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ROHCY vs. POWI
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ROHCY vs. POWI - Performance Comparison

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

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Returns By Period

In the year-to-date period, ROHCY achieves a 125.34% return, which is significantly higher than POWI's 117.25% return. Both investments have delivered pretty close results over the past 10 years, with ROHCY having a 12.17% annualized return and POWI not far ahead at 12.30%.


ROHCY

1D
1.26%
1M
27.94%
YTD
125.34%
6M
127.50%
1Y
182.32%
3Y*
13.45%
5Y*
6.81%
10Y*
12.17%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ROHCY vs. POWI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ROHCY
Rohm Co Ltd ADR
125.34%56.57%-49.11%3.36%-20.60%-9.16%25.79%22.73%-41.72%92.89%
POWI
Power Integrations, Inc.
117.25%-41.33%-23.97%15.56%-22.09%14.12%66.77%63.64%-16.32%9.26%

Correlation

The correlation between ROHCY and POWI is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.22

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

0.30

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

0.30

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

0.28

Correlation (All Time)
Calculated using the full available price history since Nov 25, 2008

0.26

Fundamentals

Market Cap

ROHCY:

$12.39B

POWI:

$4.28B

EPS

ROHCY:

-$370.50

POWI:

$0.30

PS Ratio

ROHCY:

0.03

POWI:

9.61

PB Ratio

ROHCY:

0.02

POWI:

6.38

Total Revenue (TTM)

ROHCY:

$485.46B

POWI:

$446.28M

Gross Profit (TTM)

ROHCY:

$116.26B

POWI:

$240.35M

EBITDA (TTM)

ROHCY:

$57.21B

POWI:

$30.43M

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Return for Risk

ROHCY vs. POWI — Risk / Return Rank

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

ROHCY
ROHCY Risk / Return Rank: 9696
Overall Rank
ROHCY Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
ROHCY Sortino Ratio Rank: 9595
Sortino Ratio Rank
ROHCY Omega Ratio Rank: 9595
Omega Ratio Rank
ROHCY Calmar Ratio Rank: 9696
Calmar Ratio Rank
ROHCY Martin Ratio Rank: 9696
Martin Ratio Rank

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
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.

ROHCY vs. POWI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rohm Co Ltd ADR (ROHCY) and Power Integrations, Inc. (POWI). 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.


ROHCYPOWIDifference
Sharpe ratioReturn per unit of total volatility

+2.36

Sortino ratioReturn per unit of downside risk

+2.37

Omega ratioGain probability vs. loss probability

1.57

1.18

+0.38

Calmar ratioReturn relative to maximum drawdown

7.96

0.89

+7.07

Martin ratioReturn relative to average drawdown

22.36

1.77

+20.59

ROHCY vs. POWI - Sharpe Ratio Comparison

The current ROHCY Sharpe Ratio is 3.11, which is higher than the POWI Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of ROHCY and POWI, 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


ROHCYPOWIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.11

0.75

+2.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

0.01

+0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

0.30

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.26

-0.10

Drawdowns

ROHCY vs. POWI - Drawdown Comparison

The maximum ROHCY drawdown since its inception was -73.15%, smaller than the maximum POWI drawdown of -85.76%. Use the drawdown chart below to compare losses from any high point for ROHCY and POWI.


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Drawdown Indicators


ROHCYPOWIDifference

Max Drawdown

Largest peak-to-trough decline

-73.15%

-85.76%

+12.61%

Max Drawdown (1Y)

Largest decline over 1 year

-23.05%

-47.83%

+24.78%

Max Drawdown (3Y)

Largest decline over 3 years

-68.72%

-67.82%

-0.90%

Max Drawdown (5Y)

Largest decline over 5 years

-70.45%

-70.68%

+0.23%

Max Drawdown (10Y)

Largest decline over 10 years

-73.15%

-70.68%

-2.47%

Current Drawdown

Current decline from peak

-6.41%

-26.32%

+19.91%

Average Drawdown

Average peak-to-trough decline

-31.60%

-38.65%

+7.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.19%

24.15%

-15.96%

Volatility

ROHCY vs. POWI - Volatility Comparison

Rohm Co Ltd ADR (ROHCY) has a higher volatility of 30.41% compared to Power Integrations, Inc. (POWI) at 23.74%. This indicates that ROHCY's price experiences larger fluctuations and is considered to be riskier than POWI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ROHCYPOWIDifference

Volatility (1M)

Calculated over the trailing 1-month period

30.41%

23.74%

+6.67%

Volatility (6M)

Calculated over the trailing 6-month period

47.63%

38.65%

+8.98%

Volatility (1Y)

Calculated over the trailing 1-year period

59.06%

56.95%

+2.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.78%

44.44%

-0.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.23%

41.63%

-0.40%

Dividends

ROHCY vs. POWI - Dividend Comparison

ROHCY has not paid dividends to shareholders, while POWI's dividend yield for the trailing twelve months is around 1.11%.


PositionTTM20252024202320222021202020192018201720162015
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%
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%0.00%

Financials

ROHCY vs. POWI - Financials Comparison

This section allows you to compare key financial metrics between Rohm Co Ltd ADR and Power Integrations, 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


0.0020.00B40.00B60.00B80.00B100.00B120.00B140.00B20222023202420252026
113.68B
108.31M
(ROHCY) Total Revenue
(POWI) Total Revenue
Values in USD except per share items

Frequently Asked Questions


ROHCY and POWI have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ROHCY has higher volatility (30.41%) compared to POWI (23.74%). In terms of maximum drawdown, ROHCY dropped -73.15% vs POWI's -85.76%.

ROHCY currently has the higher Sharpe Ratio (3.11 vs 0.75), 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.

Portfolio Optimizer

Find the right allocation for ROHCY and POWI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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