PHG vs. AMAT

Last updated Jun 4, 2026

PHG (Koninklijke Philips N.V.) and AMAT (Applied Materials, Inc.) are both stocks. PHG operates in Diagnostics & Research (Healthcare), while AMAT operates in Semiconductor Equipment & Materials (Technology). Over the past 10 years, PHG returned 1.34%/yr vs 36.77%/yr for AMAT. At a 0.38 correlation, their price movements are largely independent.

Performance

PHG vs. AMAT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Koninklijke Philips N.V. (PHG) and Applied Materials, Inc. (AMAT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PHG achieves a -2.74% return, which is significantly lower than AMAT's 95.35% return. Over the past 10 years, PHG has underperformed AMAT with an annualized return of 1.34%, while AMAT has yielded a comparatively higher 36.77% annualized return.

PHG

• 1D: -0.31%
• 1M: 0.37%
• YTD: -2.74%
• 6M: -6.07%
• 1Y: 15.52%
• 3Y*: 11.93%
• 5Y*: -12.78%
• 10Y*: 1.34%

AMAT

• 1D: 2.19%
• 1M: 28.11%
• YTD: 95.35%
• 6M: 86.88%
• 1Y: 211.89%
• 3Y*: 56.21%
• 5Y*: 30.15%
• 10Y*: 36.77%

*Multi-year figures are annualized to reflect compound growth (CAGR)

PHG vs. AMAT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PHG Koninklijke Philips N.V.	-2.74%	10.87%	8.53%	55.64%	-57.64%	-30.75%	11.00%	42.23%	-4.92%	26.32%
AMAT Applied Materials, Inc.	95.35%	59.60%	1.13%	67.97%	-37.54%	83.64%	43.29%	89.86%	-34.92%	59.86%

Correlation

The correlation between PHG and AMAT is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.28
Correlation (3Y) Calculated over the trailing 3-year period	0.27
Correlation (5Y) Calculated over the trailing 5-year period	0.32
Correlation (10Y) Calculated over the trailing 10-year period	0.35
Correlation (All Time) Calculated using the full available price history since Dec 31, 1987	0.38

The correlation between PHG and AMAT shifts across timeframes, from 0.27 (3 years) to 0.38 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap PHG : $24.55B AMAT : $400.12B
EPS PHG : $1.01 AMAT : $10.61
PE Ratio PHG : 25.12 AMAT : 47.19
PEG Ratio PHG : 13.04 AMAT : 6.01
PS Ratio PHG : 1.38 AMAT : 13.83
PB Ratio PHG : 2.15 AMAT : 16.73
Total Revenue (TTM) PHG : $17.71B AMAT : $29.02B
Gross Profit (TTM) PHG : $8.00B AMAT : $14.21B
EBITDA (TTM) PHG : $2.65B AMAT : $9.92B

Return for Risk

PHG vs. AMAT — Risk / Return Rank

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

PHG

PHG Risk / Return Rank: 55
PHG Sharpe Ratio Rank: 58
PHG Sortino Ratio Rank: 53
PHG Omega Ratio Rank: 52
PHG Calmar Ratio Rank: 56
PHG Martin Ratio Rank: 58

AMAT

AMAT Risk / Return Rank: 96
AMAT Sharpe Ratio Rank: 98
AMAT Sortino Ratio Rank: 95
AMAT Omega Ratio Rank: 95
AMAT Calmar Ratio Rank: 97
AMAT Martin Ratio Rank: 97

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.

PHG vs. AMAT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Koninklijke Philips N.V. (PHG) and Applied Materials, Inc. (AMAT). 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.

