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GSAT vs. STHH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GSAT vs. STHH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Globalstar, Inc. (GSAT) and STMicroelectronics NV ADRhedged (STHH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GSAT achieves a 35.40% return, which is significantly lower than STHH's 203.43% return.


GSAT

1D
1.29%
1M
0.95%
YTD
35.40%
6M
21.03%
1Y
321.25%
3Y*
68.58%
5Y*
36.33%
10Y*
17.81%

STHH

1D
-1.98%
1M
37.30%
YTD
203.43%
6M
205.18%
1Y
175.74%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GSAT vs. STHH - Yearly Performance Comparison


2026 (YTD)2025
GSAT
Globalstar, Inc.
35.40%219.58%
STHH
STMicroelectronics NV ADRhedged
203.43%16.74%

Correlation

The correlation between GSAT and STHH is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.32

Correlation (All Time)
Calculated using the full available price history since Apr 24, 2025

0.34

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Return for Risk

GSAT vs. STHH — Risk / Return Rank

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

GSAT
GSAT Risk / Return Rank: 9797
Overall Rank
GSAT Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
GSAT Sortino Ratio Rank: 9595
Sortino Ratio Rank
GSAT Omega Ratio Rank: 9595
Omega Ratio Rank
GSAT Calmar Ratio Rank: 9898
Calmar Ratio Rank
GSAT Martin Ratio Rank: 9898
Martin Ratio Rank

STHH
STHH Risk / Return Rank: 8484
Overall Rank
STHH Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
STHH Sortino Ratio Rank: 8686
Sortino Ratio Rank
STHH Omega Ratio Rank: 8888
Omega Ratio Rank
STHH Calmar Ratio Rank: 8989
Calmar Ratio Rank
STHH Martin Ratio Rank: 6666
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GSAT vs. STHH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Globalstar, Inc. (GSAT) and STMicroelectronics NV ADRhedged (STHH). 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.


GSATSTHHDifference
Sharpe ratioReturn per unit of total volatility

+1.04

Sortino ratioReturn per unit of downside risk

+0.34

Omega ratioGain probability vs. loss probability

1.58

1.54

+0.04

Calmar ratioReturn relative to maximum drawdown

12.20

5.22

+6.98

Martin ratioReturn relative to average drawdown

29.90

11.85

+18.05

GSAT vs. STHH - Sharpe Ratio Comparison

The current GSAT Sharpe Ratio is 4.62, which is comparable to the STHH Sharpe Ratio of 3.58. The chart below compares the historical Sharpe Ratios of GSAT and STHH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


GSATSTHHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.62

3.58

+1.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.06

4.30

-4.36

Drawdowns

GSAT vs. STHH - Drawdown Comparison

The maximum GSAT drawdown since its inception was -99.14%, which is greater than STHH's maximum drawdown of -33.89%. Use the drawdown chart below to compare losses from any high point for GSAT and STHH.


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Drawdown Indicators


GSATSTHHDifference

Max Drawdown

Largest peak-to-trough decline

-99.14%

-33.89%

-65.25%

Max Drawdown (1Y)

Largest decline over 1 year

-26.53%

-33.89%

+7.36%

Max Drawdown (3Y)

Largest decline over 3 years

-50.72%

Max Drawdown (5Y)

Largest decline over 5 years

-67.54%

Max Drawdown (10Y)

Largest decline over 10 years

-89.34%

Current Drawdown

Current decline from peak

-68.55%

-1.98%

-66.57%

Average Drawdown

Average peak-to-trough decline

-88.42%

-10.43%

-77.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.80%

14.90%

-4.10%

Volatility

GSAT vs. STHH - Volatility Comparison

The current volatility for Globalstar, Inc. (GSAT) is 3.45%, while STMicroelectronics NV ADRhedged (STHH) has a volatility of 20.56%. This indicates that GSAT experiences smaller price fluctuations and is considered to be less risky than STHH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GSATSTHHDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.45%

20.56%

-17.11%

Volatility (6M)

Calculated over the trailing 6-month period

44.78%

36.80%

+7.98%

Volatility (1Y)

Calculated over the trailing 1-year period

70.16%

50.39%

+19.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

78.77%

49.40%

+29.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

90.14%

49.40%

+40.74%

Dividends

GSAT vs. STHH - Dividend Comparison

GSAT has not paid dividends to shareholders, while STHH's dividend yield for the trailing twelve months is around 0.56%.


PositionTTM2025
GSAT
Globalstar, Inc.
0.00%0.00%
STHH
STMicroelectronics NV ADRhedged
0.56%0.69%

Frequently Asked Questions


GSAT and STHH have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

STHH has higher volatility (20.56%) compared to GSAT (3.45%). In terms of maximum drawdown, GSAT dropped -99.14% vs STHH's -33.89%.

GSAT currently has the higher Sharpe Ratio (4.62 vs 3.58), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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