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HIMX vs. SMTC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between HIMX and SMTC is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

HIMX vs. SMTC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Himax Technologies, Inc. (HIMX) and Semtech Corporation (SMTC). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%200.00%250.00%300.00%JulyAugustSeptemberOctoberNovemberDecember
112.29%
263.67%
HIMX
SMTC

Key characteristics

Sharpe Ratio

HIMX:

0.42

SMTC:

3.34

Sortino Ratio

HIMX:

1.41

SMTC:

3.42

Omega Ratio

HIMX:

1.16

SMTC:

1.44

Calmar Ratio

HIMX:

0.42

SMTC:

2.63

Martin Ratio

HIMX:

1.27

SMTC:

17.44

Ulcer Index

HIMX:

21.31%

SMTC:

12.03%

Daily Std Dev

HIMX:

64.07%

SMTC:

62.86%

Max Drawdown

HIMX:

-87.55%

SMTC:

-85.40%

Current Drawdown

HIMX:

-41.36%

SMTC:

-29.27%

Fundamentals

Market Cap

HIMX:

$1.35B

SMTC:

$5.66B

EPS

HIMX:

$0.44

SMTC:

-$12.95

PEG Ratio

HIMX:

2.81

SMTC:

1.85

Total Revenue (TTM)

HIMX:

$906.14M

SMTC:

$851.23M

Gross Profit (TTM)

HIMX:

$279.58M

SMTC:

$416.81M

EBITDA (TTM)

HIMX:

$106.33M

SMTC:

-$694.60M

Returns By Period

In the year-to-date period, HIMX achieves a 29.22% return, which is significantly lower than SMTC's 196.94% return. Over the past 10 years, HIMX has underperformed SMTC with an annualized return of 3.00%, while SMTC has yielded a comparatively higher 8.87% annualized return.


HIMX

YTD

29.22%

1M

44.74%

6M

-9.33%

1Y

31.60%

5Y*

31.07%

10Y*

3.00%

SMTC

YTD

196.94%

1M

37.72%

6M

120.69%

1Y

209.81%

5Y*

4.79%

10Y*

8.87%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

HIMX vs. SMTC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Himax Technologies, Inc. (HIMX) 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.


Sharpe ratio
The chart of Sharpe ratio for HIMX, currently valued at 0.49, compared to the broader market-4.00-2.000.002.000.493.34
The chart of Sortino ratio for HIMX, currently valued at 1.54, compared to the broader market-4.00-2.000.002.004.001.543.42
The chart of Omega ratio for HIMX, currently valued at 1.18, compared to the broader market0.501.001.502.001.181.44
The chart of Calmar ratio for HIMX, currently valued at 0.49, compared to the broader market0.002.004.006.000.492.63
The chart of Martin ratio for HIMX, currently valued at 1.48, compared to the broader market0.0010.0020.001.4817.44
HIMX
SMTC

The current HIMX Sharpe Ratio is 0.42, which is lower than the SMTC Sharpe Ratio of 3.34. The chart below compares the historical Sharpe Ratios of HIMX and SMTC, 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 Ratio0.001.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
0.49
3.34
HIMX
SMTC

Dividends

HIMX vs. SMTC - Dividend Comparison

HIMX's dividend yield for the trailing twelve months is around 3.83%, while SMTC has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
HIMX
Himax Technologies, Inc.
3.83%7.91%20.13%1.70%0.00%0.00%2.92%2.30%2.15%3.66%3.35%1.70%
SMTC
Semtech Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

HIMX vs. SMTC - Drawdown Comparison

The maximum HIMX drawdown since its inception was -87.55%, roughly equal to the maximum SMTC drawdown of -85.40%. Use the drawdown chart below to compare losses from any high point for HIMX and SMTC. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-41.36%
-29.27%
HIMX
SMTC

Volatility

HIMX vs. SMTC - Volatility Comparison

Himax Technologies, Inc. (HIMX) has a higher volatility of 42.85% compared to Semtech Corporation (SMTC) at 21.69%. This indicates that HIMX'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.


10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
42.85%
21.69%
HIMX
SMTC

Financials

HIMX vs. SMTC - Financials Comparison

This section allows you to compare key financial metrics between Himax Technologies, 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.


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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