ALGM vs. SMTC
Compare and contrast key facts about Allegro MicroSystems, Inc. (ALGM) and Semtech Corporation (SMTC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ALGM or SMTC.
Key characteristics
| ALGM | SMTC | |
|---|---|---|
| YTD Return | -34.49% | 116.02% |
| 1Y Return | -30.76% | 198.24% |
| 3Y Return (Ann) | -15.72% | -19.27% |
| Sharpe Ratio | -0.57 | 3.35 |
| Sortino Ratio | -0.61 | 3.45 |
| Omega Ratio | 0.93 | 1.45 |
| Calmar Ratio | -0.45 | 2.46 |
| Martin Ratio | -1.38 | 17.09 |
| Ulcer Index | 20.44% | 12.05% |
| Daily Std Dev | 49.52% | 61.41% |
| Max Drawdown | -62.39% | -85.40% |
| Current Drawdown | -62.39% | -48.55% |
Fundamentals
| ALGM | SMTC | |
|---|---|---|
| Market Cap | $3.78B | $3.70B |
| EPS | -$0.14 | -$13.58 |
| Total Revenue (TTM) | $849.88M | $614.41M |
| Gross Profit (TTM) | $417.53M | $295.56M |
| EBITDA (TTM) | $109.95M | $53.98M |
Correlation
The correlation between ALGM and SMTC is 0.63, 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.
Performance
ALGM vs. SMTC - Performance Comparison
In the year-to-date period, ALGM achieves a -34.49% return, which is significantly lower than SMTC's 116.02% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
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.
Dividends
ALGM vs. SMTC - Dividend Comparison
Neither ALGM nor SMTC has paid dividends to shareholders.
Drawdowns
ALGM vs. SMTC - Drawdown Comparison
The maximum ALGM drawdown since its inception was -62.39%, 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.
Volatility
ALGM vs. SMTC - Volatility Comparison
Allegro MicroSystems, Inc. (ALGM) has a higher volatility of 16.75% compared to Semtech Corporation (SMTC) at 15.75%. This indicates that ALGM's price experiences larger fluctuations and is considered to be riskier than SMTC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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.
Total Revenue: Total amount of money received from sales and other business activities