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AMAT vs. TXN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AMAT and TXN is 0.58, 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

AMAT vs. TXN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Applied Materials, Inc. (AMAT) and Texas Instruments Incorporated (TXN). The values are adjusted to include any dividend payments, if applicable.

0.00%50,000.00%100,000.00%150,000.00%NovemberDecember2025FebruaryMarchApril
116,746.57%
11,420.94%
AMAT
TXN

Key characteristics

Sharpe Ratio

AMAT:

-0.44

TXN:

0.03

Sortino Ratio

AMAT:

-0.34

TXN:

0.32

Omega Ratio

AMAT:

0.96

TXN:

1.04

Calmar Ratio

AMAT:

-0.42

TXN:

0.04

Martin Ratio

AMAT:

-0.76

TXN:

0.10

Ulcer Index

AMAT:

27.37%

TXN:

11.90%

Daily Std Dev

AMAT:

48.13%

TXN:

37.68%

Max Drawdown

AMAT:

-85.22%

TXN:

-85.81%

Current Drawdown

AMAT:

-40.17%

TXN:

-25.52%

Fundamentals

Market Cap

AMAT:

$122.00B

TXN:

$147.53B

EPS

AMAT:

$7.65

TXN:

$5.28

PE Ratio

AMAT:

19.63

TXN:

30.71

PEG Ratio

AMAT:

1.63

TXN:

1.58

PS Ratio

AMAT:

4.41

TXN:

9.19

PB Ratio

AMAT:

6.26

TXN:

8.19

Total Revenue (TTM)

AMAT:

$27.64B

TXN:

$16.05B

Gross Profit (TTM)

AMAT:

$13.19B

TXN:

$9.31B

EBITDA (TTM)

AMAT:

$8.49B

TXN:

$7.09B

Returns By Period

In the year-to-date period, AMAT achieves a -6.60% return, which is significantly higher than TXN's -12.50% return. Over the past 10 years, AMAT has outperformed TXN with an annualized return of 24.03%, while TXN has yielded a comparatively lower 14.47% annualized return.


AMAT

YTD

-6.60%

1M

0.58%

6M

-18.37%

1Y

-22.62%

5Y*

25.19%

10Y*

24.03%

TXN

YTD

-12.50%

1M

-11.72%

6M

-20.19%

1Y

-4.47%

5Y*

10.47%

10Y*

14.47%

*Annualized

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Risk-Adjusted Performance

AMAT vs. TXN — Risk-Adjusted Performance Rank

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

AMAT
The Risk-Adjusted Performance Rank of AMAT is 2929
Overall Rank
The Sharpe Ratio Rank of AMAT is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of AMAT is 2828
Sortino Ratio Rank
The Omega Ratio Rank of AMAT is 2828
Omega Ratio Rank
The Calmar Ratio Rank of AMAT is 2525
Calmar Ratio Rank
The Martin Ratio Rank of AMAT is 3535
Martin Ratio Rank

TXN
The Risk-Adjusted Performance Rank of TXN is 5050
Overall Rank
The Sharpe Ratio Rank of TXN is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of TXN is 4646
Sortino Ratio Rank
The Omega Ratio Rank of TXN is 4646
Omega Ratio Rank
The Calmar Ratio Rank of TXN is 5454
Calmar Ratio Rank
The Martin Ratio Rank of TXN is 5353
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.

AMAT vs. TXN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Applied Materials, Inc. (AMAT) and Texas Instruments Incorporated (TXN). 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 AMAT, currently valued at -0.44, compared to the broader market-2.00-1.000.001.002.003.00
AMAT: -0.44
TXN: 0.03
The chart of Sortino ratio for AMAT, currently valued at -0.34, compared to the broader market-6.00-4.00-2.000.002.004.00
AMAT: -0.34
TXN: 0.32
The chart of Omega ratio for AMAT, currently valued at 0.96, compared to the broader market0.501.001.502.00
AMAT: 0.96
TXN: 1.04
The chart of Calmar ratio for AMAT, currently valued at -0.42, compared to the broader market0.001.002.003.004.005.00
AMAT: -0.42
TXN: 0.04
The chart of Martin ratio for AMAT, currently valued at -0.76, compared to the broader market-5.000.005.0010.0015.0020.00
AMAT: -0.76
TXN: 0.10

The current AMAT Sharpe Ratio is -0.44, which is lower than the TXN Sharpe Ratio of 0.03. The chart below compares the historical Sharpe Ratios of AMAT and TXN, 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-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
-0.44
0.03
AMAT
TXN

Dividends

AMAT vs. TXN - Dividend Comparison

AMAT's dividend yield for the trailing twelve months is around 1.06%, less than TXN's 3.27% yield.


TTM20242023202220212020201920182017201620152014
AMAT
Applied Materials, Inc.
1.06%0.93%0.75%1.05%0.60%1.01%1.36%2.14%0.78%1.24%2.14%1.61%
TXN
Texas Instruments Incorporated
3.27%2.81%2.94%2.84%2.23%2.27%2.50%2.78%2.03%2.25%2.55%2.32%

Drawdowns

AMAT vs. TXN - Drawdown Comparison

The maximum AMAT drawdown since its inception was -85.22%, roughly equal to the maximum TXN drawdown of -85.81%. Use the drawdown chart below to compare losses from any high point for AMAT and TXN. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-40.17%
-25.52%
AMAT
TXN

Volatility

AMAT vs. TXN - Volatility Comparison

Applied Materials, Inc. (AMAT) and Texas Instruments Incorporated (TXN) have volatilities of 23.66% and 24.38%, 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.


5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
23.66%
24.38%
AMAT
TXN

Financials

AMAT vs. TXN - Financials Comparison

This section allows you to compare key financial metrics between Applied Materials, Inc. and Texas Instruments Incorporated. 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