POWI vs. SITM
Compare and contrast key facts about Power Integrations, Inc. (POWI) and SiTime Corporation (SITM).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: POWI or SITM.
Key characteristics
| POWI | SITM | |
|---|---|---|
| YTD Return | -23.71% | 66.69% |
| 1Y Return | -19.49% | 73.87% |
| 3Y Return (Ann) | -15.51% | -7.77% |
| Sharpe Ratio | -0.48 | 1.18 |
| Sortino Ratio | -0.49 | 2.10 |
| Omega Ratio | 0.94 | 1.24 |
| Calmar Ratio | -0.39 | 0.98 |
| Martin Ratio | -0.92 | 4.38 |
| Ulcer Index | 19.32% | 17.39% |
| Daily Std Dev | 37.15% | 64.54% |
| Max Drawdown | -85.76% | -78.12% |
| Current Drawdown | -42.00% | -39.25% |
Fundamentals
| POWI | SITM | |
|---|---|---|
| Market Cap | $3.64B | $4.83B |
| EPS | $0.65 | -$4.14 |
| PEG Ratio | 1.70 | 3.38 |
| Total Revenue (TTM) | $403.23M | $176.99M |
| Gross Profit (TTM) | $213.69M | $92.34M |
| EBITDA (TTM) | $40.36M | -$92.03M |
Correlation
The correlation between POWI and SITM is 0.62, 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.
Performance
POWI vs. SITM - Performance Comparison
In the year-to-date period, POWI achieves a -23.71% return, which is significantly lower than SITM's 66.69% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
POWI vs. SITM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Power Integrations, Inc. (POWI) and SiTime Corporation (SITM). 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
POWI vs. SITM - Dividend Comparison
POWI's dividend yield for the trailing twelve months is around 1.29%, while SITM has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
POWI Power Integrations, Inc. | 1.29% | 0.94% | 1.00% | 0.58% | 0.51% | 0.71% | 1.05% | 0.76% | 0.77% | 0.99% | 0.85% | 0.57% |
SITM SiTime Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
POWI vs. SITM - Drawdown Comparison
The maximum POWI drawdown since its inception was -85.76%, which is greater than SITM's maximum drawdown of -78.12%. Use the drawdown chart below to compare losses from any high point for POWI and SITM. For additional features, visit the drawdowns tool.
Volatility
POWI vs. SITM - Volatility Comparison
The current volatility for Power Integrations, Inc. (POWI) is 9.91%, while SiTime Corporation (SITM) has a volatility of 22.86%. This indicates that POWI experiences smaller price fluctuations and is considered to be less risky than SITM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
POWI vs. SITM - Financials Comparison
This section allows you to compare key financial metrics between Power Integrations, Inc. and SiTime 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.
Total Revenue: Total amount of money received from sales and other business activities