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IFX.DE vs. MTSI
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

IFX.DE vs. MTSI - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Infineon Technologies AG (IFX.DE) and MACOM Technology Solutions Holdings, Inc. (MTSI). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IFX.DE is traded in EUR, while MTSI is traded in USD. To make them comparable, the MTSI values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, IFX.DE achieves a 113.82% return, which is significantly lower than MTSI's 125.20% return. Over the past 10 years, IFX.DE has underperformed MTSI with an annualized return of 21.60%, while MTSI has yielded a comparatively higher 25.68% annualized return.


IFX.DE

1D
3.89%
1M
24.39%
YTD
113.82%
6M
122.31%
1Y
126.81%
3Y*
28.94%
5Y*
19.77%
10Y*
21.60%

MTSI

1D
1.45%
1M
0.82%
YTD
125.20%
6M
117.36%
1Y
187.65%
3Y*
78.65%
5Y*
46.02%
10Y*
25.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IFX.DE vs. MTSI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IFX.DE
Infineon Technologies AG
113.82%21.26%-16.04%34.15%-29.66%30.66%56.50%18.62%-23.10%40.07%
MTSI
MACOM Technology Solutions Holdings, Inc.
125.20%16.20%48.99%43.16%-14.58%52.90%89.86%87.46%-53.32%-38.33%

Correlation

The correlation between IFX.DE and MTSI 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 (3Y)
Calculated over the trailing 3-year period

0.32

Correlation (5Y)
Calculated over the trailing 5-year period

0.39

Correlation (10Y)
Calculated over the trailing 10-year period

0.39

Correlation (All Time)
Calculated using the full available price history since Mar 15, 2012

0.35

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Return for Risk

IFX.DE vs. MTSI — Risk / Return Rank

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

IFX.DE
IFX.DE Risk / Return Rank: 9393
Overall Rank
IFX.DE Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
IFX.DE Sortino Ratio Rank: 9393
Sortino Ratio Rank
IFX.DE Omega Ratio Rank: 9191
Omega Ratio Rank
IFX.DE Calmar Ratio Rank: 9494
Calmar Ratio Rank
IFX.DE Martin Ratio Rank: 9292
Martin Ratio Rank

MTSI
MTSI Risk / Return Rank: 9696
Overall Rank
MTSI Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
MTSI Sortino Ratio Rank: 9494
Sortino Ratio Rank
MTSI Omega Ratio Rank: 9494
Omega Ratio Rank
MTSI Calmar Ratio Rank: 9797
Calmar Ratio Rank
MTSI Martin Ratio Rank: 9797
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.

IFX.DE vs. MTSI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Infineon Technologies AG (IFX.DE) and MACOM Technology Solutions Holdings, Inc. (MTSI). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IFX.DEMTSIDifference
Sharpe ratioReturn per unit of total volatility

-0.93

Sortino ratioReturn per unit of downside risk

-0.29

Omega ratioGain probability vs. loss probability

1.42

1.49

-0.07

Calmar ratioReturn relative to maximum drawdown

5.95

9.82

-3.87

Martin ratioReturn relative to average drawdown

13.38

25.17

-11.79

IFX.DE vs. MTSI - Sharpe Ratio Comparison

The current IFX.DE Sharpe Ratio is 2.81, which is comparable to the MTSI Sharpe Ratio of 3.73. The chart below compares the historical Sharpe Ratios of IFX.DE and MTSI, 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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Drawdowns

IFX.DE vs. MTSI - Drawdown Comparison

The maximum IFX.DE drawdown since its inception was -97.10%, which is greater than MTSI's maximum drawdown of -79.83%. Use the drawdown chart below to compare losses from any high point for IFX.DE and MTSI.


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Drawdown Indicators


IFX.DEMTSIDifference

Max Drawdown

Largest peak-to-trough decline

-97.10%

-79.83%

-17.27%

Max Drawdown (1Y)

Largest decline over 1 year

-21.20%

-19.24%

-1.96%

Max Drawdown (3Y)

Largest decline over 3 years

-37.91%

-43.93%

+6.02%

Max Drawdown (5Y)

Largest decline over 5 years

-51.11%

-43.93%

-7.18%

Max Drawdown (10Y)

Largest decline over 10 years

-56.98%

-79.83%

+22.85%

Current Drawdown

Current decline from peak

-9.02%

-6.78%

-2.24%

Average Drawdown

Average peak-to-trough decline

-25.02%

-25.71%

+0.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.44%

7.49%

+1.95%

Volatility

IFX.DE vs. MTSI - Volatility Comparison

Infineon Technologies AG (IFX.DE) and MACOM Technology Solutions Holdings, Inc. (MTSI) have volatilities of 19.50% and 19.81%, 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.


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Volatility by Period


IFX.DEMTSIDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.50%

19.81%

-0.31%

Volatility (6M)

Calculated over the trailing 6-month period

37.50%

40.17%

-2.67%

Volatility (1Y)

Calculated over the trailing 1-year period

44.99%

50.57%

-5.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.65%

43.36%

-3.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.04%

52.44%

-14.40%

Dividends

IFX.DE vs. MTSI - Dividend Comparison

IFX.DE's dividend yield for the trailing twelve months is around 0.44%, while MTSI has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IFX.DE
Infineon Technologies AG
0.44%0.93%1.11%0.85%0.95%0.54%0.86%1.33%1.44%0.96%1.21%1.33%
MTSI
MACOM Technology Solutions Holdings, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

IFX.DE vs. MTSI - Financials Comparison

This section allows you to compare key financial metrics between Infineon Technologies AG and MACOM Technology Solutions Holdings, Inc.. 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


Please note, different currencies. IFX.DE values in EUR, MTSI values in USD

Frequently Asked Questions


IFX.DE and MTSI 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.

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