ROHCY vs. MTSI
ROHCY (Rohm Co Ltd ADR) and MTSI (MACOM Technology Solutions Holdings, Inc.) are both stocks. Both operate in the Semiconductors industry within the Technology sector. Over the past 10 years, ROHCY returned 13.96%/yr vs 28.26%/yr for MTSI. At a 0.21 correlation, their price movements are largely independent.
Performance
ROHCY vs. MTSI - Performance Comparison
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Returns By Period
In the year-to-date period, ROHCY achieves a 148.16% return, which is significantly higher than MTSI's 131.35% return. Over the past 10 years, ROHCY has underperformed MTSI with an annualized return of 13.96%, while MTSI has yielded a comparatively higher 28.26% annualized return.
ROHCY
- 1D
- 8.60%
- 1M
- 23.77%
- YTD
- 148.16%
- 6M
- 159.16%
- 1Y
- 190.23%
- 3Y*
- 16.78%
- 5Y*
- 9.43%
- 10Y*
- 13.96%
MTSI
- 1D
- 1.24%
- 1M
- 2.66%
- YTD
- 131.35%
- 6M
- 126.19%
- 1Y
- 189.26%
- 3Y*
- 88.38%
- 5Y*
- 45.83%
- 10Y*
- 28.26%
ROHCY vs. MTSI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ROHCY Rohm Co Ltd ADR | 148.16% | 56.57% | -49.11% | 3.36% | -20.60% | -9.16% | 25.79% | 22.73% | -41.72% | 92.89% |
MTSI MACOM Technology Solutions Holdings, Inc. | 131.35% | 31.85% | 39.76% | 47.59% | -19.57% | 42.26% | 106.92% | 83.32% | -55.41% | -29.69% |
Correlation
The correlation between ROHCY and MTSI is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Mar 15, 2012 | 0.21 |
The correlation between ROHCY and MTSI shifts across timeframes, from 0.18 (1 year) to 0.29 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
ROHCY:
$13.65B
MTSI:
$30.57B
ROHCY:
-¥370.50
MTSI:
$2.33
ROHCY:
5.13
MTSI:
28.02
ROHCY:
2.90
MTSI:
21.56
ROHCY:
¥485.46B
MTSI:
$1.07B
ROHCY:
¥116.26B
MTSI:
$594.25M
ROHCY:
¥57.21B
MTSI:
$245.21M
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Return for Risk
ROHCY vs. MTSI — Risk / Return Rank
ROHCY
MTSI
ROHCY vs. MTSI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rohm Co Ltd ADR (ROHCY) and MACOM Technology Solutions Holdings, Inc. (MTSI). 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.
| ROHCY | MTSI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.57 | ||
| Sortino ratioReturn per unit of downside risk | +0.10 | ||
| Omega ratioGain probability vs. loss probability | 1.56 | 1.50 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 8.31 | 9.65 | -1.34 |
| Martin ratioReturn relative to average drawdown | 22.84 | 24.67 | -1.82 |
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Drawdowns
ROHCY vs. MTSI - Drawdown Comparison
The maximum ROHCY drawdown since its inception was -73.15%, smaller than the maximum MTSI drawdown of -80.78%. Use the drawdown chart below to compare losses from any high point for ROHCY and MTSI.
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Drawdown Indicators
| ROHCY | MTSI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.15% | -80.78% | +7.63% |
Max Drawdown (1Y)Largest decline over 1 year | -23.05% | -19.74% | -3.31% |
Max Drawdown (3Y)Largest decline over 3 years | -68.72% | -41.09% | -27.63% |
Max Drawdown (5Y)Largest decline over 5 years | -70.45% | -44.86% | -25.59% |
Max Drawdown (10Y)Largest decline over 10 years | -73.15% | -80.78% | +7.63% |
Current DrawdownCurrent decline from peak | 0.00% | -3.28% | +3.28% |
Average DrawdownAverage peak-to-trough decline | -31.54% | -26.18% | -5.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.36% | 7.71% | +0.65% |
Volatility
ROHCY vs. MTSI - Volatility Comparison
Rohm Co Ltd ADR (ROHCY) has a higher volatility of 26.59% compared to MACOM Technology Solutions Holdings, Inc. (MTSI) at 20.52%. This indicates that ROHCY's price experiences larger fluctuations and is considered to be riskier than MTSI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ROHCY | MTSI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 26.59% | 20.52% | +6.07% |
Volatility (6M)Calculated over the trailing 6-month period | 50.41% | 40.41% | +10.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 61.01% | 51.39% | +9.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.50% | 43.86% | +0.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.60% | 52.48% | -10.88% |
Dividends
ROHCY vs. MTSI - Dividend Comparison
Neither ROHCY nor MTSI has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
MTSI MACOM Technology Solutions Holdings, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ROHCY Rohm Co Ltd ADR | 0.00% | 1.21% | 1.80% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.87% |
Financials
ROHCY vs. MTSI - Financials Comparison
This section allows you to compare key financial metrics between Rohm Co Ltd ADR and MACOM Technology Solutions Holdings, 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
ROHCY and MTSI have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ROHCY has higher volatility (26.59%) compared to MTSI (20.52%). In terms of maximum drawdown, ROHCY dropped -73.15% vs MTSI's -80.78%.
MTSI currently has the higher Sharpe Ratio (3.71 vs 3.14), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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