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ALGM vs. SMTC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ALGM and SMTC is 0.62, 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

ALGM vs. SMTC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Allegro MicroSystems, Inc. (ALGM) and Semtech Corporation (SMTC). The values are adjusted to include any dividend payments, if applicable.

-60.00%-40.00%-20.00%0.00%20.00%40.00%60.00%NovemberDecember2025FebruaryMarchApril
6.61%
-46.88%
ALGM
SMTC

Key characteristics

Sharpe Ratio

ALGM:

-0.45

SMTC:

-0.10

Sortino Ratio

ALGM:

-0.32

SMTC:

0.46

Omega Ratio

ALGM:

0.96

SMTC:

1.07

Calmar Ratio

ALGM:

-0.41

SMTC:

-0.12

Martin Ratio

ALGM:

-1.02

SMTC:

-0.30

Ulcer Index

ALGM:

27.50%

SMTC:

28.19%

Daily Std Dev

ALGM:

62.93%

SMTC:

85.22%

Max Drawdown

ALGM:

-68.65%

SMTC:

-85.40%

Current Drawdown

ALGM:

-64.21%

SMTC:

-68.11%

Fundamentals

Market Cap

ALGM:

$3.23B

SMTC:

$2.54B

EPS

ALGM:

-$0.37

SMTC:

-$2.26

PS Ratio

ALGM:

4.17

SMTC:

2.79

PB Ratio

ALGM:

3.31

SMTC:

4.33

Total Revenue (TTM)

ALGM:

$532.18M

SMTC:

$909.29M

Gross Profit (TTM)

ALGM:

$241.65M

SMTC:

$458.52M

EBITDA (TTM)

ALGM:

$4.81M

SMTC:

-$44.56M

Returns By Period

In the year-to-date period, ALGM achieves a -13.68% return, which is significantly higher than SMTC's -52.56% return.


ALGM

YTD

-13.68%

1M

-30.47%

6M

-12.56%

1Y

-34.41%

5Y*

N/A

10Y*

N/A

SMTC

YTD

-52.56%

1M

-26.78%

6M

-33.48%

1Y

-13.45%

5Y*

-7.46%

10Y*

2.28%

*Annualized

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Risk-Adjusted Performance

ALGM vs. SMTC — Risk-Adjusted Performance Rank

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

ALGM
The Risk-Adjusted Performance Rank of ALGM is 2828
Overall Rank
The Sharpe Ratio Rank of ALGM is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of ALGM is 2929
Sortino Ratio Rank
The Omega Ratio Rank of ALGM is 3030
Omega Ratio Rank
The Calmar Ratio Rank of ALGM is 2626
Calmar Ratio Rank
The Martin Ratio Rank of ALGM is 2828
Martin Ratio Rank

SMTC
The Risk-Adjusted Performance Rank of SMTC is 4848
Overall Rank
The Sharpe Ratio Rank of SMTC is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of SMTC is 5151
Sortino Ratio Rank
The Omega Ratio Rank of SMTC is 5252
Omega Ratio Rank
The Calmar Ratio Rank of SMTC is 4545
Calmar Ratio Rank
The Martin Ratio Rank of SMTC is 4646
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.

ALGM vs. SMTC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Allegro MicroSystems, Inc. (ALGM) and Semtech Corporation (SMTC). 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 ALGM, currently valued at -0.45, compared to the broader market-2.00-1.000.001.002.003.00
ALGM: -0.45
SMTC: -0.10
The chart of Sortino ratio for ALGM, currently valued at -0.32, compared to the broader market-6.00-4.00-2.000.002.004.00
ALGM: -0.32
SMTC: 0.46
The chart of Omega ratio for ALGM, currently valued at 0.96, compared to the broader market0.501.001.502.00
ALGM: 0.96
SMTC: 1.07
The chart of Calmar ratio for ALGM, currently valued at -0.41, compared to the broader market0.001.002.003.004.005.00
ALGM: -0.41
SMTC: -0.12
The chart of Martin ratio for ALGM, currently valued at -1.02, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
ALGM: -1.02
SMTC: -0.30

The current ALGM Sharpe Ratio is -0.45, which is lower than the SMTC Sharpe Ratio of -0.10. The chart below compares the historical Sharpe Ratios of ALGM and SMTC, 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-1.000.001.002.003.004.005.00NovemberDecember2025FebruaryMarchApril
-0.45
-0.10
ALGM
SMTC

Dividends

ALGM vs. SMTC - Dividend Comparison

Neither ALGM nor SMTC has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ALGM vs. SMTC - Drawdown Comparison

The maximum ALGM drawdown since its inception was -68.65%, smaller than the maximum SMTC drawdown of -85.40%. Use the drawdown chart below to compare losses from any high point for ALGM and SMTC. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%NovemberDecember2025FebruaryMarchApril
-64.21%
-68.11%
ALGM
SMTC

Volatility

ALGM vs. SMTC - Volatility Comparison

Allegro MicroSystems, Inc. (ALGM) and Semtech Corporation (SMTC) have volatilities of 33.61% and 35.01%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%NovemberDecember2025FebruaryMarchApril
33.61%
35.01%
ALGM
SMTC

Financials

ALGM vs. SMTC - Financials Comparison

This section allows you to compare key financial metrics between Allegro MicroSystems, Inc. and Semtech Corporation. 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