FLEX vs. STM
Compare and contrast key facts about Flex Ltd. (FLEX) and STMicroelectronics N.V. (STM).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FLEX or STM.
Key characteristics
| FLEX | STM | |
|---|---|---|
| YTD Return | 174.02% | -45.47% |
| 1Y Return | 221.03% | -33.70% |
| 3Y Return (Ann) | 64.16% | -18.57% |
| 5Y Return (Ann) | 47.72% | 3.19% |
| 10Y Return (Ann) | 22.42% | 16.43% |
| Sharpe Ratio | 2.72 | -0.90 |
| Sortino Ratio | 6.23 | -1.15 |
| Omega Ratio | 1.78 | 0.86 |
| Calmar Ratio | 5.13 | -0.67 |
| Martin Ratio | 33.41 | -1.30 |
| Ulcer Index | 6.58% | 26.59% |
| Daily Std Dev | 80.92% | 38.46% |
| Max Drawdown | -96.37% | -94.40% |
| Current Drawdown | -5.31% | -49.46% |
Fundamentals
| FLEX | STM | |
|---|---|---|
| Market Cap | $14.72B | $24.43B |
| EPS | $2.08 | $2.43 |
| PE Ratio | 18.25 | 11.17 |
| PEG Ratio | 0.97 | 19.08 |
| Total Revenue (TTM) | $24.48B | $14.23B |
| Gross Profit (TTM) | $2.03B | $5.92B |
| EBITDA (TTM) | $1.47B | $3.56B |
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.
Performance
FLEX vs. STM - Performance Comparison
In the year-to-date period, FLEX achieves a 174.02% return, which is significantly higher than STM's -45.47% return. Over the past 10 years, FLEX has outperformed STM with an annualized return of 22.42%, while STM has yielded a comparatively lower 16.43% annualized 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
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.
Dividends
FLEX vs. STM - Dividend Comparison
FLEX's dividend yield for the trailing twelve months is around 21.76%, more than STM's 1.10% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FLEX Flex Ltd. | 21.76% | 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. | 1.10% | 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.
Volatility
FLEX vs. STM - Volatility Comparison
Flex Ltd. (FLEX) has a higher volatility of 11.55% compared to STMicroelectronics N.V. (STM) at 10.28%. This indicates that FLEX's price experiences larger fluctuations and is considered to be riskier than STM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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.
Total Revenue: Total amount of money received from sales and other business activities