PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
PLAB vs. SMTC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between PLAB and SMTC is 0.44, 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.


-0.50.00.51.00.4

Performance

PLAB vs. SMTC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Photronics, Inc. (PLAB) and Semtech Corporation (SMTC). The values are adjusted to include any dividend payments, if applicable.

0.00%5,000.00%10,000.00%15,000.00%20,000.00%25,000.00%JulyAugustSeptemberOctoberNovemberDecember
563.17%
22,491.54%
PLAB
SMTC

Key characteristics

Sharpe Ratio

PLAB:

-0.42

SMTC:

3.22

Sortino Ratio

PLAB:

-0.32

SMTC:

3.36

Omega Ratio

PLAB:

0.96

SMTC:

1.43

Calmar Ratio

PLAB:

-0.35

SMTC:

2.54

Martin Ratio

PLAB:

-0.81

SMTC:

16.84

Ulcer Index

PLAB:

22.92%

SMTC:

12.03%

Daily Std Dev

PLAB:

44.82%

SMTC:

62.84%

Max Drawdown

PLAB:

-99.22%

SMTC:

-85.40%

Current Drawdown

PLAB:

-46.73%

SMTC:

-30.92%

Fundamentals

Market Cap

PLAB:

$1.66B

SMTC:

$5.66B

EPS

PLAB:

$2.09

SMTC:

-$12.95

PEG Ratio

PLAB:

4.27

SMTC:

1.85

Total Revenue (TTM)

PLAB:

$866.95M

SMTC:

$851.23M

Gross Profit (TTM)

PLAB:

$315.95M

SMTC:

$416.81M

EBITDA (TTM)

PLAB:

$310.32M

SMTC:

-$694.60M

Returns By Period

In the year-to-date period, PLAB achieves a -23.37% return, which is significantly lower than SMTC's 190.05% return. Over the past 10 years, PLAB has outperformed SMTC with an annualized return of 11.12%, while SMTC has yielded a comparatively lower 8.56% annualized return.


PLAB

YTD

-23.37%

1M

-0.25%

6M

-3.61%

1Y

-21.64%

5Y*

8.77%

10Y*

11.12%

SMTC

YTD

190.05%

1M

24.85%

6M

110.85%

1Y

185.23%

5Y*

4.08%

10Y*

8.56%

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

PLAB vs. SMTC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Photronics, Inc. (PLAB) and Semtech Corporation (SMTC). 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 PLAB, currently valued at -0.42, compared to the broader market-4.00-2.000.002.00-0.423.22
The chart of Sortino ratio for PLAB, currently valued at -0.32, compared to the broader market-4.00-2.000.002.004.00-0.323.36
The chart of Omega ratio for PLAB, currently valued at 0.96, compared to the broader market0.501.001.502.000.961.43
The chart of Calmar ratio for PLAB, currently valued at -0.35, compared to the broader market0.002.004.006.00-0.352.54
The chart of Martin ratio for PLAB, currently valued at -0.81, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.8116.84
PLAB
SMTC

The current PLAB Sharpe Ratio is -0.42, which is lower than the SMTC Sharpe Ratio of 3.22. The chart below compares the historical Sharpe Ratios of PLAB and SMTC, 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 Ratio0.001.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
-0.42
3.22
PLAB
SMTC

Dividends

PLAB vs. SMTC - Dividend Comparison

Neither PLAB nor SMTC has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

PLAB vs. SMTC - Drawdown Comparison

The maximum PLAB drawdown since its inception was -99.22%, which is greater than SMTC's maximum drawdown of -85.40%. Use the drawdown chart below to compare losses from any high point for PLAB and SMTC. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-46.73%
-30.92%
PLAB
SMTC

Volatility

PLAB vs. SMTC - Volatility Comparison

The current volatility for Photronics, Inc. (PLAB) is 16.66%, while Semtech Corporation (SMTC) has a volatility of 21.71%. This indicates that PLAB experiences smaller price fluctuations and is considered to be less risky than SMTC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
16.66%
21.71%
PLAB
SMTC

Financials

PLAB vs. SMTC - Financials Comparison

This section allows you to compare key financial metrics between Photronics, Inc. and Semtech Corporation. 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab