PHG vs. AMAT
Compare and contrast key facts about Koninklijke Philips N.V. (PHG) and Applied Materials, Inc. (AMAT).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PHG or AMAT.
Key characteristics
| PHG | AMAT | |
|---|---|---|
| YTD Return | 13.84% | 22.32% |
| 1Y Return | 32.95% | 76.20% |
| 3Y Return (Ann) | -19.91% | 15.20% |
| 5Y Return (Ann) | -5.69% | 36.63% |
| 10Y Return (Ann) | 1.33% | 28.19% |
| Sharpe Ratio | 0.86 | 2.28 |
| Daily Std Dev | 37.76% | 34.16% |
| Max Drawdown | -79.56% | -85.22% |
| Current Drawdown | -51.73% | -7.08% |
Fundamentals
| PHG | AMAT | |
|---|---|---|
| Market Cap | $19.10B | $168.99B |
| EPS | -$0.51 | $8.50 |
| PE Ratio | 78.78 | 23.93 |
| PEG Ratio | 2.81 | 2.48 |
| Revenue (TTM) | $18.17B | $26.49B |
| Gross Profit (TTM) | $7.19B | $11.99B |
| EBITDA (TTM) | $1.13B | $8.14B |
Correlation
The correlation between PHG and AMAT is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
PHG vs. AMAT - Performance Comparison
In the year-to-date period, PHG achieves a 13.84% return, which is significantly lower than AMAT's 22.32% return. Over the past 10 years, PHG has underperformed AMAT with an annualized return of 1.33%, while AMAT has yielded a comparatively higher 28.19% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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
PHG vs. AMAT - Risk-Adjusted Performance 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.
Dividends
PHG vs. AMAT - Dividend Comparison
PHG has not paid dividends to shareholders, while AMAT's dividend yield for the trailing twelve months is around 0.65%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PHG Koninklijke Philips N.V. | 0.00% | 0.00% | 6.72% | 2.93% | 1.80% | 2.10% | 3.01% | 2.43% | 3.08% | 3.81% | 4.04% | 2.83% |
AMAT Applied Materials, Inc. | 0.65% | 0.75% | 1.05% | 0.60% | 1.01% | 1.36% | 2.14% | 0.78% | 1.24% | 2.14% | 1.61% | 2.21% |
Drawdowns
PHG vs. AMAT - Drawdown Comparison
The maximum PHG drawdown since its inception was -79.56%, 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. For additional features, visit the drawdowns tool.
Volatility
PHG vs. AMAT - Volatility Comparison
Koninklijke Philips N.V. (PHG) has a higher volatility of 24.43% compared to Applied Materials, Inc. (AMAT) at 9.93%. This indicates that PHG's price experiences larger fluctuations and is considered to be riskier than AMAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
PHG vs. AMAT - Financials Comparison
This section allows you to compare key financial metrics between Koninklijke Philips N.V. and Applied Materials, 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.
Total Revenue: Total amount of money received from sales and other business activities