PortfoliosLab logo
MTSI vs. AMKR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MTSI and AMKR is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

MTSI vs. AMKR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MACOM Technology Solutions Holdings, Inc. (MTSI) and Amkor Technology, Inc. (AMKR). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%600.00%NovemberDecember2025FebruaryMarchApril
417.18%
194.66%
MTSI
AMKR

Key characteristics

Sharpe Ratio

MTSI:

0.15

AMKR:

-0.70

Sortino Ratio

MTSI:

0.59

AMKR:

-0.79

Omega Ratio

MTSI:

1.08

AMKR:

0.89

Calmar Ratio

MTSI:

0.18

AMKR:

-0.51

Martin Ratio

MTSI:

0.50

AMKR:

-1.04

Ulcer Index

MTSI:

15.08%

AMKR:

37.17%

Daily Std Dev

MTSI:

50.96%

AMKR:

55.41%

Max Drawdown

MTSI:

-80.78%

AMKR:

-98.14%

Current Drawdown

MTSI:

-28.57%

AMKR:

-71.11%

Fundamentals

Market Cap

MTSI:

$7.86B

AMKR:

$4.34B

EPS

MTSI:

-$1.43

AMKR:

$1.43

PEG Ratio

MTSI:

0.83

AMKR:

1.87

PS Ratio

MTSI:

9.94

AMKR:

0.69

PB Ratio

MTSI:

6.83

AMKR:

1.04

Total Revenue (TTM)

MTSI:

$609.32M

AMKR:

$4.95B

Gross Profit (TTM)

MTSI:

$322.68M

AMKR:

$731.57M

EBITDA (TTM)

MTSI:

-$63.31M

AMKR:

$857.28M

Returns By Period

In the year-to-date period, MTSI achieves a -18.19% return, which is significantly higher than AMKR's -31.39% return. Over the past 10 years, MTSI has outperformed AMKR with an annualized return of 12.72%, while AMKR has yielded a comparatively lower 9.62% annualized return.


MTSI

YTD

-18.19%

1M

0.60%

6M

-12.67%

1Y

5.67%

5Y*

32.07%

10Y*

12.72%

AMKR

YTD

-31.39%

1M

-9.35%

6M

-39.93%

1Y

-40.04%

5Y*

14.70%

10Y*

9.62%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

MTSI vs. AMKR — Risk-Adjusted Performance Rank

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

MTSI
The Risk-Adjusted Performance Rank of MTSI is 5858
Overall Rank
The Sharpe Ratio Rank of MTSI is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of MTSI is 5555
Sortino Ratio Rank
The Omega Ratio Rank of MTSI is 5454
Omega Ratio Rank
The Calmar Ratio Rank of MTSI is 6161
Calmar Ratio Rank
The Martin Ratio Rank of MTSI is 5959
Martin Ratio Rank

AMKR
The Risk-Adjusted Performance Rank of AMKR is 1919
Overall Rank
The Sharpe Ratio Rank of AMKR is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of AMKR is 1717
Sortino Ratio Rank
The Omega Ratio Rank of AMKR is 1616
Omega Ratio Rank
The Calmar Ratio Rank of AMKR is 1919
Calmar Ratio Rank
The Martin Ratio Rank of AMKR is 2727
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MTSI vs. AMKR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MACOM Technology Solutions Holdings, Inc. (MTSI) and Amkor Technology, Inc. (AMKR). 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 chart of Sharpe ratio for MTSI, currently valued at 0.15, compared to the broader market-2.00-1.000.001.002.003.00
MTSI: 0.15
AMKR: -0.70
The chart of Sortino ratio for MTSI, currently valued at 0.59, compared to the broader market-6.00-4.00-2.000.002.004.00
MTSI: 0.59
AMKR: -0.79
The chart of Omega ratio for MTSI, currently valued at 1.08, compared to the broader market0.501.001.502.00
MTSI: 1.08
AMKR: 0.89
The chart of Calmar ratio for MTSI, currently valued at 0.18, compared to the broader market0.001.002.003.004.005.00
MTSI: 0.18
AMKR: -0.59
The chart of Martin ratio for MTSI, currently valued at 0.50, compared to the broader market-5.000.005.0010.0015.0020.00
MTSI: 0.50
AMKR: -1.04

The current MTSI Sharpe Ratio is 0.15, which is higher than the AMKR Sharpe Ratio of -0.70. The chart below compares the historical Sharpe Ratios of MTSI and AMKR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.00NovemberDecember2025FebruaryMarchApril
0.15
-0.70
MTSI
AMKR

Dividends

MTSI vs. AMKR - Dividend Comparison

MTSI has not paid dividends to shareholders, while AMKR's dividend yield for the trailing twelve months is around 4.15%.


TTM20242023202220212020
MTSI
MACOM Technology Solutions Holdings, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%
AMKR
Amkor Technology, Inc.
4.15%2.82%0.91%0.94%0.69%0.27%

Drawdowns

MTSI vs. AMKR - Drawdown Comparison

The maximum MTSI drawdown since its inception was -80.78%, smaller than the maximum AMKR drawdown of -98.14%. Use the drawdown chart below to compare losses from any high point for MTSI and AMKR. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-28.57%
-59.72%
MTSI
AMKR

Volatility

MTSI vs. AMKR - Volatility Comparison

The current volatility for MACOM Technology Solutions Holdings, Inc. (MTSI) is 26.81%, while Amkor Technology, Inc. (AMKR) has a volatility of 31.36%. This indicates that MTSI experiences smaller price fluctuations and is considered to be less risky than AMKR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
26.81%
31.36%
MTSI
AMKR

Financials

MTSI vs. AMKR - Financials Comparison

This section allows you to compare key financial metrics between MACOM Technology Solutions Holdings, Inc. and Amkor Technology, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items