MTSI vs. STMPA.PA
MTSI (MACOM Technology Solutions Holdings, Inc.) and STMPA.PA (STMicroelectronics N.V.) are both stocks. Both operate in the Semiconductors industry within the Technology sector. Over the past 10 years, MTSI returned 25.43%/yr vs 30.15%/yr for STMPA.PA. At a 0.36 correlation, their price movements are largely independent.
Performance
MTSI vs. STMPA.PA - Performance Comparison
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Different Trading Currencies
MTSI is traded in USD, while STMPA.PA is traded in EUR. To make them comparable, the STMPA.PA values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, MTSI achieves a 111.27% return, which is significantly lower than STMPA.PA's 194.64% return. Over the past 10 years, MTSI has underperformed STMPA.PA with an annualized return of 25.43%, while STMPA.PA has yielded a comparatively higher 30.15% 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%
STMPA.PA
- 1D
- -2.48%
- 1M
- 34.05%
- YTD
- 194.64%
- 6M
- 198.57%
- 1Y
- 174.43%
- 3Y*
- 21.30%
- 5Y*
- 16.67%
- 10Y*
- 30.15%
MTSI vs. STMPA.PA - 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% |
STMPA.PA STMicroelectronics N.V. | 194.64% | 6.09% | -49.22% | 42.09% | -28.10% | 34.09% | 38.35% | 90.31% | -33.92% | 95.15% |
Correlation
The correlation between MTSI and STMPA.PA is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.43 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Mar 16, 2012 | 0.36 |
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Return for Risk
MTSI vs. STMPA.PA — Risk / Return Rank
MTSI
STMPA.PA
MTSI vs. STMPA.PA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MACOM Technology Solutions Holdings, Inc. (MTSI) and STMicroelectronics N.V. (STMPA.PA). 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 | STMPA.PA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.29 | ||
| Sortino ratioReturn per unit of downside risk | +0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 1.53 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 9.66 | 4.97 | +4.69 |
| Martin ratioReturn relative to average drawdown | 25.31 | 11.03 | +14.28 |
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 | STMPA.PA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.77 | 3.48 | +0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.00 | 0.40 | +0.60 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.72 | -0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.23 | +0.21 |
Drawdowns
MTSI vs. STMPA.PA - Drawdown Comparison
The maximum MTSI drawdown since its inception was -80.78%, roughly equal to the maximum STMPA.PA drawdown of -79.98%. Use the drawdown chart below to compare losses from any high point for MTSI and STMPA.PA.
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Drawdown Indicators
| MTSI | STMPA.PA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.78% | -79.98% | -0.80% |
Max Drawdown (1Y)Largest decline over 1 year | -19.74% | -34.63% | +14.89% |
Max Drawdown (3Y)Largest decline over 3 years | -41.09% | -66.55% | +25.46% |
Max Drawdown (5Y)Largest decline over 5 years | -44.86% | -66.55% | +21.69% |
Max Drawdown (10Y)Largest decline over 10 years | -80.78% | -66.55% | -14.23% |
Current DrawdownCurrent decline from peak | -11.67% | -2.48% | -9.19% |
Average DrawdownAverage peak-to-trough decline | -26.23% | -36.22% | +9.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.52% | 15.69% | -8.17% |
Volatility
MTSI vs. STMPA.PA - Volatility Comparison
MACOM Technology Solutions Holdings, Inc. (MTSI) and STMicroelectronics N.V. (STMPA.PA) have volatilities of 20.61% and 21.17%, 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.
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Volatility by Period
| MTSI | STMPA.PA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 20.61% | 21.17% | -0.56% |
Volatility (6M)Calculated over the trailing 6-month period | 40.42% | 36.80% | +3.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 50.69% | 50.68% | +0.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.64% | 41.39% | +2.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 52.42% | 41.30% | +11.12% |
Dividends
MTSI vs. STMPA.PA - Dividend Comparison
MTSI has not paid dividends to shareholders, while STMPA.PA's dividend yield for the trailing twelve months is around 0.40%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
STMPA.PA STMicroelectronics N.V. | 0.40% | 1.20% | 1.08% | 0.42% | 0.60% | 0.38% | 0.46% | 0.77% | 1.41% | 1.00% | 2.02% | 5.01% |
Financials
MTSI vs. STMPA.PA - Financials Comparison
This section allows you to compare key financial metrics between MACOM Technology Solutions Holdings, Inc. and STMicroelectronics N.V.. 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 STMPA.PA have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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