MTSI vs. ROHCY
MTSI (MACOM Technology Solutions Holdings, Inc.) and ROHCY (Rohm Co Ltd ADR) are both stocks. Both operate in the Semiconductors industry within the Technology sector. Over the past 10 years, MTSI returned 25.43%/yr vs 12.17%/yr for ROHCY. At a 0.21 correlation, their price movements are largely independent.
Performance
MTSI vs. ROHCY - Performance Comparison
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Returns By Period
In the year-to-date period, MTSI achieves a 111.27% return, which is significantly lower than ROHCY's 125.34% return. Over the past 10 years, MTSI has outperformed ROHCY with an annualized return of 25.43%, while ROHCY has yielded a comparatively lower 12.17% annualized return.
MTSI
- 1D
- 4.77%
- 1M
- 0.55%
- YTD
- 111.27%
- 6M
- 95.03%
- 1Y
- 189.40%
- 3Y*
- 82.14%
- 5Y*
- 43.33%
- 10Y*
- 25.43%
ROHCY
- 1D
- 1.26%
- 1M
- 27.94%
- YTD
- 125.34%
- 6M
- 127.50%
- 1Y
- 182.32%
- 3Y*
- 13.45%
- 5Y*
- 6.81%
- 10Y*
- 12.17%
MTSI vs. ROHCY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MTSI MACOM Technology Solutions Holdings, Inc. | 111.27% | 31.85% | 39.76% | 47.59% | -19.57% | 42.26% | 106.92% | 83.32% | -55.41% | -29.69% |
ROHCY Rohm Co Ltd ADR | 125.34% | 56.57% | -49.11% | 3.36% | -20.60% | -9.16% | 25.79% | 22.73% | -41.72% | 92.89% |
Correlation
The correlation between MTSI and ROHCY is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Mar 16, 2012 | 0.21 |
The correlation between MTSI and ROHCY shifts across timeframes, from 0.17 (1 year) to 0.28 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
MTSI:
$27.91B
ROHCY:
$12.39B
MTSI:
$2.33
ROHCY:
-$370.50
MTSI:
25.59
ROHCY:
0.03
MTSI:
19.69
ROHCY:
0.02
MTSI:
$1.07B
ROHCY:
$485.46B
MTSI:
$594.25M
ROHCY:
$116.26B
MTSI:
$245.21M
ROHCY:
$57.21B
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Return for Risk
MTSI vs. ROHCY — Risk / Return Rank
MTSI
ROHCY
MTSI vs. ROHCY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MACOM Technology Solutions Holdings, Inc. (MTSI) and Rohm Co Ltd ADR (ROHCY). 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.
| MTSI | ROHCY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.66 | ||
| Sortino ratioReturn per unit of downside risk | -0.18 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 1.57 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 9.66 | 7.96 | +1.70 |
| Martin ratioReturn relative to average drawdown | 25.31 | 22.36 | +2.96 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MTSI | ROHCY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.77 | 3.11 | +0.66 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.00 | 0.16 | +0.84 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.30 | +0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.16 | +0.29 |
Drawdowns
MTSI vs. ROHCY - Drawdown Comparison
The maximum MTSI drawdown since its inception was -80.78%, which is greater than ROHCY's maximum drawdown of -73.15%. Use the drawdown chart below to compare losses from any high point for MTSI and ROHCY.
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Drawdown Indicators
| MTSI | ROHCY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.78% | -73.15% | -7.63% |
Max Drawdown (1Y)Largest decline over 1 year | -19.74% | -23.05% | +3.31% |
Max Drawdown (3Y)Largest decline over 3 years | -41.09% | -68.72% | +27.63% |
Max Drawdown (5Y)Largest decline over 5 years | -44.86% | -70.45% | +25.59% |
Max Drawdown (10Y)Largest decline over 10 years | -80.78% | -73.15% | -7.63% |
Current DrawdownCurrent decline from peak | -11.67% | -6.41% | -5.26% |
Average DrawdownAverage peak-to-trough decline | -26.23% | -31.60% | +5.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.52% | 8.19% | -0.67% |
Volatility
MTSI vs. ROHCY - Volatility Comparison
The current volatility for MACOM Technology Solutions Holdings, Inc. (MTSI) is 20.61%, while Rohm Co Ltd ADR (ROHCY) has a volatility of 30.41%. This indicates that MTSI experiences smaller price fluctuations and is considered to be less risky than ROHCY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MTSI | ROHCY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 20.61% | 30.41% | -9.80% |
Volatility (6M)Calculated over the trailing 6-month period | 40.42% | 47.63% | -7.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 50.69% | 59.06% | -8.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.64% | 43.78% | -0.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 52.42% | 41.23% | +11.19% |
Dividends
MTSI vs. ROHCY - Dividend Comparison
Neither MTSI nor ROHCY has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
MTSI MACOM Technology Solutions Holdings, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ROHCY Rohm Co Ltd ADR | 0.00% | 1.21% | 1.80% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.87% |
Financials
MTSI vs. ROHCY - Financials Comparison
This section allows you to compare key financial metrics between MACOM Technology Solutions Holdings, Inc. and Rohm Co Ltd ADR. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
MTSI and ROHCY have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ROHCY has higher volatility (30.41%) compared to MTSI (20.61%). In terms of maximum drawdown, MTSI dropped -80.78% vs ROHCY's -73.15%.
MTSI currently has the higher Sharpe Ratio (3.77 vs 3.11), 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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