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

Correlation

The correlation between MTSI and SLAB is 0.59, 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.


-0.50.00.51.00.6

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.

-20.00%-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
27.84%
13.30%
MTSI
SLAB

Key characteristics

Sharpe Ratio

MTSI:

1.20

SLAB:

0.01

Sortino Ratio

MTSI:

1.81

SLAB:

0.36

Omega Ratio

MTSI:

1.22

SLAB:

1.04

Calmar Ratio

MTSI:

2.50

SLAB:

0.01

Martin Ratio

MTSI:

5.82

SLAB:

0.03

Ulcer Index

MTSI:

8.17%

SLAB:

21.16%

Daily Std Dev

MTSI:

39.51%

SLAB:

47.03%

Max Drawdown

MTSI:

-80.78%

SLAB:

-89.29%

Current Drawdown

MTSI:

-5.08%

SLAB:

-39.42%

Fundamentals

Market Cap

MTSI:

$10.00B

SLAB:

$4.18B

EPS

MTSI:

$1.04

SLAB:

-$7.41

PEG Ratio

MTSI:

0.83

SLAB:

3.03

Total Revenue (TTM)

MTSI:

$729.58M

SLAB:

$504.98M

Gross Profit (TTM)

MTSI:

$382.93M

SLAB:

$259.94M

EBITDA (TTM)

MTSI:

$153.03M

SLAB:

-$147.53M

Returns By Period

In the year-to-date period, MTSI achieves a 45.48% return, which is significantly higher than SLAB's -3.77% return. Over the past 10 years, MTSI has outperformed SLAB with an annualized return of 15.60%, while SLAB has yielded a comparatively lower 10.22% annualized return.


MTSI

YTD

45.48%

1M

6.01%

6M

27.84%

1Y

43.77%

5Y*

38.30%

10Y*

15.60%

SLAB

YTD

-3.77%

1M

29.35%

6M

12.16%

1Y

0.57%

5Y*

1.95%

10Y*

10.22%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

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 1.20, compared to the broader market-4.00-2.000.002.001.200.01
The chart of Sortino ratio for MTSI, currently valued at 1.81, compared to the broader market-4.00-2.000.002.004.001.810.36
The chart of Omega ratio for MTSI, currently valued at 1.22, compared to the broader market0.501.001.502.001.221.04
The chart of Calmar ratio for MTSI, currently valued at 2.50, compared to the broader market0.002.004.006.002.500.01
The chart of Martin ratio for MTSI, currently valued at 5.82, compared to the broader market-5.000.005.0010.0015.0020.0025.005.820.03
MTSI
SLAB

The current MTSI Sharpe Ratio is 1.20, which is higher than the SLAB Sharpe Ratio of 0.01. 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
1.20
0.01
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%JulyAugustSeptemberOctoberNovemberDecember
-5.08%
-39.42%
MTSI
SLAB

Volatility

MTSI vs. SLAB - Volatility Comparison

The current volatility for MACOM Technology Solutions Holdings, Inc. (MTSI) is 10.21%, while Silicon Laboratories Inc. (SLAB) has a volatility of 14.56%. This indicates that MTSI experiences smaller price fluctuations and is considered to be less risky than SLAB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
10.21%
14.56%
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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