IQE.L vs. SOI.PA
IQE.L (IQE plc) and SOI.PA (Soitec SA) are both stocks. Both operate in the Semiconductor Equipment & Materials industry within the Technology sector. Over the past 10 years, IQE.L returned 10.16%/yr vs 32.41%/yr for SOI.PA. At a 0.22 correlation, their price movements are largely independent.
Performance
IQE.L vs. SOI.PA - Performance Comparison
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Different Trading Currencies
IQE.L is traded in GBp, while SOI.PA is traded in EUR. To make them comparable, the SOI.PA values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, IQE.L achieves a 887.00% return, which is significantly higher than SOI.PA's 569.61% return. Over the past 10 years, IQE.L has underperformed SOI.PA with an annualized return of 10.16%, while SOI.PA has yielded a comparatively higher 32.41% annualized return.
IQE.L
- 1D
- -4.55%
- 1M
- 10.77%
- YTD
- 887.00%
- 6M
- 883.07%
- 1Y
- 395.98%
- 3Y*
- 31.61%
- 5Y*
- -1.97%
- 10Y*
- 10.16%
SOI.PA
- 1D
- -5.48%
- 1M
- 6.65%
- YTD
- 569.61%
- 6M
- 471.47%
- 1Y
- 228.72%
- 3Y*
- 5.82%
- 5Y*
- -1.98%
- 10Y*
- 32.41%
IQE.L vs. SOI.PA - Yearly Performance Comparison
Correlation
The correlation between IQE.L and SOI.PA is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Jul 4, 2007 | 0.22 |
The correlation between IQE.L and SOI.PA shifts across timeframes, from 0.22 (all time) to 0.32 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
IQE.L vs. SOI.PA — Risk / Return Rank
IQE.L
SOI.PA
IQE.L vs. SOI.PA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for IQE plc (IQE.L) and Soitec SA (SOI.PA). 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.
| IQE.L | SOI.PA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.32 | ||
| Sortino ratioReturn per unit of downside risk | +0.62 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 1.41 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 6.86 | 4.56 | +2.30 |
| Martin ratioReturn relative to average drawdown | 12.36 | 8.97 | +3.39 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IQE.L | SOI.PA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.00 | 2.67 | +0.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.02 | -0.03 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.13 | 0.60 | -0.47 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.11 | 0.02 | -0.13 |
Drawdowns
IQE.L vs. SOI.PA - Drawdown Comparison
The maximum IQE.L drawdown since its inception was -99.71%, roughly equal to the maximum SOI.PA drawdown of -95.64%. Use the drawdown chart below to compare losses from any high point for IQE.L and SOI.PA.
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Drawdown Indicators
| IQE.L | SOI.PA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.71% | -95.64% | -4.07% |
Max Drawdown (1Y)Largest decline over 1 year | -56.19% | -53.63% | -2.56% |
Max Drawdown (3Y)Largest decline over 3 years | -86.50% | -87.11% | +0.61% |
Max Drawdown (5Y)Largest decline over 5 years | -91.85% | -90.28% | -1.57% |
Max Drawdown (10Y)Largest decline over 10 years | -97.27% | -90.28% | -6.99% |
Current DrawdownCurrent decline from peak | -93.56% | -34.16% | -59.40% |
Average DrawdownAverage peak-to-trough decline | -93.32% | -56.08% | -37.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 31.26% | 27.45% | +3.81% |
Volatility
IQE.L vs. SOI.PA - Volatility Comparison
IQE plc (IQE.L) has a higher volatility of 51.08% compared to Soitec SA (SOI.PA) at 42.16%. This indicates that IQE.L's price experiences larger fluctuations and is considered to be riskier than SOI.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IQE.L | SOI.PA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 51.08% | 42.16% | +8.92% |
Volatility (6M)Calculated over the trailing 6-month period | 114.85% | 72.19% | +42.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 128.68% | 91.68% | +37.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 80.18% | 59.73% | +20.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 75.23% | 52.81% | +22.42% |
Dividends
IQE.L vs. SOI.PA - Dividend Comparison
Neither IQE.L nor SOI.PA has paid dividends to shareholders.
Financials
IQE.L vs. SOI.PA - Financials Comparison
This section allows you to compare key financial metrics between IQE plc and Soitec SA. 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
Frequently Asked Questions
IQE.L and SOI.PA have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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