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

Correlation

The correlation between FLEX and STM is 0.48, 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.


-0.50.00.51.00.5

Performance

FLEX vs. STM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Flex Ltd. (FLEX) 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%JulyAugustSeptemberOctoberNovemberDecember
4,508.23%
928.07%
FLEX
STM

Key characteristics

Sharpe Ratio

FLEX:

2.32

STM:

-1.28

Sortino Ratio

FLEX:

5.69

STM:

-1.95

Omega Ratio

FLEX:

1.70

STM:

0.77

Calmar Ratio

FLEX:

5.87

STM:

-0.91

Martin Ratio

FLEX:

27.40

STM:

-1.59

Ulcer Index

FLEX:

6.83%

STM:

31.12%

Daily Std Dev

FLEX:

80.71%

STM:

38.42%

Max Drawdown

FLEX:

-96.37%

STM:

-94.40%

Current Drawdown

FLEX:

-6.44%

STM:

-54.03%

Fundamentals

Market Cap

FLEX:

$14.50B

STM:

$23.24B

EPS

FLEX:

$2.08

STM:

$2.43

PE Ratio

FLEX:

17.98

STM:

10.65

PEG Ratio

FLEX:

0.97

STM:

19.08

Total Revenue (TTM)

FLEX:

$24.48B

STM:

$14.23B

Gross Profit (TTM)

FLEX:

$2.03B

STM:

$5.92B

EBITDA (TTM)

FLEX:

$1.12B

STM:

$4.10B

Returns By Period

In the year-to-date period, FLEX achieves a 178.93% return, which is significantly higher than STM's -50.40% return. Over the past 10 years, FLEX has outperformed STM with an annualized return of 22.58%, while STM has yielded a comparatively lower 14.05% annualized return.


FLEX

YTD

178.93%

1M

-2.99%

6M

26.03%

1Y

182.64%

5Y*

46.50%

10Y*

22.58%

STM

YTD

-50.40%

1M

0.64%

6M

-39.12%

1Y

-50.39%

5Y*

-1.19%

10Y*

14.05%

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Risk-Adjusted Performance

FLEX vs. STM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Flex Ltd. (FLEX) 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.


Sharpe ratio
The chart of Sharpe ratio for FLEX, currently valued at 2.32, compared to the broader market-4.00-2.000.002.002.32-1.28
The chart of Sortino ratio for FLEX, currently valued at 5.69, compared to the broader market-4.00-2.000.002.004.005.69-1.95
The chart of Omega ratio for FLEX, currently valued at 1.70, compared to the broader market0.501.001.502.001.700.77
The chart of Calmar ratio for FLEX, currently valued at 5.87, compared to the broader market0.002.004.006.005.87-0.91
The chart of Martin ratio for FLEX, currently valued at 27.40, compared to the broader market-5.000.005.0010.0015.0020.0025.0027.40-1.59
FLEX
STM

The current FLEX Sharpe Ratio is 2.32, which is higher than the STM Sharpe Ratio of -1.28. The chart below compares the historical Sharpe Ratios of FLEX 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
2.32
-1.28
FLEX
STM

Dividends

FLEX vs. STM - Dividend Comparison

FLEX's dividend yield for the trailing twelve months is around 21.38%, more than STM's 1.34% yield.


TTM20232022202120202019201820172016201520142013
FLEX
Flex Ltd.
21.38%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
STM
STMicroelectronics N.V.
1.34%0.48%0.82%0.45%0.50%0.86%1.47%0.93%2.10%5.11%4.55%4.25%

Drawdowns

FLEX vs. STM - Drawdown Comparison

The maximum FLEX drawdown since its inception was -96.37%, roughly equal to the maximum STM drawdown of -94.40%. Use the drawdown chart below to compare losses from any high point for FLEX and STM. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.44%
-54.03%
FLEX
STM

Volatility

FLEX vs. STM - Volatility Comparison

The current volatility for Flex Ltd. (FLEX) is 7.04%, while STMicroelectronics N.V. (STM) has a volatility of 8.00%. This indicates that FLEX 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.


10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
7.04%
8.00%
FLEX
STM

Financials

FLEX vs. STM - Financials Comparison

This section allows you to compare key financial metrics between Flex Ltd. 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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