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POWI vs. IFX.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

POWI vs. IFX.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Power Integrations, Inc. (POWI) and Infineon Technologies AG (IFX.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

POWI is traded in USD, while IFX.DE is traded in EUR. To make them comparable, the IFX.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, POWI achieves a 117.25% return, which is significantly lower than IFX.DE's 124.50% return. Over the past 10 years, POWI has underperformed IFX.DE with an annualized return of 12.30%, while IFX.DE has yielded a comparatively higher 21.90% annualized return.


POWI

1D
-0.44%
1M
4.90%
YTD
117.25%
6M
107.34%
1Y
42.58%
3Y*
-4.73%
5Y*
0.44%
10Y*
12.30%

IFX.DE

1D
-3.25%
1M
35.89%
YTD
124.50%
6M
127.37%
1Y
143.31%
3Y*
38.87%
5Y*
20.52%
10Y*
21.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

POWI vs. IFX.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
POWI
Power Integrations, Inc.
117.25%-41.33%-23.97%15.56%-22.09%14.12%66.77%63.64%-16.32%9.26%
IFX.DE
Infineon Technologies AG
124.50%36.89%-20.84%38.39%-33.54%20.36%71.79%16.08%-26.71%59.91%

Correlation

The correlation between POWI and IFX.DE is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.32

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

0.40

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

0.47

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

0.45

Correlation (All Time)
Calculated using the full available price history since May 30, 2007

0.36

The correlation between POWI and IFX.DE shifts across timeframes, from 0.32 (1 year) to 0.47 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

POWI vs. IFX.DE — Risk / Return Rank

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

POWI
POWI Risk / Return Rank: 6464
Overall Rank
POWI Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
POWI Sortino Ratio Rank: 6767
Sortino Ratio Rank
POWI Omega Ratio Rank: 6565
Omega Ratio Rank
POWI Calmar Ratio Rank: 6262
Calmar Ratio Rank
POWI Martin Ratio Rank: 6060
Martin Ratio Rank

IFX.DE
IFX.DE Risk / Return Rank: 9393
Overall Rank
IFX.DE Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
IFX.DE Sortino Ratio Rank: 9494
Sortino Ratio Rank
IFX.DE Omega Ratio Rank: 9292
Omega Ratio Rank
IFX.DE Calmar Ratio Rank: 9494
Calmar Ratio Rank
IFX.DE Martin Ratio Rank: 9292
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.

POWI vs. IFX.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Power Integrations, Inc. (POWI) and Infineon Technologies AG (IFX.DE). 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.


POWIIFX.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.49

Sortino ratioReturn per unit of downside risk

-2.37

Omega ratioGain probability vs. loss probability

1.18

1.47

-0.29

Calmar ratioReturn relative to maximum drawdown

0.89

6.18

-5.29

Martin ratioReturn relative to average drawdown

1.77

14.59

-12.82

POWI vs. IFX.DE - Sharpe Ratio Comparison

The current POWI Sharpe Ratio is 0.75, which is lower than the IFX.DE Sharpe Ratio of 3.24. The chart below compares the historical Sharpe Ratios of POWI and IFX.DE, 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


POWIIFX.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.75

3.24

-2.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.49

-0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

0.55

-0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.26

0.00

Drawdowns

POWI vs. IFX.DE - Drawdown Comparison

The maximum POWI drawdown since its inception was -85.76%, smaller than the maximum IFX.DE drawdown of -97.34%. Use the drawdown chart below to compare losses from any high point for POWI and IFX.DE.


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Drawdown Indicators


POWIIFX.DEDifference

Max Drawdown

Largest peak-to-trough decline

-85.76%

-97.34%

+11.58%

Max Drawdown (1Y)

Largest decline over 1 year

-47.83%

-23.06%

-24.77%

Max Drawdown (3Y)

Largest decline over 3 years

-67.82%

-38.22%

-29.60%

Max Drawdown (5Y)

Largest decline over 5 years

-70.68%

-56.03%

-14.65%

Max Drawdown (10Y)

Largest decline over 10 years

-70.68%

-60.95%

-9.73%

Current Drawdown

Current decline from peak

-26.32%

-3.52%

-22.80%

Average Drawdown

Average peak-to-trough decline

-38.65%

-31.15%

-7.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.15%

9.79%

+14.36%

Volatility

POWI vs. IFX.DE - Volatility Comparison

Power Integrations, Inc. (POWI) has a higher volatility of 23.74% compared to Infineon Technologies AG (IFX.DE) at 20.15%. This indicates that POWI's price experiences larger fluctuations and is considered to be riskier than IFX.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


POWIIFX.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

23.74%

20.15%

+3.59%

Volatility (6M)

Calculated over the trailing 6-month period

38.65%

36.41%

+2.24%

Volatility (1Y)

Calculated over the trailing 1-year period

56.95%

44.21%

+12.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.44%

41.26%

+3.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.63%

39.24%

+2.39%

Dividends

POWI vs. IFX.DE - Dividend Comparison

POWI's dividend yield for the trailing twelve months is around 1.11%, more than IFX.DE's 0.41% yield.


PositionTTM20252024202320222021202020192018201720162015
IFX.DE
Infineon Technologies AG
0.41%0.93%1.11%0.85%0.95%0.54%0.86%1.33%1.44%0.96%1.21%1.33%
POWI
Power Integrations, Inc.
1.11%2.36%1.31%0.94%1.00%0.58%0.51%0.71%1.05%0.76%0.77%0.99%

Financials

POWI vs. IFX.DE - Financials Comparison

This section allows you to compare key financial metrics between Power Integrations, Inc. and Infineon Technologies AG. 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


Please note, different currencies. POWI values in USD, IFX.DE values in EUR

Frequently Asked Questions


POWI and IFX.DE have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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