RNECY vs. STMPA.PA
RNECY (Renesas Electronics Corp ADR) and STMPA.PA (STMicroelectronics N.V.) are both stocks. Both operate in the Semiconductors industry within the Technology sector. Over the past 10 years, RNECY returned 17.43%/yr vs 31.99%/yr for STMPA.PA. At a 0.22 correlation, their price movements are largely independent.
Performance
RNECY vs. STMPA.PA - Performance Comparison
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Different Trading Currencies
RNECY is traded in USD, while STMPA.PA is traded in EUR. To make them comparable, the STMPA.PA values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, RNECY achieves a 104.41% return, which is significantly lower than STMPA.PA's 198.18% return. Over the past 10 years, RNECY has underperformed STMPA.PA with an annualized return of 17.43%, while STMPA.PA has yielded a comparatively higher 31.99% annualized return.
RNECY
- 1D
- -0.64%
- 1M
- 19.93%
- YTD
- 104.41%
- 6M
- 104.71%
- 1Y
- 104.11%
- 3Y*
- 14.94%
- 5Y*
- 21.58%
- 10Y*
- 17.43%
STMPA.PA
- 1D
- 4.36%
- 1M
- 27.82%
- YTD
- 198.18%
- 6M
- 200.28%
- 1Y
- 165.22%
- 3Y*
- 17.94%
- 5Y*
- 16.57%
- 10Y*
- 31.99%
RNECY vs. STMPA.PA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RNECY Renesas Electronics Corp ADR | 104.41% | 7.51% | -28.20% | 103.64% | -29.19% | 18.55% | 52.92% | 53.71% | -60.76% | 43.54% |
STMPA.PA STMicroelectronics N.V. | 198.18% | 6.23% | -49.12% | 42.20% | -28.03% | 34.31% | 38.63% | 90.85% | -33.63% | 95.69% |
Correlation
The correlation between RNECY and STMPA.PA is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.43 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2007 | 0.22 |
Over the past year, RNECY and STMPA.PA have become more correlated (0.45) than their long-term average of 0.22, meaning their price movements have been converging.
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Return for Risk
RNECY vs. STMPA.PA — Risk / Return Rank
RNECY
STMPA.PA
RNECY vs. STMPA.PA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Renesas Electronics Corp ADR (RNECY) and STMicroelectronics N.V. (STMPA.PA). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| RNECY | STMPA.PA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.39 | ||
| Sortino ratioReturn per unit of downside risk | -0.96 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.50 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 3.35 | 4.69 | -1.34 |
| Martin ratioReturn relative to average drawdown | 9.43 | 10.39 | -0.97 |
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Drawdowns
RNECY vs. STMPA.PA - Drawdown Comparison
The maximum RNECY drawdown since its inception was -92.23%, which is greater than STMPA.PA's maximum drawdown of -79.51%. Use the drawdown chart below to compare losses from any high point for RNECY and STMPA.PA.
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Drawdown Indicators
| RNECY | STMPA.PA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.23% | -79.51% | -12.72% |
Max Drawdown (1Y)Largest decline over 1 year | -31.29% | -34.61% | +3.32% |
Max Drawdown (3Y)Largest decline over 3 years | -52.49% | -66.49% | +14.00% |
Max Drawdown (5Y)Largest decline over 5 years | -52.49% | -66.49% | +14.00% |
Max Drawdown (10Y)Largest decline over 10 years | -77.20% | -66.49% | -10.71% |
Current DrawdownCurrent decline from peak | -8.70% | -1.35% | -7.35% |
Average DrawdownAverage peak-to-trough decline | -67.21% | -34.11% | -33.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.48% | 15.70% | -4.22% |
Volatility
RNECY vs. STMPA.PA - Volatility Comparison
Renesas Electronics Corp ADR (RNECY) has a higher volatility of 26.88% compared to STMicroelectronics N.V. (STMPA.PA) at 21.83%. This indicates that RNECY's price experiences larger fluctuations and is considered to be riskier than STMPA.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RNECY | STMPA.PA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 26.88% | 21.83% | +5.05% |
Volatility (6M)Calculated over the trailing 6-month period | 47.53% | 38.39% | +9.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 58.05% | 50.81% | +7.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 47.74% | 41.73% | +6.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 49.47% | 41.41% | +8.06% |
Dividends
RNECY vs. STMPA.PA - Dividend Comparison
RNECY has not paid dividends to shareholders, while STMPA.PA's dividend yield for the trailing twelve months is around 0.45%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RNECY Renesas Electronics Corp ADR | 0.00% | 0.00% | 1.48% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
STMPA.PA STMicroelectronics N.V. | 0.45% | 1.36% | 1.28% | 0.49% | 0.71% | 0.51% | 0.61% | 1.00% | 1.92% | 1.30% | 2.60% | 6.47% |
Financials
RNECY vs. STMPA.PA - Financials Comparison
This section allows you to compare key financial metrics between Renesas Electronics Corp ADR and STMicroelectronics N.V.. 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
Frequently Asked Questions
RNECY and STMPA.PA have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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