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OGS vs. STM
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

OGS vs. STM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ONE Gas, Inc. (OGS) and STMicroelectronics N.V. (STM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, OGS achieves a 1.05% return, which is significantly lower than STM's 208.16% return. Over the past 10 years, OGS has underperformed STM with an annualized return of 5.57%, while STM has yielded a comparatively higher 30.91% annualized return.


OGS

1D
-0.86%
1M
-12.81%
YTD
1.05%
6M
-2.17%
1Y
5.45%
3Y*
1.79%
5Y*
3.99%
10Y*
5.57%

STM

1D
0.25%
1M
44.59%
YTD
208.16%
6M
210.77%
1Y
214.43%
3Y*
22.31%
5Y*
17.48%
10Y*
30.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

OGS vs. STM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OGS
ONE Gas, Inc.
1.05%15.57%13.08%-12.77%0.63%4.36%-15.74%20.26%11.40%17.30%
STM
STMicroelectronics N.V.
208.16%5.28%-49.67%41.66%-26.76%32.39%38.91%96.34%-35.65%94.77%

Correlation

The correlation between OGS and STM is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.02

Correlation (3Y)
Calculated over the trailing 3-year period

0.08

Correlation (5Y)
Calculated over the trailing 5-year period

0.09

Correlation (10Y)
Calculated over the trailing 10-year period

0.09

Correlation (All Time)
Calculated using the full available price history since Jan 17, 2014

0.12

The correlation between OGS and STM shifts across timeframes, from -0.02 (1 year) to 0.12 (all time), reflecting how their relationship changes across market environments.

Fundamentals

EPS

OGS:

$6.02

STM:

$0.15

PE Ratio

OGS:

12.76

STM:

514.66

PS Ratio

OGS:

1.50

STM:

6.01

Total Revenue (TTM)

OGS:

$2.32B

STM:

$12.40B

Gross Profit (TTM)

OGS:

$1.58B

STM:

$4.20B

EBITDA (TTM)

OGS:

$718.37M

STM:

$2.32B

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Return for Risk

OGS vs. STM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

OGS
OGS Risk / Return Rank: 4848
Overall Rank
OGS Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
OGS Sortino Ratio Rank: 4343
Sortino Ratio Rank
OGS Omega Ratio Rank: 4242
Omega Ratio Rank
OGS Calmar Ratio Rank: 4848
Calmar Ratio Rank
OGS Martin Ratio Rank: 5454
Martin Ratio Rank

STM
STM Risk / Return Rank: 9494
Overall Rank
STM Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
STM Sortino Ratio Rank: 9595
Sortino Ratio Rank
STM Omega Ratio Rank: 9595
Omega Ratio Rank
STM Calmar Ratio Rank: 9393
Calmar Ratio Rank
STM Martin Ratio Rank: 9191
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

OGS vs. STM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ONE Gas, Inc. (OGS) and STMicroelectronics N.V. (STM). 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.


OGSSTMDifference
Sharpe ratioReturn per unit of total volatility

-3.80

Sortino ratioReturn per unit of downside risk

-3.55

Omega ratioGain probability vs. loss probability

1.07

1.58

-0.52

Calmar ratioReturn relative to maximum drawdown

0.35

5.94

-5.58

Martin ratioReturn relative to average drawdown

1.29

13.56

-12.27

OGS vs. STM - Sharpe Ratio Comparison

The current OGS Sharpe Ratio is 0.32, which is lower than the STM Sharpe Ratio of 4.12. The chart below compares the historical Sharpe Ratios of OGS and STM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


OGSSTMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.32

4.12

-3.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

0.39

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

0.70

-0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.26

+0.15

Drawdowns

OGS vs. STM - Drawdown Comparison

The maximum OGS drawdown since its inception was -33.50%, smaller than the maximum STM drawdown of -94.40%. Use the drawdown chart below to compare losses from any high point for OGS and STM.


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Drawdown Indicators


OGSSTMDifference

Max Drawdown

Largest peak-to-trough decline

-33.50%

-94.40%

+60.90%

Max Drawdown (1Y)

Largest decline over 1 year

-15.43%

-36.35%

+20.92%

Max Drawdown (3Y)

Largest decline over 3 years

-29.71%

-66.66%

+36.95%

Max Drawdown (5Y)

Largest decline over 5 years

-33.50%

-66.66%

+33.16%

Max Drawdown (10Y)

Largest decline over 10 years

-33.50%

-66.66%

+33.16%

Current Drawdown

Current decline from peak

-14.56%

0.00%

-14.56%

Average Drawdown

Average peak-to-trough decline

-9.64%

-55.24%

+45.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.34%

15.89%

-11.55%

Volatility

OGS vs. STM - Volatility Comparison

The current volatility for ONE Gas, Inc. (OGS) is 5.63%, while STMicroelectronics N.V. (STM) has a volatility of 20.83%. This indicates that OGS experiences smaller price fluctuations and is considered to be less risky than STM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OGSSTMDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.63%

20.83%

-15.20%

Volatility (6M)

Calculated over the trailing 6-month period

12.35%

38.06%

-25.71%

Volatility (1Y)

Calculated over the trailing 1-year period

16.91%

52.37%

-35.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.55%

44.63%

-21.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.90%

44.14%

-18.24%

Dividends

OGS vs. STM - Dividend Comparison

OGS's dividend yield for the trailing twelve months is around 3.52%, more than STM's 0.45% yield.


PositionTTM20252024202320222021202020192018201720162015
OGS
ONE Gas, Inc.
3.52%3.47%3.81%4.08%3.28%2.99%2.81%2.14%2.31%2.29%2.19%2.39%
STM
STMicroelectronics N.V.
0.45%1.39%1.32%0.48%0.67%0.45%0.50%0.89%1.73%0.98%2.10%5.11%

Financials

OGS vs. STM - Financials Comparison

This section allows you to compare key financial metrics between ONE Gas, 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.


Quarterly
Annual

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


0.001.00B2.00B3.00B4.00B20222023202420252026
831.71M
3.10B
(OGS) Total Revenue
(STM) Total Revenue
Values in USD except per share items

OGS vs. STM - Profitability Comparison

The chart below illustrates the profitability comparison between ONE Gas, Inc. and STMicroelectronics N.V. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%40.0%60.0%80.0%100.0%20222023202420252026
52.7%
33.8%
Portfolio components
OGS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, ONE Gas, Inc. reported a gross profit of 438.14M and revenue of 831.71M. Therefore, the gross margin over that period was 52.7%.

STM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, STMicroelectronics N.V. reported a gross profit of 1.05B and revenue of 3.10B. Therefore, the gross margin over that period was 33.8%.

OGS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, ONE Gas, Inc. reported an operating income of 189.59M and revenue of 831.71M, resulting in an operating margin of 22.8%.

STM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, STMicroelectronics N.V. reported an operating income of 96.00M and revenue of 3.10B, resulting in an operating margin of 3.1%.

OGS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, ONE Gas, Inc. reported a net income of 128.67M and revenue of 831.71M, resulting in a net margin of 15.5%.

STM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, STMicroelectronics N.V. reported a net income of 37.00M and revenue of 3.10B, resulting in a net margin of 1.2%.


Frequently Asked Questions


OGS and STM have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

STM has higher volatility (20.83%) compared to OGS (5.63%). In terms of maximum drawdown, OGS dropped -33.50% vs STM's -94.40%.

STM currently has the higher Sharpe Ratio (4.12 vs 0.32), 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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