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MTSI vs. LSCC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MTSI and LSCC is 0.51, 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.


-0.50.00.51.00.5

Performance

MTSI vs. LSCC - Performance Comparison

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

-30.00%-20.00%-10.00%0.00%10.00%20.00%30.00%AugustSeptemberOctoberNovemberDecember
16.08%
-9.17%
MTSI
LSCC

Key characteristics

Sharpe Ratio

MTSI:

1.01

LSCC:

-0.34

Sortino Ratio

MTSI:

1.59

LSCC:

-0.15

Omega Ratio

MTSI:

1.19

LSCC:

0.98

Calmar Ratio

MTSI:

2.09

LSCC:

-0.31

Martin Ratio

MTSI:

5.22

LSCC:

-0.63

Ulcer Index

MTSI:

7.62%

LSCC:

28.27%

Daily Std Dev

MTSI:

39.51%

LSCC:

53.02%

Max Drawdown

MTSI:

-80.78%

LSCC:

-97.34%

Current Drawdown

MTSI:

-8.81%

LSCC:

-41.75%

Fundamentals

Market Cap

MTSI:

$9.88B

LSCC:

$8.13B

EPS

MTSI:

$1.04

LSCC:

$1.02

PE Ratio

MTSI:

128.40

LSCC:

57.80

PEG Ratio

MTSI:

0.83

LSCC:

3.18

Total Revenue (TTM)

MTSI:

$729.58M

LSCC:

$562.58M

Gross Profit (TTM)

MTSI:

$382.93M

LSCC:

$360.06M

EBITDA (TTM)

MTSI:

$153.03M

LSCC:

$144.63M

Returns By Period

Over the past 10 years, MTSI has underperformed LSCC with an annualized return of 15.24%, while LSCC has yielded a comparatively higher 23.47% annualized return.


MTSI

YTD

0.00%

1M

-2.19%

6M

16.24%

1Y

39.76%

5Y*

37.74%

10Y*

15.24%

LSCC

YTD

0.00%

1M

-0.18%

6M

-5.93%

1Y

-17.89%

5Y*

23.93%

10Y*

23.47%

*Annualized

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Risk-Adjusted Performance

MTSI vs. LSCC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MACOM Technology Solutions Holdings, Inc. (MTSI) and Lattice Semiconductor Corporation (LSCC). 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.


Sharpe ratio
The chart of Sharpe ratio for MTSI, currently valued at 1.01, compared to the broader market-4.00-2.000.002.001.01-0.34
The chart of Sortino ratio for MTSI, currently valued at 1.59, compared to the broader market-4.00-2.000.002.004.001.59-0.15
The chart of Omega ratio for MTSI, currently valued at 1.19, compared to the broader market0.501.001.502.001.190.98
The chart of Calmar ratio for MTSI, currently valued at 2.09, compared to the broader market0.002.004.006.002.09-0.31
The chart of Martin ratio for MTSI, currently valued at 5.22, compared to the broader market0.005.0010.0015.0020.0025.005.22-0.63
MTSI
LSCC

The current MTSI Sharpe Ratio is 1.01, which is higher than the LSCC Sharpe Ratio of -0.34. The chart below compares the historical Sharpe Ratios of MTSI and LSCC, 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-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember
1.01
-0.34
MTSI
LSCC

Dividends

MTSI vs. LSCC - Dividend Comparison

Neither MTSI nor LSCC has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

MTSI vs. LSCC - Drawdown Comparison

The maximum MTSI drawdown since its inception was -80.78%, smaller than the maximum LSCC drawdown of -97.34%. Use the drawdown chart below to compare losses from any high point for MTSI and LSCC. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember
-8.81%
-41.75%
MTSI
LSCC

Volatility

MTSI vs. LSCC - Volatility Comparison

The current volatility for MACOM Technology Solutions Holdings, Inc. (MTSI) is 9.75%, while Lattice Semiconductor Corporation (LSCC) has a volatility of 13.27%. This indicates that MTSI experiences smaller price fluctuations and is considered to be less risky than LSCC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%AugustSeptemberOctoberNovemberDecember
9.75%
13.27%
MTSI
LSCC

Financials

MTSI vs. LSCC - Financials Comparison

This section allows you to compare key financial metrics between MACOM Technology Solutions Holdings, Inc. and Lattice Semiconductor 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.


Quarterly
Annual

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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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