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POWI vs. SLAB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between POWI and SLAB is 0.58, 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.


-0.50.00.51.00.6

Performance

POWI vs. SLAB - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-14.06%
8.24%
POWI
SLAB

Key characteristics

Sharpe Ratio

POWI:

-0.72

SLAB:

-0.12

Sortino Ratio

POWI:

-0.92

SLAB:

0.16

Omega Ratio

POWI:

0.90

SLAB:

1.02

Calmar Ratio

POWI:

-0.59

SLAB:

-0.10

Martin Ratio

POWI:

-1.44

SLAB:

-0.27

Ulcer Index

POWI:

19.00%

SLAB:

21.10%

Daily Std Dev

POWI:

37.93%

SLAB:

47.03%

Max Drawdown

POWI:

-85.76%

SLAB:

-89.29%

Current Drawdown

POWI:

-42.64%

SLAB:

-41.54%

Fundamentals

Market Cap

POWI:

$3.70B

SLAB:

$4.18B

EPS

POWI:

$0.65

SLAB:

-$7.41

PEG Ratio

POWI:

1.70

SLAB:

3.03

Total Revenue (TTM)

POWI:

$403.23M

SLAB:

$504.98M

Gross Profit (TTM)

POWI:

$213.69M

SLAB:

$259.94M

EBITDA (TTM)

POWI:

$40.36M

SLAB:

-$147.53M

Returns By Period

In the year-to-date period, POWI achieves a -24.56% return, which is significantly lower than SLAB's -7.14% return. Over the past 10 years, POWI has underperformed SLAB with an annualized return of 9.70%, while SLAB has yielded a comparatively higher 10.24% annualized return.


POWI

YTD

-24.56%

1M

1.59%

6M

-14.06%

1Y

-24.27%

5Y*

5.67%

10Y*

9.70%

SLAB

YTD

-7.14%

1M

21.95%

6M

3.65%

1Y

-5.79%

5Y*

1.22%

10Y*

10.24%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

POWI vs. SLAB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Power Integrations, Inc. (POWI) and Silicon Laboratories Inc. (SLAB). 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 POWI, currently valued at -0.72, compared to the broader market-4.00-2.000.002.00-0.72-0.12
The chart of Sortino ratio for POWI, currently valued at -0.92, compared to the broader market-4.00-2.000.002.004.00-0.920.16
The chart of Omega ratio for POWI, currently valued at 0.90, compared to the broader market0.501.001.502.000.901.02
The chart of Calmar ratio for POWI, currently valued at -0.59, compared to the broader market0.002.004.006.00-0.59-0.11
The chart of Martin ratio for POWI, currently valued at -1.44, compared to the broader market0.0010.0020.00-1.44-0.27
POWI
SLAB

The current POWI Sharpe Ratio is -0.72, which is lower than the SLAB Sharpe Ratio of -0.12. The chart below compares the historical Sharpe Ratios of POWI and SLAB, 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 Ratio-1.00-0.500.000.50JulyAugustSeptemberOctoberNovemberDecember
-0.72
-0.12
POWI
SLAB

Dividends

POWI vs. SLAB - Dividend Comparison

POWI's dividend yield for the trailing twelve months is around 1.32%, while SLAB has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
POWI
Power Integrations, Inc.
1.32%0.94%1.00%0.58%0.51%0.71%1.05%0.76%0.77%0.99%0.85%0.57%
SLAB
Silicon Laboratories Inc.
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. SLAB - Drawdown Comparison

The maximum POWI drawdown since its inception was -85.76%, roughly equal to the maximum SLAB drawdown of -89.29%. Use the drawdown chart below to compare losses from any high point for POWI and SLAB. For additional features, visit the drawdowns tool.


-55.00%-50.00%-45.00%-40.00%-35.00%-30.00%JulyAugustSeptemberOctoberNovemberDecember
-42.64%
-41.54%
POWI
SLAB

Volatility

POWI vs. SLAB - Volatility Comparison

The current volatility for Power Integrations, Inc. (POWI) is 12.43%, while Silicon Laboratories Inc. (SLAB) has a volatility of 14.65%. This indicates that POWI experiences smaller price fluctuations and is considered to be less risky than SLAB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
12.43%
14.65%
POWI
SLAB

Financials

POWI vs. SLAB - Financials Comparison

This section allows you to compare key financial metrics between Power Integrations, Inc. and Silicon Laboratories 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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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.

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