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

Correlation

The correlation between MTSI and SLAB is 0.58, 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: 0.6

Performance

MTSI vs. SLAB - Performance Comparison

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

100.00%200.00%300.00%400.00%500.00%600.00%NovemberDecember2025FebruaryMarchApril
336.30%
117.94%
MTSI
SLAB

Key characteristics

Sharpe Ratio

MTSI:

-0.25

SLAB:

-0.66

Sortino Ratio

MTSI:

-0.05

SLAB:

-0.72

Omega Ratio

MTSI:

0.99

SLAB:

0.91

Calmar Ratio

MTSI:

-0.29

SLAB:

-0.56

Martin Ratio

MTSI:

-0.90

SLAB:

-2.03

Ulcer Index

MTSI:

12.82%

SLAB:

15.59%

Daily Std Dev

MTSI:

45.85%

SLAB:

48.20%

Max Drawdown

MTSI:

-80.78%

SLAB:

-89.29%

Current Drawdown

MTSI:

-39.74%

SLAB:

-56.17%

Fundamentals

Market Cap

MTSI:

$6.67B

SLAB:

$2.99B

EPS

MTSI:

-$1.43

SLAB:

-$5.93

PEG Ratio

MTSI:

0.83

SLAB:

3.03

Total Revenue (TTM)

MTSI:

$609.32M

SLAB:

$478.01M

Gross Profit (TTM)

MTSI:

$322.68M

SLAB:

$251.04M

EBITDA (TTM)

MTSI:

-$63.31M

SLAB:

-$61.23M

Returns By Period

In the year-to-date period, MTSI achieves a -30.98% return, which is significantly lower than SLAB's -25.87% return. Over the past 10 years, MTSI has outperformed SLAB with an annualized return of 10.07%, while SLAB has yielded a comparatively lower 6.21% annualized return.


MTSI

YTD

-30.98%

1M

-19.67%

6M

-18.65%

1Y

-9.03%

5Y*

37.14%

10Y*

10.07%

SLAB

YTD

-25.87%

1M

-32.75%

6M

-21.02%

1Y

-30.16%

5Y*

3.36%

10Y*

6.21%

*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. SLAB — 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 3838
Overall Rank
The Sharpe Ratio Rank of MTSI is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of MTSI is 3939
Sortino Ratio Rank
The Omega Ratio Rank of MTSI is 3939
Omega Ratio Rank
The Calmar Ratio Rank of MTSI is 3737
Calmar Ratio Rank
The Martin Ratio Rank of MTSI is 3535
Martin Ratio Rank

SLAB
The Risk-Adjusted Performance Rank of SLAB is 1717
Overall Rank
The Sharpe Ratio Rank of SLAB is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of SLAB is 2222
Sortino Ratio Rank
The Omega Ratio Rank of SLAB is 2222
Omega Ratio Rank
The Calmar Ratio Rank of SLAB is 2020
Calmar Ratio Rank
The Martin Ratio Rank of SLAB is 22
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. SLAB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MACOM Technology Solutions Holdings, Inc. (MTSI) and Silicon Laboratories Inc. (SLAB). 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 -0.25, compared to the broader market-2.00-1.000.001.002.00
MTSI: -0.25
SLAB: -0.66
The chart of Sortino ratio for MTSI, currently valued at -0.05, compared to the broader market-6.00-4.00-2.000.002.004.00
MTSI: -0.05
SLAB: -0.72
The chart of Omega ratio for MTSI, currently valued at 0.99, compared to the broader market0.501.001.502.00
MTSI: 0.99
SLAB: 0.91
The chart of Calmar ratio for MTSI, currently valued at -0.29, compared to the broader market0.001.002.003.004.00
MTSI: -0.29
SLAB: -0.56
The chart of Martin ratio for MTSI, currently valued at -0.90, compared to the broader market-10.000.0010.0020.00
MTSI: -0.90
SLAB: -2.03

The current MTSI Sharpe Ratio is -0.25, which is higher than the SLAB Sharpe Ratio of -0.66. The chart below compares the historical Sharpe Ratios of MTSI and SLAB, 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-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
-0.25
-0.66
MTSI
SLAB

Dividends

MTSI vs. SLAB - Dividend Comparison

Neither MTSI nor SLAB has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

MTSI vs. SLAB - Drawdown Comparison

The maximum MTSI drawdown since its inception was -80.78%, smaller than the maximum SLAB drawdown of -89.29%. Use the drawdown chart below to compare losses from any high point for MTSI and SLAB. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-39.74%
-56.17%
MTSI
SLAB

Volatility

MTSI vs. SLAB - Volatility Comparison

MACOM Technology Solutions Holdings, Inc. (MTSI) and Silicon Laboratories Inc. (SLAB) have volatilities of 19.79% and 20.41%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


8.00%10.00%12.00%14.00%16.00%18.00%20.00%NovemberDecember2025FebruaryMarchApril
19.79%
20.41%
MTSI
SLAB

Financials

MTSI vs. SLAB - Financials Comparison

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