
STM

Financials

ADI vs. STM - Financials Comparison

This section allows you to compare key financial metrics between Analog Devices, Inc. and STMicroelectronics N.V.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items