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MAGS vs. STHH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MAGS vs. STHH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill Magnificent Seven ETF (MAGS) and STMicroelectronics NV ADRhedged (STHH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MAGS achieves a 3.73% return, which is significantly lower than STHH's 209.56% return.


MAGS

1D
-1.08%
1M
2.17%
YTD
3.73%
6M
3.62%
1Y
31.34%
3Y*
33.71%
5Y*
10Y*

STHH

1D
0.46%
1M
45.30%
YTD
209.56%
6M
210.55%
1Y
209.77%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MAGS vs. STHH - Yearly Performance Comparison


2026 (YTD)2025
MAGS
Roundhill Magnificent Seven ETF
3.73%52.70%
STHH
STMicroelectronics NV ADRhedged
209.56%16.74%

Correlation

The correlation between MAGS and STHH is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.43

Correlation (All Time)
Calculated using the full available price history since Apr 24, 2025

0.46

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Return for Risk

MAGS vs. STHH — Risk / Return Rank

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

MAGS
MAGS Risk / Return Rank: 3939
Overall Rank
MAGS Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
MAGS Sortino Ratio Rank: 4242
Sortino Ratio Rank
MAGS Omega Ratio Rank: 4040
Omega Ratio Rank
MAGS Calmar Ratio Rank: 3333
Calmar Ratio Rank
MAGS Martin Ratio Rank: 3737
Martin Ratio Rank

STHH
STHH Risk / Return Rank: 8989
Overall Rank
STHH Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
STHH Sortino Ratio Rank: 9090
Sortino Ratio Rank
STHH Omega Ratio Rank: 9191
Omega Ratio Rank
STHH Calmar Ratio Rank: 9292
Calmar Ratio Rank
STHH Martin Ratio Rank: 7575
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.

MAGS vs. STHH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill Magnificent Seven ETF (MAGS) and STMicroelectronics NV ADRhedged (STHH). 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.


MAGSSTHHDifference
Sharpe ratioReturn per unit of total volatility

-2.63

Sortino ratioReturn per unit of downside risk

-2.05

Omega ratioGain probability vs. loss probability

1.27

1.60

-0.33

Calmar ratioReturn relative to maximum drawdown

1.69

6.23

-4.54

Martin ratioReturn relative to average drawdown

5.85

14.15

-8.30

MAGS vs. STHH - Sharpe Ratio Comparison

The current MAGS Sharpe Ratio is 1.57, which is lower than the STHH Sharpe Ratio of 4.20. The chart below compares the historical Sharpe Ratios of MAGS and STHH, 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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Sharpe Ratios by Period


MAGSSTHHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.57

4.20

-2.63

Sharpe Ratio (All Time)

Calculated using the full available price history

1.55

4.44

-2.89

Drawdowns

MAGS vs. STHH - Drawdown Comparison

The maximum MAGS drawdown since its inception was -29.91%, smaller than the maximum STHH drawdown of -33.89%. Use the drawdown chart below to compare losses from any high point for MAGS and STHH.


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Drawdown Indicators


MAGSSTHHDifference

Max Drawdown

Largest peak-to-trough decline

-29.91%

-33.89%

+3.98%

Max Drawdown (1Y)

Largest decline over 1 year

-18.62%

-33.89%

+15.27%

Max Drawdown (3Y)

Largest decline over 3 years

-29.91%

Current Drawdown

Current decline from peak

-3.55%

0.00%

-3.55%

Average Drawdown

Average peak-to-trough decline

-4.70%

-10.46%

+5.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.37%

14.90%

-9.53%

Volatility

MAGS vs. STHH - Volatility Comparison

The current volatility for Roundhill Magnificent Seven ETF (MAGS) is 4.80%, while STMicroelectronics NV ADRhedged (STHH) has a volatility of 20.33%. This indicates that MAGS experiences smaller price fluctuations and is considered to be less risky than STHH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MAGSSTHHDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.80%

20.33%

-15.53%

Volatility (6M)

Calculated over the trailing 6-month period

14.31%

36.77%

-22.46%

Volatility (1Y)

Calculated over the trailing 1-year period

20.08%

50.39%

-30.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.94%

49.44%

-23.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.94%

49.44%

-23.50%

MAGS vs. STHH - Expense Ratio Comparison

MAGS has a 0.29% expense ratio, which is higher than STHH's 0.19% expense ratio.


Dividends

MAGS vs. STHH - Dividend Comparison

MAGS's dividend yield for the trailing twelve months is around 1.43%, more than STHH's 0.55% yield.


PositionTTM202520242023
MAGS
Roundhill Magnificent Seven ETF
1.43%1.48%0.81%0.44%
STHH
STMicroelectronics NV ADRhedged
0.55%0.69%0.00%0.00%

Frequently Asked Questions


MAGS and STHH 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.

STHH has higher volatility (20.33%) compared to MAGS (4.80%). In terms of maximum drawdown, MAGS dropped -29.91% vs STHH's -33.89%.

On 1-year performance, STHH leads with 209.77% vs 31.34% for MAGS. On fees, STHH is cheaper at 0.19% per year. On volatility, MAGS has been the lower-risk option at 4.80%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, STHH has performed better with a 209.77% return vs 31.34%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

STHH is cheaper with a 0.19% expense ratio, compared with 0.29% for MAGS.

MAGS has the higher dividend yield at 1.43%, compared with 0.55% for STHH.

They also come from different issuers: Roundhill and ADRhedged. Their fees differ too: 0.29% for MAGS and 0.19% for STHH.

STHH currently has the higher Sharpe Ratio (4.20 vs 1.57), 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.

Portfolio Optimizer

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