ITRN vs. STM
ITRN (Ituran Location and Control Ltd.) and STM (STMicroelectronics N.V.) are both stocks. Both are in the Technology sector — ITRN in Communication Equipment, STM in Semiconductors. Over the past 10 years, ITRN returned 12.52%/yr vs 23.44%/yr for STM. Their 0.27 correlation means their historical movements had little consistent relationship.
Performance
ITRN vs. STM - Performance Comparison
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Returns By Period
In the year-to-date period, ITRN achieves a 33.22% return, which is significantly lower than STM's 102.77% return. Over the past 10 years, ITRN has underperformed STM with an annualized return of 12.52%, while STM has yielded a comparatively higher 23.44% annualized return.
ITRN
- 1D
- -0.54%
- 1M
- -9.35%
- 6M
- 28.38%
- YTD
- 33.22%
- 1Y
- 48.87%
- 3Y*
- 32.62%
- 5Y*
- 21.82%
- 10Y*
- 12.52%
- ALL TIME*
- 12.22%
STM
- 1D
- -1.26%
- 1M
- -25.92%
- 6M
- 88.59%
- YTD
- 102.77%
- 1Y
- 108.20%
- 3Y*
- 0.24%
- 5Y*
- 5.77%
- 10Y*
- 23.44%
- ALL TIME*
- 10.37%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $10.25M | $9.20M | $9.26M | |
| $760.73M | $779.02M | $847.43M |
ITRN vs. STM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ITRN Ituran Location and Control Ltd. | 33.22% | 45.63% | 21.02% | 32.47% | -18.79% | 45.32% | -22.93% | -18.98% | -3.46% | 33.71% |
STM STMicroelectronics N.V. | 102.77% | 5.28% | -49.67% | 41.66% | -26.76% | 32.39% | 38.91% | 96.34% | -35.65% | 94.77% |
Correlation
The correlation between ITRN and STM is 0.43, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.43 |
Correlation (3Y) Balances recent behavior with more history. | 0.35 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.31 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.28 |
Correlation (All Time) Calculated using the full available price history since Sep 28, 2005 | 0.27 |
The correlation between ITRN and STM shifts across timeframes, from 0.27 (all time) to 0.43 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
ITRN:
$1.10B
STM:
$46.76B
ITRN:
$3.03
STM:
$0.49
ITRN:
18.20
STM:
106.24
ITRN:
2.92
STM:
3.78
ITRN:
5.27
STM:
2.76
ITRN:
$375.23M
STM:
$13.08B
ITRN:
$186.00M
STM:
$4.49B
ITRN:
$99.51M
STM:
$2.21B
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Return for Risk
ITRN vs. STM — Risk / Return Rank
ITRN
STM
ITRN vs. STM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ituran Location and Control Ltd. (ITRN) 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.
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.
| ITRN | STM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.35 | ||
| Sortino ratioReturn per unit of downside risk | -0.29 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.33 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.14 | 2.76 | -0.62 |
| Martin ratioReturn relative to average drawdown | 5.46 | 9.16 | -3.71 |
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Drawdowns
ITRN vs. STM - Drawdown Comparison
The maximum ITRN drawdown since its inception was -68.39%, smaller than the maximum STM drawdown of -94.40%. Use the drawdown chart below to compare losses from any high point for ITRN and STM.
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Drawdown Indicators
| ITRN | STM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.39% | -94.40% | +26.01% |
Max Drawdown (1Y)Largest decline over 1 year | -22.99% | -39.41% | +16.42% |
Max Drawdown (3Y)Largest decline over 3 years | -26.82% | -65.26% | +38.44% |
Max Drawdown (5Y)Largest decline over 5 years | -30.03% | -66.66% | +36.63% |
Max Drawdown (10Y)Largest decline over 10 years | -68.39% | -66.66% | -1.73% |
Current DrawdownCurrent decline from peak | -16.23% | -34.36% | +18.13% |
Average DrawdownAverage peak-to-trough decline | -19.43% | -55.03% | +35.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.98% | 11.85% | -2.87% |
Volatility
ITRN vs. STM - Volatility Comparison
The current volatility for Ituran Location and Control Ltd. (ITRN) is 10.19%, while STMicroelectronics N.V. (STM) has a volatility of 28.39%. This indicates that ITRN experiences smaller price fluctuations and is considered to be less risky than STM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ITRN | STM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.19% | 28.39% | -18.20% |
Volatility (6M)Calculated over the trailing 6-month period | 23.96% | 51.19% | -27.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.95% | 59.10% | -26.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.51% | 47.04% | -16.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.62% | 45.13% | -11.51% |
Dividends
ITRN vs. STM - Dividend Comparison
ITRN's dividend yield for the trailing twelve months is around 5.44%, more than STM's 0.69% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ITRN Ituran Location and Control Ltd. | 5.44% | 4.65% | 5.01% | 2.50% | 2.65% | 3.37% | 1.26% | 3.78% | 2.96% | 3.27% | 3.25% | 4.12% |
STM STMicroelectronics N.V. | 0.69% | 1.39% | 1.32% | 0.48% | 0.67% | 0.45% | 0.50% | 0.89% | 1.73% | 0.98% | 2.10% | 5.11% |
Financials
ITRN vs. STM - Financials Comparison
This section allows you to compare key financial metrics between Ituran Location and Control 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
ITRN vs. STM - Profitability Comparison
ITRN - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Ituran Location and Control Ltd. reported a gross profit of 49.44M and revenue of 102.67M. Therefore, the gross margin over that period was 48.2%.
STM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, STMicroelectronics N.V. reported a gross profit of 1.22B and revenue of 3.49B. Therefore, the gross margin over that period was 34.8%.
ITRN - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Ituran Location and Control Ltd. reported an operating income of 22.06M and revenue of 102.67M, resulting in an operating margin of 21.5%.
STM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, STMicroelectronics N.V. reported an operating income of 220.00M and revenue of 3.49B, resulting in an operating margin of 6.3%.
ITRN - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Ituran Location and Control Ltd. reported a net income of 16.77M and revenue of 102.67M, resulting in a net margin of 16.3%.
STM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, STMicroelectronics N.V. reported a net income of 222.00M and revenue of 3.49B, resulting in a net margin of 6.4%.
Frequently Asked Questions
ITRN and STM have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
STM has higher volatility (28.39%) compared to ITRN (10.19%). In terms of maximum drawdown, ITRN dropped -68.39% vs STM's -94.40%.
STM currently has the higher Sharpe Ratio (1.84 vs 1.49), 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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