	PHG	AMAT	Difference
Sharpe ratio Return per unit of total volatility	0.52	4.63	-4.11
Sortino ratio Return per unit of downside risk	0.99	4.14	-3.15
Omega ratio Gain probability vs. loss probability	1.12	1.59	-0.47
Calmar ratio Return relative to maximum drawdown	0.70	9.98	-9.28
Martin ratio Return relative to average drawdown	1.71	28.53	-26.83
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PHG vs. AMAT - Sharpe Ratio Comparison

The current PHG Sharpe Ratio is 0.52, which is lower than the AMAT Sharpe Ratio of 4.63. The chart below compares the historical Sharpe Ratios of PHG and AMAT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	PHG	AMAT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.52	4.63	-4.11
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.34	0.70	-1.04
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.04	0.87	-0.82
Sharpe Ratio (All Time) Calculated using the full available price history	0.20	0.43	-0.23

Drawdowns

PHG vs. AMAT - Drawdown Comparison

The maximum PHG drawdown since its inception was -79.61%, smaller than the maximum AMAT drawdown of -85.22%. Use the drawdown chart below to compare losses from any high point for PHG and AMAT.

Drawdown Indicators

	PHG	AMAT	Difference
Max Drawdown Largest peak-to-trough decline	-79.61%	-85.22%	+5.61%
Max Drawdown (1Y) Largest decline over 1 year	-22.27%	-21.37%	-0.90%
Max Drawdown (3Y) Largest decline over 3 years	-33.81%	-49.88%	+16.07%
Max Drawdown (5Y) Largest decline over 5 years	-78.55%	-55.14%	-23.41%
Max Drawdown (10Y) Largest decline over 10 years	-79.61%	-55.14%	-24.47%
Current Drawdown Current decline from peak	-52.63%	0.00%	-52.63%
Average Drawdown Average peak-to-trough decline	-29.22%	-38.81%	+9.59%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.11%	7.46%	+1.65%

Volatility

PHG vs. AMAT - Volatility Comparison

The current volatility for Koninklijke Philips N.V. (PHG) is 7.00%, while Applied Materials, Inc. (AMAT) has a volatility of 15.12%. This indicates that PHG experiences smaller price fluctuations and is considered to be less risky than AMAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PHG	AMAT	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.00%	15.12%	-8.12%
Volatility (6M) Calculated over the trailing 6-month period	22.19%	35.27%	-13.08%
Volatility (1Y) Calculated over the trailing 1-year period	29.78%	46.10%	-16.32%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	37.49%	43.57%	-6.08%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.02%	42.61%	-10.59%

Dividends

PHG vs. AMAT - Dividend Comparison

PHG's dividend yield for the trailing twelve months is around 4.00%, more than AMAT's 0.38% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AMAT Applied Materials, Inc.	0.38%	0.69%	0.93%	0.75%	1.05%	0.60%	1.01%	1.36%	2.14%	0.78%	1.24%	2.14%
PHG Koninklijke Philips N.V.	4.00%	3.27%	0.00%	0.00%	6.43%	2.80%	0.00%	1.97%	2.82%	2.02%	2.51%	2.98%

Financials

PHG vs. AMAT - Profitability Comparison

The chart below illustrates the profitability comparison between Koninklijke Philips N.V. and Applied Materials, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

PHG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Koninklijke Philips N.V. reported a gross profit of 1.79B and revenue of 3.97B. Therefore, the gross margin over that period was 45.2%.

AMAT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Applied Materials, Inc. reported a gross profit of 3.95B and revenue of 7.91B. Therefore, the gross margin over that period was 49.9%.

PHG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Koninklijke Philips N.V. reported an operating income of 212.44M and revenue of 3.97B, resulting in an operating margin of 5.4%.

AMAT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Applied Materials, Inc. reported an operating income of 2.52B and revenue of 7.91B, resulting in an operating margin of 31.9%.

PHG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Koninklijke Philips N.V. reported a net income of 153.48M and revenue of 3.97B, resulting in a net margin of 3.9%.

AMAT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Applied Materials, Inc. reported a net income of 2.81B and revenue of 7.91B, resulting in a net margin of 35.5%.

Frequently Asked Questions

Can I hold both PHG and AMAT in my portfolio?

PHG and AMAT have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PHG or AMAT?

AMAT has higher volatility (15.12%) compared to PHG (7.00%). In terms of maximum drawdown, PHG dropped -79.61% vs AMAT's -85.22%.

Which has better risk-adjusted returns?

AMAT currently has the higher Sharpe Ratio (4.63 vs 0.52), 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.