LAES vs. MAGS
LAES (SEALSQ Corp) is a stock, while MAGS (Roundhill Magnificent Seven ETF) is Technology Equities fund actively managed by Roundhill. Over the past 3 years, LAES returned -33.31%/yr vs 31.29%/yr for MAGS. At a 0.26 correlation, their price movements are largely independent.
Performance
LAES vs. MAGS - Performance Comparison
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Returns By Period
In the year-to-date period, LAES achieves a -17.99% return, which is significantly lower than MAGS's -1.59% return.
LAES
- 1D
- -3.13%
- 1M
- 4.73%
- YTD
- -17.99%
- 6M
- -26.89%
- 1Y
- -27.06%
- 3Y*
- -33.31%
- 5Y*
- —
- 10Y*
- —
MAGS
- 1D
- 0.00%
- 1M
- -7.97%
- YTD
- -1.59%
- 6M
- -0.43%
- 1Y
- 23.09%
- 3Y*
- 31.29%
- 5Y*
- —
- 10Y*
- —
LAES vs. MAGS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
LAES SEALSQ Corp | -17.99% | -38.54% | 380.47% | -92.82% |
MAGS Roundhill Magnificent Seven ETF | -1.59% | 22.99% | 63.97% | 21.59% |
Correlation
The correlation between LAES and MAGS is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since May 24, 2023 | 0.26 |
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Return for Risk
LAES vs. MAGS — Risk / Return Rank
LAES
MAGS
LAES vs. MAGS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SEALSQ Corp (LAES) and Roundhill Magnificent Seven ETF (MAGS). 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.
| LAES | MAGS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.39 | ||
| Sortino ratioReturn per unit of downside risk | -1.24 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.20 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | -0.37 | 1.25 | -1.62 |
| Martin ratioReturn relative to average drawdown | -0.62 | 4.21 | -4.83 |
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Drawdowns
LAES vs. MAGS - Drawdown Comparison
The maximum LAES drawdown since its inception was -98.44%, which is greater than MAGS's maximum drawdown of -29.91%. Use the drawdown chart below to compare losses from any high point for LAES and MAGS.
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Drawdown Indicators
| LAES | MAGS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.44% | -29.91% | -68.53% |
Max Drawdown (1Y)Largest decline over 1 year | -72.68% | -18.62% | -54.06% |
Max Drawdown (3Y)Largest decline over 3 years | -98.07% | -29.91% | -68.16% |
Current DrawdownCurrent decline from peak | -85.89% | -8.50% | -77.39% |
Average DrawdownAverage peak-to-trough decline | -84.60% | -4.72% | -79.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 43.58% | 5.50% | +38.08% |
Volatility
LAES vs. MAGS - Volatility Comparison
SEALSQ Corp (LAES) has a higher volatility of 28.38% compared to Roundhill Magnificent Seven ETF (MAGS) at 5.86%. This indicates that LAES's price experiences larger fluctuations and is considered to be riskier than MAGS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LAES | MAGS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 28.38% | 5.86% | +22.52% |
Volatility (6M)Calculated over the trailing 6-month period | 66.23% | 15.07% | +51.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 109.13% | 20.30% | +88.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 170.29% | 25.97% | +144.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 170.29% | 25.97% | +144.32% |
Dividends
LAES vs. MAGS - Dividend Comparison
LAES has not paid dividends to shareholders, while MAGS's dividend yield for the trailing twelve months is around 1.50%.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
LAES SEALSQ Corp | 0.00% | 0.00% | 0.00% | 0.00% |
MAGS Roundhill Magnificent Seven ETF | 1.50% | 1.48% | 0.81% | 0.44% |
Frequently Asked Questions
LAES and MAGS have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LAES has higher volatility (28.38%) compared to MAGS (5.86%). In terms of maximum drawdown, LAES dropped -98.44% vs MAGS's -29.91%.
MAGS currently has the higher Sharpe Ratio (1.14 vs -0.25), 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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