MIDD vs. SMTC

In the year-to-date period, MIDD achieves a 6.72% return, which is significantly higher than SMTC's -39.37% return. Over the past 10 years, MIDD has underperformed SMTC with an annualized return of 2.85%, while SMTC has yielded a comparatively higher 5.66% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for The Middleby Corporation (MIDD) and Semtech Corporation (SMTC). 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.

The current MIDD Sharpe Ratio is 0.32, which is higher than the SMTC Sharpe Ratio of -0.04. The chart below compares the historical Sharpe Ratios of MIDD and SMTC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither MIDD nor SMTC has paid dividends to shareholders.

The maximum MIDD drawdown since its inception was -77.58%, smaller than the maximum SMTC drawdown of -85.40%. Use the drawdown chart below to compare losses from any high point for MIDD and SMTC.

The current volatility for The Middleby Corporation (MIDD) is 11.59%, while Semtech Corporation (SMTC) has a volatility of 14.60%. This indicates that MIDD experiences smaller price fluctuations and is considered to be less risky than SMTC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between The Middleby Corporation and Semtech Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.